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Relationship between FPE and number of news records.

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posted on 06.06.2013, 00:49 by Ryohei Hisano, Didier Sornette, Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe

The “fraction of peaks explained” (FPE) as a function of the number of news records for the 206 stocks in the S&P 500 for which there were more than 5,000 news records during the period from January 2003 to June 2011. Black diamond shows the FPE value using the 715 topics extracted from our procedure. Blue circle shows the FPE value restricting the number of topic distributions to 637 after manual reading. The data point for Toyota, which as a foreign company of course is not a component of the S&P 500, has been added and is shown as the red triangle and circle.

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