Analysis of Financial Markets' Fluctuation by Textual Information-Reference-Cited by-同舟云学术

Analysis of Financial Markets' Fluctuation by Textual Information

Published:2010 Issue:3 Volume:25 Page:383-387
ISSN:1346-0714
Container-title:Transactions of the Japanese Society for Artificial Intelligence
language:en
Short-container-title:Transactions of the Japanese Society for Artificial Intelligence

Author:

Izumi Kiyoshi¹,Goto Takashi²,Matsui Tohgoroh³

Affiliation:

1. National Institute of Advanced Industrial Science and Technology/ PRESTO, JST

2. The Bank of Tokyo-Mitsubishi UFJ, Ltd.

3. Tohgoroh Machine Learning Research Institute

Publisher

Japanese Society for Artificial Intelligence

Subject

Artificial Intelligence,Software

Link

http://www.jstage.jst.go.jp/article/tjsai/25/3/25_3_383/_pdf

Reference6 articles.

1. [Ahmad 05] Ahmad, K., Gillam, L., and Cheng, D.: Textual and Quantitative Analysis: Towards a new, e-mediated Social Science, in Proc. of the 1st International Conference on e-Social Science (2005)

2. [ChaS] ChaSen ホームページ:http://chasen.naist.jp/hiki/ChaSen/

3. [Mittermayer 06] Mittermayer, M. A. and Knolmayer, G.: Text Mining Systems for Market Response to News: A Survey,Working paper (2006)

4. [Seo 04] Seo, Y.-W., Giampapa, J. A., and Sycara, K.: Finan News Analysis for Intelligent Portfolio Management, Technical Report CMU-RI-TR-04-04, Carnegie Mellon University (2004)

5. [高橋 07] 高橋悟, 高橋大志, 津田和彦:株式市場におけるヘッドラインニュースの効果についての研究, ファイナンス学会第15回大会, pp. 373-383 (2007)

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