Analysis of Long-term Market Trend by Text-Mining of News Articles

Bibliographic Information

Other Title
  • 新聞記事のテキストマイニングによる長期市場動向の分析

Description

In this study, we developed a new method of the long-term market analysis by using text-mining of news articles. Using our method, we conducted extrapolation tests to predict stock price averages by 19 industry and two market averages, TOPIX and Nikkei225 for about 10 years. As a result, 8 sectors in 21 sectors (about 40%) showed over about 60% accuracy, and 15 sectors in 21 sectors (over 70%) showed over about 55% accuracy. We also developed a web system of financial text-mining based on our method for financial professionals.

Journal

References(1)*help

See more

Related Projects

See more

Details 詳細情報について

Report a problem

Back to top