A design for a common-sense knowledge-enhanced decision-support system: Integration of high-frequency market data and real-time news

摘要

According to efficient markets theory, information is an important factor that affects market performance and serves as a source of first-hand evidence in decision making, in particular with the rapid rise of Internet technologies in recent years. However, a lack of knowledge and inference ability prevents current decision support systems from processing the wide range of available information. In this paper, we propose a common-sense knowledge-supported news model. Compared with previous work, our model is the first to incorporate broad common-sense knowledge into a decision support system, thereby improving the news analysis process through the application of a graphic random-walk framework. Prototype and experiments based on Hong Kong stock market data have demonstrated that common-sense knowledge is an important factor in building financial decision models that incorporate news information.