Presentation | 2015-06-05 Stock market prediction from Web news using filtering and machine learning Ko Ichinose, Kazutaka Shimada, |
---|---|
PDF Download Page | PDF download Page Link |
Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | The market analysis is one of the important tasks for text mining. Many researchers have proposed methods using text information for analyzing the market. In this situation, Web news have the important role to predict stock prices. In this paper, we propose a method to predict the Nikkei Stock Average, which is one of the most important stock market indexes. We apply a filtering process and a machine learning into the method. First, we select important news from many Web news by using the filtering. Then, we classify the selected news into``UP" and``Down" by using a machine learning method. Finally, we predict the change of the next day's Nikkei stock price. The experimental result shows the effectiveness of the filtering process for the Web news based classification task. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Web-news / Stock price prediction / filtering / SVM |
Paper # | TL2015-16,NLC2015-16 |
Date of Issue | 2015-05-28 (TL, NLC) |
Conference Information | |
Committee | NLC / TL |
---|---|
Conference Date | 2015/6/4(2days) |
Place (in Japanese) | (See Japanese page) |
Place (in English) | The University of Tokushima |
Topics (in Japanese) | (See Japanese page) |
Topics (in English) | Application of natural language proessing and linguistic analysis, and general topic of NLP |
Chair | Koichi Takeuchi(Okayama Univ.) / Tadahisa Kondo(Kogakuin Univ.) |
Vice Chair | Hiroshi Kanayama(IBM) / Makoto Ichise(NTT DoCoMo) / Chiaki Kubomura(Yamano College of Aesthetics) / Masami Suzuki(KDDI R&D Labs.) |
Secretary | Hiroshi Kanayama(Univ. of Tokyo/Hottolink) / Makoto Ichise(Ryukoku Univ.) / Chiaki Kubomura(Univ. of Tsukuba) / Masami Suzuki(Kyorin Univ.) |
Assistant | Kazutaka Shimada(Kyushu Inst. of Tech.) / Ryuichiro Higashinaka(NTT) / Eiji Tomida(Ehime Univ.) / Yasushi Tsubota(Kyoto Univ.) |
Paper Information | |
Registration To | Technical Committee on Natural Language Understanding and Models of Communication / Technical Committee on Thought and Language |
---|---|
Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Stock market prediction from Web news using filtering and machine learning |
Sub Title (in English) | |
Keyword(1) | Web-news |
Keyword(2) | Stock price prediction |
Keyword(3) | filtering |
Keyword(4) | SVM |
1st Author's Name | Ko Ichinose |
1st Author's Affiliation | Kyushu Institute of Technology(KIT) |
2nd Author's Name | Kazutaka Shimada |
2nd Author's Affiliation | Kyushu Institute of Technology(KIT) |
Date | 2015-06-05 |
Paper # | TL2015-16,NLC2015-16 |
Volume (vol) | vol.115 |
Number (no) | TL-69,NLC-70 |
Page | pp.pp.91-96(TL), pp.91-96(NLC), |
#Pages | 6 |
Date of Issue | 2015-05-28 (TL, NLC) |