Analysis of the effect of headline news in financial market through text categorisation

Satoru Takahashi, Hiroshi Takahashi, Kazuhiko Tsuda

研究成果: Article査読

2 被引用数 (Scopus)

抄録

In this paper, we analyse the relation between stock-price returns and Headline News. Headline News is a very important source 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 into three types using text categorisation and analyse the reaction of a stock-price return to each types of news. From our research, we figure out following issues: (1) we make the text categorisation system that has about 80% of classification accuracy, (2) this system can extract effective information to stock-price returns from Headline News and (3) such information is more effective to the small firms.

本文言語English
ページ(範囲)204-209
ページ数6
ジャーナルInternational Journal of Computer Applications in Technology
35
2-4
DOI
出版ステータスPublished - 2009 6月
外部発表はい

ASJC Scopus subject areas

  • ソフトウェア
  • 情報システム
  • コンピュータ サイエンスの応用
  • コンピュータ ネットワークおよび通信
  • 産業および生産工学
  • 電子工学および電気工学

フィンガープリント

「Analysis of the effect of headline news in financial market through text categorisation」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル