The Journal of Computational Intelligence in Finance, Vol. 7, No. 2, pp. 34–52, March 1999.
Abstract
Quantitative data are today largely analyzed by automatic computer programs based on traditional or artificial intelligent techniques, which provide traders with quantitative information that helps them hedge their risks. Qualitative data and, in particular, articles from on-line news agencies are instead not yet successfully processed. As a result, financial operators, notably traders, suffer from qualitative data-overload. This paper describes how Natural Language Processing, Information Extraction and Expert Systems can be used for reducing the traders’ qualitative information overload. In particular, the paper describes IE-Expert, an artificial intelligence system which is able to suggest investment decisions from qualitative information and to link this information to existing quantitative analysis.
How to cite
Marco Costantino (1999). IE-Expert: Integrating Natural Language Processing and Expert System Techniques for Real-Time Equity Derivatives Trading. The Journal of Computational Intelligence in Finance, Vol. 7, No. 2, pp. 34–52, March 1999.
BibTeX entry for reference managers (EndNote, Zotero, Mendeley)
@article{costantino1999ie,
title = {IE-Expert: Integrating Natural Language Processing and Expert System Techniques for Real-Time Equity Derivatives Trading},
author = {Marco Costantino},
year = {1999},
journal = {The Journal of Computational Intelligence in Finance},
volume = {7},
number = {2},
pages = {34--52},
url = {https://www.advanced-finance.com/paper-ie-expert-real-time-equity-derivatives-trading.html}
}