News Articles Evaluation Analysis in Automotive Industry Using GPT-2 and Co-occurrence Network

Yoshihiro Nishi, Aiko Suge, Hiroshi Takahashi

研究成果: Conference contribution

1 被引用数 (Scopus)

抄録

News articles have great impacts on asset prices in the financial markets. Many attempts have been reported to ascertain how news influences stock prices. Stock price fluctuations of highly influential companies can have a major impact on the economy as a whole. In particular, the automobile industry is a colossal industry that leads the Japanese industry. However, the limitations in the number of available data sets usually become the hurdle for the model accuracy. In this study, we constructed a news evaluation model utilizing GPT-2. A news evaluation model is a model that evaluates news articles distributed to financial markets based on price fluctuation rates and predicts fluctuations in stock prices. We have added news articles generated by GPT-2 as data for analysis. Besides, we used a co-occurrence network analysis to review the overview of the news articles. News articles were classified through Long Short-Term Memory (LSTM). The results showed that the accuracy of the news evaluation model improved by generating news articles using a language generation model through GPT-2. More detailed analyses are planned for the future.

本文言語English
ホスト出版物のタイトルNew Frontiers in Artificial Intelligence - JSAI-isAI International Workshops, JURISIN, AI-Biz, LENLS, Kansei-AI, 2019, Revised Selected Papers
編集者Maki Sakamoto, Naoaki Okazaki, Koji Mineshima, Ken Satoh
出版社Springer Science and Business Media Deutschland GmbH
ページ103-114
ページ数12
ISBN(印刷版)9783030587895
DOI
出版ステータスPublished - 2020
イベント11th JSAI International Symposium on Artificial Intelligence, JSAI-isAI 2019 - Yokohama, Japan
継続期間: 2019 11月 102019 11月 12

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)
12331 LNAI
ISSN(印刷版)0302-9743
ISSN(電子版)1611-3349

Conference

Conference11th JSAI International Symposium on Artificial Intelligence, JSAI-isAI 2019
国/地域Japan
CityYokohama
Period19/11/1019/11/12

ASJC Scopus subject areas

  • 理論的コンピュータサイエンス
  • コンピュータ サイエンス(全般)

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