Buy, Sell, or Hold? Information Extraction from Stock Analyst Reports

Y.S. Lee, M. Geierhos, in: M. Beigl, H. Christiansen, T.R. Roth-Berghofer, A. Kofod-Petersen, K.R. Coventry, H.R. Schmidtke (Eds.), Modeling and Using Context: 7th International and Interdisciplinary Conference, CONTEXT 2011, Karlsruhe, Germany, September 26-30, 2011, Proceedings, Springer, Berlin, Germany, 2011, pp. 173–184.

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Abstract
This paper presents a novel linguistic information extraction approach exploiting analysts’ stock ratings for statistical decision making. Over a period of one year, we gathered German stock analyst reports in order to determine market trends. Our goal is to provide business statistics over time to illustrate market trends for a user-selected company. We therefore recognize named entities within the very short stock analyst reports such as organization names (e.g. BASF, BMW, Ericsson), analyst houses (e.g. Gartner, Citigroup, Goldman Sachs), ratings (e.g. buy, sell, hold, underperform, recommended list) and price estimations by using lexicalized finite-state graphs, so-called local grammars. Then, company names and their acronyms respectively have to be cross-checked against data the analysts provide. Finally, all extracted values are compared and presented into charts with different views depending on the evaluation criteria (e.g. by time line). Thanks to this approach it will be easier and even more comfortable in the future to pay attention to analysts’ buy/sell signals without reading all their reports.
Publishing Year
Book Title
Modeling and Using Context: 7th International and Interdisciplinary Conference, CONTEXT 2011, Karlsruhe, Germany, September 26-30, 2011, Proceedings
Volume
6967
Page
173-184
Conference
Modeling and Using Context, 7th International and Interdisciplinary Conference (CONTEXT 2011)
Conference Location
Karlsruhe, Germany
Conference Date
2011-09-26 – 2011-09-30
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Lee YS, Geierhos M. Buy, Sell, or Hold? Information Extraction from Stock Analyst Reports. In: Beigl M, Christiansen H, Roth-Berghofer TR, Kofod-Petersen A, Coventry KR, Schmidtke HR, eds. Modeling and Using Context: 7th International and Interdisciplinary Conference, CONTEXT 2011, Karlsruhe, Germany, September 26-30, 2011, Proceedings. Vol 6967. Lecture Notes in Artificial Intelligence. Berlin, Germany: Springer; 2011:173-184. doi:10.1007/978-3-642-24279-3_19
Lee, Y. S., & Geierhos, M. (2011). Buy, Sell, or Hold? Information Extraction from Stock Analyst Reports. In M. Beigl, H. Christiansen, T. R. Roth-Berghofer, A. Kofod-Petersen, K. R. Coventry, & H. R. Schmidtke (Eds.), Modeling and Using Context: 7th International and Interdisciplinary Conference, CONTEXT 2011, Karlsruhe, Germany, September 26-30, 2011, Proceedings (Vol. 6967, pp. 173–184). Berlin, Germany: Springer. https://doi.org/10.1007/978-3-642-24279-3_19
@inbook{Lee_Geierhos_2011, place={Berlin, Germany}, series={Lecture Notes in Artificial Intelligence}, title={Buy, Sell, or Hold? Information Extraction from Stock Analyst Reports}, volume={6967}, DOI={10.1007/978-3-642-24279-3_19}, booktitle={Modeling and Using Context: 7th International and Interdisciplinary Conference, CONTEXT 2011, Karlsruhe, Germany, September 26-30, 2011, Proceedings}, publisher={Springer}, author={Lee, Yeong Su and Geierhos, Michaela}, editor={Beigl, Michael and Christiansen, Henning and Roth-Berghofer, Thomas R. and Kofod-Petersen, Anders and Coventry, Kenny R. and Schmidtke, Hedda R.Editors}, year={2011}, pages={173–184}, collection={Lecture Notes in Artificial Intelligence} }
Lee, Yeong Su, and Michaela Geierhos. “Buy, Sell, or Hold? Information Extraction from Stock Analyst Reports.” In Modeling and Using Context: 7th International and Interdisciplinary Conference, CONTEXT 2011, Karlsruhe, Germany, September 26-30, 2011, Proceedings, edited by Michael Beigl, Henning Christiansen, Thomas R. Roth-Berghofer, Anders Kofod-Petersen, Kenny R. Coventry, and Hedda R. Schmidtke, 6967:173–84. Lecture Notes in Artificial Intelligence. Berlin, Germany: Springer, 2011. https://doi.org/10.1007/978-3-642-24279-3_19.
Y. S. Lee and M. Geierhos, “Buy, Sell, or Hold? Information Extraction from Stock Analyst Reports,” in Modeling and Using Context: 7th International and Interdisciplinary Conference, CONTEXT 2011, Karlsruhe, Germany, September 26-30, 2011, Proceedings, vol. 6967, M. Beigl, H. Christiansen, T. R. Roth-Berghofer, A. Kofod-Petersen, K. R. Coventry, and H. R. Schmidtke, Eds. Berlin, Germany: Springer, 2011, pp. 173–184.
Lee, Yeong Su, and Michaela Geierhos. “Buy, Sell, or Hold? Information Extraction from Stock Analyst Reports.” Modeling and Using Context: 7th International and Interdisciplinary Conference, CONTEXT 2011, Karlsruhe, Germany, September 26-30, 2011, Proceedings, edited by Michael Beigl et al., vol. 6967, Springer, 2011, pp. 173–84, doi:10.1007/978-3-642-24279-3_19.

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