Analysing the influence of headline news on the stock market in Japan

Yasou Yamashita, Hiroaki Joutaki, Hiroshi Takahashi

研究成果: Article査読

1 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)328-342
ページ数15
ジャーナルInternational Journal of Intelligent Systems Technologies and Applications
12
3-4
DOI
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)

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