書誌事項
- タイトル別名
-
- Implementation Tests of Financial Market Analysis by Text Mining
抄録
In this study, we propose a new text-mining method for long-term market analysis. Using our method, we performe out-of-sample tests using monthly price data of financial markets; Japanese government bond market, Japanese stock market, and the yen-dollar market. First we extract feature vectors from monthly reports of Bank of Japan. Then, trends of each market are estimated by regression analysis using the feature vectors. As a result of comparison with support vector regression, the proposal method could forecast in higher accuracy about both the level and direction of long-term market trends. Moreover, our method showed high returns with annual rate averages as a result of the implementation test.
収録刊行物
-
- 人工知能学会論文誌
-
人工知能学会論文誌 26 (2), 313-317, 2011
一般社団法人 人工知能学会
- Tweet
詳細情報 詳細情報について
-
- CRID
- 1390001205108269696
-
- NII論文ID
- 130000455380
-
- ISSN
- 13468030
- 13460714
-
- 本文言語コード
- ja
-
- データソース種別
-
- JaLC
- Crossref
- CiNii Articles
- KAKEN
-
- 抄録ライセンスフラグ
- 使用不可