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 proceedingConference contribution

5 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 languageEnglish
Title of host publicationLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Pages1339-1345
Number of pages7
Volume4693 LNAI
EditionPART 2
DOIs
Publication statusPublished - 2007
Externally publishedYes
Event11th 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 Sep 122007 Sep 14

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
NumberPART 2
Volume4693 LNAI
ISSN (Print)03029743
ISSN (Electronic)16113349

Other

Other11th International Conference on Knowledge-Based and Intelligent Information and Engineering Systems, KES 2007, and 17th Italian Workshop on Neural Networks, WIRN 2007
CountryItaly
CityVietri sul Mare
Period07/9/1207/9/14

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Text Categorization
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Research

Keywords

  • Headline news
  • Naive bayes
  • Stock price return
  • Text mining

ASJC Scopus subject areas

  • Computer Science(all)
  • Biochemistry, Genetics and Molecular Biology(all)
  • Theoretical Computer Science

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 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (PART 2 ed., Vol. 4693 LNAI, 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; Tsuda, Kazuhiko.

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 4693 LNAI 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 proceedingConference 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 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). PART 2 edn, vol. 4693 LNAI, 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 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). PART 2 ed. Vol. 4693 LNAI. 2007. p. 1339-1345. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); PART 2). https://doi.org/10.1007/978-3-540-74827-4_167
Takahashi, Satoru ; Takahashi, Masakazu ; Takahashi, Hiroshi ; Tsuda, Kazuhiko. / Analysis of the relation between stock price returns and headline news using text categorization. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 4693 LNAI 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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