This research analysed the relationship between headlines in the news and the stock market in Japan through text mining technology. As a result of intensive analyses, we found a significant relationship between the stock index return changes and the negative (or positive) news classified by keywords. At the same time, we also found that the measure of constructing a keyword list has a significant impact on the performance of this classification.
|ジャーナル||International Journal of Intelligent Systems Technologies and Applications|
|出版ステータス||Published - 2013|
ASJC Scopus subject areas
- コンピュータ サイエンス（全般）