Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European central bank statements

D.V. Milea; N.M. Sharef; R.J. Almeida; U. Kaymak; F. Frasincar

doi:10.1109/SOCPAR.2010.5686083

Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European central bank statements

D.V. Milea
, N.M. Sharef
, R.J. Almeida
, U. Kaymak
, F. Frasincar

Information Systems IE&IS

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

17 Citations (Scopus)

438 Downloads (Pure)

Abstract

We focus on predicting the movement of the MSCI EURO index based on European Central Bank (ECB) statements. For this purpose we learn and extract fuzzy grammars from the text of the ECB statements. Based on a set of selected General Inquirer (GI) categories, the extracted fuzzy grammars are grouped around individual content categories. The frequency at which these fuzzy grammars are encountered in the text constitute input to a Fuzzy Inference System (FIS). The FIS maps these frequencies to the levels of the MSCI EURO index. Ultimately, the goal is to predict whether the MSCI EURO index will exhibit upward or downward movement based on the content of ECB statements, as quantified through the use of fuzzy grammars and GI content categories.

Original language	English
Title of host publication	Proceedings of the International Conference of Soft Computing and Pattern Recognition, 7-10 December 2010, Cergy Pontoise, Paris,
Editors	T. Martin, A.K. Muda, A. Abraham
Publisher	Institute of Electrical and Electronics Engineers
Pages	231-236
ISBN (Print)	978-1-4244-7895-8
DOIs	https://doi.org/10.1109/SOCPAR.2010.5686083
Publication status	Published - 2010
Event	conference; 2010 International Conference of Soft Computing and Pattern Recognition; 2010-12-07; 2010-12-10 - Duration: 7 Dec 2010 → 10 Dec 2010

Conference

Conference	conference; 2010 International Conference of Soft Computing and Pattern Recognition; 2010-12-07; 2010-12-10
Period	7/12/10 → 10/12/10
Other	2010 International Conference of Soft Computing and Pattern Recognition

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10.1109/SOCPAR.2010.5686083

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Milea, D. V., Sharef, N. M., Almeida, R. J., Kaymak, U., & Frasincar, F. (2010). Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European central bank statements. In T. Martin, A. K. Muda, & A. Abraham (Eds.), Proceedings of the International Conference of Soft Computing and Pattern Recognition, 7-10 December 2010, Cergy Pontoise, Paris, (pp. 231-236). Institute of Electrical and Electronics Engineers. https://doi.org/10.1109/SOCPAR.2010.5686083

Milea, D.V. ; Sharef, N.M. ; Almeida, R.J. et al. / Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European central bank statements. Proceedings of the International Conference of Soft Computing and Pattern Recognition, 7-10 December 2010, Cergy Pontoise, Paris,. editor / T. Martin ; A.K. Muda ; A. Abraham. Institute of Electrical and Electronics Engineers, 2010. pp. 231-236

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title = "Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European central bank statements",

abstract = "We focus on predicting the movement of the MSCI EURO index based on European Central Bank (ECB) statements. For this purpose we learn and extract fuzzy grammars from the text of the ECB statements. Based on a set of selected General Inquirer (GI) categories, the extracted fuzzy grammars are grouped around individual content categories. The frequency at which these fuzzy grammars are encountered in the text constitute input to a Fuzzy Inference System (FIS). The FIS maps these frequencies to the levels of the MSCI EURO index. Ultimately, the goal is to predict whether the MSCI EURO index will exhibit upward or downward movement based on the content of ECB statements, as quantified through the use of fuzzy grammars and GI content categories.",

author = "D.V. Milea and N.M. Sharef and R.J. Almeida and U. Kaymak and F. Frasincar",

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Milea, DV, Sharef, NM, Almeida, RJ, Kaymak, U & Frasincar, F 2010, Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European central bank statements. in T Martin, AK Muda & A Abraham (eds), Proceedings of the International Conference of Soft Computing and Pattern Recognition, 7-10 December 2010, Cergy Pontoise, Paris,. Institute of Electrical and Electronics Engineers, pp. 231-236, conference; 2010 International Conference of Soft Computing and Pattern Recognition; 2010-12-07; 2010-12-10, 7/12/10. https://doi.org/10.1109/SOCPAR.2010.5686083

Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European central bank statements. / Milea, D.V.; Sharef, N.M.; Almeida, R.J. et al.
Proceedings of the International Conference of Soft Computing and Pattern Recognition, 7-10 December 2010, Cergy Pontoise, Paris,. ed. / T. Martin; A.K. Muda; A. Abraham. Institute of Electrical and Electronics Engineers, 2010. p. 231-236.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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AB - We focus on predicting the movement of the MSCI EURO index based on European Central Bank (ECB) statements. For this purpose we learn and extract fuzzy grammars from the text of the ECB statements. Based on a set of selected General Inquirer (GI) categories, the extracted fuzzy grammars are grouped around individual content categories. The frequency at which these fuzzy grammars are encountered in the text constitute input to a Fuzzy Inference System (FIS). The FIS maps these frequencies to the levels of the MSCI EURO index. Ultimately, the goal is to predict whether the MSCI EURO index will exhibit upward or downward movement based on the content of ECB statements, as quantified through the use of fuzzy grammars and GI content categories.

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Milea DV, Sharef NM, Almeida RJ, Kaymak U, Frasincar F. Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European central bank statements. In Martin T, Muda AK, Abraham A, editors, Proceedings of the International Conference of Soft Computing and Pattern Recognition, 7-10 December 2010, Cergy Pontoise, Paris,. Institute of Electrical and Electronics Engineers. 2010. p. 231-236 doi: 10.1109/SOCPAR.2010.5686083

Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European central bank statements

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