The correlation between network information and index changes on the Warsaw Stock Exchange Cover Image

Współzależność informacji sieciowych oraz zmian indeksów zachodzących na Giełdzie Papierów Wartościowych w Warszawie
The correlation between network information and index changes on the Warsaw Stock Exchange

Author(s): Katarzyna Rostek, Piotr Młodzianowski
Subject(s): Business Economy / Management, Financial Markets, ICT Information and Communications Technologies
Published by: Uniwersytet Przyrodniczo-Humanistyczny w Siedlcach
Keywords: text mining; information resource management; financial market; sentiment analysis;

Summary/Abstract: The article presents the influence of network information on index changes on the Warsaw Stock Exchange. In the first part of the work text mining and sentiment analysis issues are introduced. There is also a presentation of their use in the process of text analysis. In the next part of the article the characteristics of conducting research could be found. In this work the identification of the Polish news services dealing with financial matters, is made, which could chart the client’s reactions linked with changes on the stock market. The identification and selection of keywords necessary to do this research are conducted and categorised into their proper classes. Afterwards there is the analysis of correlation between index changes on the stock market and the presence of particular words among the classes. The last part presents the results of research, discusses the prospect of their use and suggests further research directions.

  • Issue Year: 42/2017
  • Issue No: 115
  • Page Range: 249-263
  • Page Count: 15
  • Language: Polish