Financial methodology to valuate and predict the news impact of major events on financial instruments

摘要

According to some embodiments, an event having an association with a financial instrument may be identified. The event may then be classified into at least one of a plurality of predefined event classes, each predefined event class being associated with a set of similar events. Media data associated with media coverage of the event may be retrieved and data elements may be extracted from the media data, wherein the data elements include at least one quantified communication parameter including at least one of a short term media coverage volume, a publication weight, a tonal balance, and an impact of available photographs. A prediction of the upcoming media coverage of the event may be generated, including a predicted volume and tonality of the upcoming media coverage, wherein said prediction is generated using a modeling computer system, a numerical model, said extracted data elements, and information about said predefined event class.

主权项

1. A computerized method, comprising:
identifying an event having an association with a financial instrument; classifying, by a modeling computer system, said event into at least one of a plurality of predefined event classes, each predefined event class being associated with a set of similar events; retrieving, by the modeling computer system, media data associated with media coverage of said event and extracting data elements from said media data, wherein said data elements include at least one quantified communication parameter including at least one of a short term media coverage volume, a publication weight, a tonal balance, and an impact of available photographs; retrieving, by the modeling computer system, current financial parameters associated with said financial instrument; generating, by the modeling computer system as an intermediate result of the method, a prediction of upcoming media coverage of said event including a predicted volume and tonality of said upcoming media coverage, wherein said intermediate result is generated using the modeling computer system, a numerical model, said extracted data elements, information about said predefined event class, and said current financial parameters; generating, using the modeling computer system and using a numerical model and said extracted data elements, information about said predefined event class, said current financial parameters and said intermediate result, a predicted financial impact of said event; and outputting, from the modeling computer system, the predicted financial impact of said event.