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 |
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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 |
巻 | 12 |
号 | 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)