Analysis of the relation between stock price returns and headline news using text categorization

Satoru Takahashi, Masakazu Takahashi, Hiroshi Takahashi, Kazuhiko Tsuda

研究成果: Conference contribution

7 被引用数 (Scopus)

抄録

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.

本文言語English
ホスト出版物のタイトルKnowledge-Based Intelligent Information and Engineering Systems
ホスト出版物のサブタイトルKES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings
ページ1339-1345
ページ数7
PART 2
DOI
出版ステータスPublished - 2007
外部発表はい
イベント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
継続期間: 2007 9 122007 9 14

出版物シリーズ

名前Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
番号PART 2
4693 LNAI
ISSN(印刷版)0302-9743
ISSN(電子版)1611-3349

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

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)

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