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A neural-based model to predict the future natural gas market price through open-domain event extraction

 
: Chau, M.T.; Esteves, D.; Lehmann, J.

:
Fulltext ()

Demidova, E.:
CLEOPATRA 2020, Cross-lingual Event-centric Open Analytics. Online resource : Proceedings of the 1st International Workshop on Cross-lingual Event-centric Open Analytics co-located with the 17th Extended Semantic Web Conference (ESWC 2020), Heraklion, Crete, Greece, June 3, 2020 (online event due to COVID-19 outbreak)
La Clusaz: CEUR, 2020 (CEUR Workshop Proceedings 2611)
http://ceur-ws.org/Vol-2611/
ISSN: 1613-0073
pp.17-31
International Workshop on Cross-lingual Event-centric Open Analytics (CLEOPATRA) <1, 2020, Online>
Extended Semantic Web Conference (ESWC) <17, 2020, Online>
English
Conference Paper, Electronic Publication
Fraunhofer IAIS ()

Abstract
We propose an approach to predict the natural gas price in several days using historical price data and events extracted from news headlines. While previous methods depend only on the appearance of verbs in the headlines, our event extraction detects not only the occurrence of phenomena but also the changes of attribution and characteristics. Moreover, instead of using sentence embedding as a feature, we use every word of the extracted events, encode and organize them before feeding to the learning models. Empirical results show favorable results, in terms of prediction performance, money saved and scalability.

: http://publica.fraunhofer.de/documents/N-614830.html