Analysis of the relation between stock price returns and headline news using text categorization

Satoru Takahashi; Masakazu Takahashi; Hiroshi Takahashi; Kazuhiko Tsuda

doi:10.1007/978-3-540-74827-4_167

Analysis of the relation between stock price returns and headline news using text categorization

Satoru Takahashi, Masakazu Takahashi, Hiroshi Takahashi, Kazuhiko Tsuda

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

9 Citations (Scopus)

Abstract

In this paper, we analyze about the relation between stock price returns and Headline News. Headline News is very important sources of information in asset management, and is sent in large quantities every day. We study the effect of more than 13,000 Headline News sent from JIJI PRESS. We classify Headline News using Text Categorization and analyze the reaction of a stock price return for every type of News. From our research, we figure out following issues; 1) we make the Text Categorization System that has about 80% of classification accuracy, 2) this system can extract effective information to stock price returns from Headline News.

Original language	English
Title of host publication	Knowledge-Based Intelligent Information and Engineering Systems
Subtitle of host publication	KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings
Pages	1339-1345
Number of pages	7
Edition	PART 2
DOIs	https://doi.org/10.1007/978-3-540-74827-4_167
Publication status	Published - 2007
Externally published	Yes
Event	11th International Conference on Knowledge-Based and Intelligent Information and Engineering Systems, KES 2007, and 17th Italian Workshop on Neural Networks, WIRN 2007 - Vietri sul Mare, Italy Duration: 2007 Sept 12 → 2007 Sept 14

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Number	PART 2
Volume	4693 LNAI
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Other

Other	11th International Conference on Knowledge-Based and Intelligent Information and Engineering Systems, KES 2007, and 17th Italian Workshop on Neural Networks, WIRN 2007
Country/Territory	Italy
City	Vietri sul Mare
Period	07/9/12 → 07/9/14

Keywords

Headline news
Naive bayes
Stock price return
Text mining

ASJC Scopus subject areas

Theoretical Computer Science
Computer Science(all)

Access to Document

10.1007/978-3-540-74827-4_167

Cite this

Takahashi, S., Takahashi, M., Takahashi, H., & Tsuda, K. (2007). Analysis of the relation between stock price returns and headline news using text categorization. In Knowledge-Based Intelligent Information and Engineering Systems: KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings (PART 2 ed., pp. 1339-1345). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 4693 LNAI, No. PART 2). https://doi.org/10.1007/978-3-540-74827-4_167

Analysis of the relation between stock price returns and headline news using text categorization. / Takahashi, Satoru; Takahashi, Masakazu; Takahashi, Hiroshi et al.
Knowledge-Based Intelligent Information and Engineering Systems: KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings. PART 2. ed. 2007. p. 1339-1345 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 4693 LNAI, No. PART 2).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Takahashi, S, Takahashi, M, Takahashi, H & Tsuda, K 2007, Analysis of the relation between stock price returns and headline news using text categorization. in Knowledge-Based Intelligent Information and Engineering Systems: KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings. PART 2 edn, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), no. PART 2, vol. 4693 LNAI, pp. 1339-1345, 11th International Conference on Knowledge-Based and Intelligent Information and Engineering Systems, KES 2007, and 17th Italian Workshop on Neural Networks, WIRN 2007, Vietri sul Mare, Italy, 07/9/12. https://doi.org/10.1007/978-3-540-74827-4_167

Takahashi S, Takahashi M, Takahashi H, Tsuda K. Analysis of the relation between stock price returns and headline news using text categorization. In Knowledge-Based Intelligent Information and Engineering Systems: KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings. PART 2 ed. 2007. p. 1339-1345. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); PART 2). doi: 10.1007/978-3-540-74827-4_167

Takahashi, Satoru ; Takahashi, Masakazu ; Takahashi, Hiroshi et al. / Analysis of the relation between stock price returns and headline news using text categorization. Knowledge-Based Intelligent Information and Engineering Systems: KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings. PART 2. ed. 2007. pp. 1339-1345 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); PART 2).

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Analysis of the relation between stock price returns and headline news using text categorization

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