February 26th, 2010
Kevin
Last time, I tried out a couple different methods to assign sentiment to news articles, and found that the best performance seemed to come from using my Temporal Interference method initialized by zeroes. Well there’s a little more information available to us, and that’s the news article content themselves! Read more…
February 25th, 2010
Kevin

Last time I introduced some test data, and before that I formalized the Perturbation Model for Price Moves a bit further. Well this required me to rewrite the code I had written before for Sentiment analysis. I took advantage of interval trees to make my code fairly efficient, and also changed the way I initialize the price movements, yielding minor improvements over the naive methods. Read more…

Last time, I generated a few data sets for testing different methods of rating the training news articles. This time, I actually implemented two of them, the naive approach I had used before, and the new-and-improved version taking into account temporal interference. Read more…