| Presentation | 2014/7/25 Financial Policy Topic Extraction by using LDA Yukari SHIROTA, Takako HASHIMOTO, Tamaki SAKURA, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | We analyze economic policy uncertainty in Japan just after the East-Japan great earthquake disaster in 2011. The target document is text data of the Policy Board of the Bank of Japan financial policy meeting proceedings summaries. From the documents, we shall extract topics by using the LDA algorithm. We extracted interesting three topics from the summaries. One topic has the peaks which overlapped the Japanese stock price fall times. The topic is considered to be related to the risk around the future of Japan. We think that another disaster-related topic expresses the uncertainty of the company production activity. In this paper, we used other economics time series data as plausible reasons to explain the extract topic. We discuss in the paper our approach by economics data to give a plausible excuse for the topic. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Topic extraction / Latent Dirichlet allocation / Uncertainty / Financial policy / the East-Japan great earthquake disaster |
| Paper # | Vol.2014-DBS-159 No.9,Vol.2014-IFAT-115 No.9 |
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| Conference Information | |
| Committee | DE |
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| Conference Date | 2014/7/25(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
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| Paper Information | |
| Registration To | Data Engineering (DE) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Financial Policy Topic Extraction by using LDA |
| Sub Title (in English) | |
| Keyword(1) | Topic extraction |
| Keyword(2) | Latent Dirichlet allocation |
| Keyword(3) | Uncertainty |
| Keyword(4) | Financial policy |
| Keyword(5) | the East-Japan great earthquake disaster |
| 1st Author's Name | Yukari SHIROTA |
| 1st Author's Affiliation | Gakushuin University, Faculty of Economics() |
| 2nd Author's Name | Takako HASHIMOTO |
| 2nd Author's Affiliation | Chiba University of Commerce, Chiba University of Commerce |
| 3rd Author's Name | Tamaki SAKURA |
| 3rd Author's Affiliation | Japan Center for Economic Research |
| Date | 2014/7/25 |
| Paper # | Vol.2014-DBS-159 No.9,Vol.2014-IFAT-115 No.9 |
| Volume (vol) | vol.114 |
| Number (no) | 173 |
| Page | pp.pp.- |
| #Pages | 4 |
| Date of Issue | |