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Please use this identifier to cite or link to this item: http://hdl.handle.net/10928/607

Title: 株価に影響を与える重要な出来事が記載された記事の自動抽出
Other Titles: Extraction of Important Articles that Influence the Stock Price of Companies from Financial Articles
Authors: 中山, 大
坂地, 泰紀
勝田, 研一郎
酒井, 浩之
Nakayama, Masaru
Sakaji, Hiroki
Katuda, Kenichiro
Sakai, Hiroyuki
Keywords: Extraction of Important Articles
Text Mining
Natural Language Processing
Issue Date: 1-Dec-2014
Publisher: 成蹊大学理工学部
Abstract: This paper proposes a method of extracting important articles that influence the stock price of companies from financial articles. In the first step, our method obtains dates that have large difference from previous day at stock price of a selected company. In the second step, our method acquires articles that are published around the obtained dates and concern the selected company from financial articles. In the third step, our method extracts articles that influence the stock price of the selected company by using SVM as a machine learning method from the acquired articles. Finally, we evaluated our method. As a result, our method achieved 69.8% precision and 53.1% recall.
URI: http://hdl.handle.net/10928/607
Appears in Collections:第51巻第2号

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