| Presentation | 2013-09-13 Extraction of important articles that influence the stock price of companies from financial articles Masaru NAKAYAMA, Hiroyuki SAKAI, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Currently, the number of private investors is increasing. However, all private investors don't have the knowledge on investment. Therefore, we proposed a method for extracting important articles that influence the stock price of companies from financial articles. Actually, we calculate change of stock price from previous day. Then, we extract newspaper articles related to companies from set of articles issued on the day. We create a training data set from extracted newspaper articles. Our method extracts features from words contained in the training data set, and classifies the extracted articles into important articles that influence the stock price of companies and unimportant articles by SVM. Experimental results showed that our method achieved 44 F-measure. Moreover, we adds keywords extracted from web pages of companies to features of SVM for improving F-measure. In this result, our method achieved 57 F-measure and 73% accuracy. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Important articles extraction / Investment decision support / Text Mining |
| Paper # | NLC2013-26 |
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| Conference Information | |
| Committee | NLC |
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| Conference Date | 2013/9/5(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Natural Language Understanding and Models of Communication (NLC) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Extraction of important articles that influence the stock price of companies from financial articles |
| Sub Title (in English) | |
| Keyword(1) | Important articles extraction |
| Keyword(2) | Investment decision support |
| Keyword(3) | Text Mining |
| 1st Author's Name | Masaru NAKAYAMA |
| 1st Author's Affiliation | Department of computer and Information Science, Seikei University() |
| 2nd Author's Name | Hiroyuki SAKAI |
| 2nd Author's Affiliation | Department of computer and Information Science, Seikei University |
| Date | 2013-09-13 |
| Paper # | NLC2013-26 |
| Volume (vol) | vol.113 |
| Number (no) | 213 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |