テキスト情報による金融市場の逐次外挿予測
書誌事項
- タイトル別名
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- Out-of-Sample Test of Text Mining in Financial Markets
抄録
<p>In this study, we proposed a new text-mining methods for long-term market analysis. Using our method, we perfomed out-of-sample test using monthly price data of financial markets; Japanese government bond market, Japanese stock market, and the yen-dollar market. First we extracted feature vectors from monthly reports of Bank of Japan. Then, trends of each market were estimated by regression analysis using the feature vectors. As a result, As a result, the method could estimate JGB market best and the stock market is the second.</p>
収録刊行物
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- 人工知能学会第二種研究会資料
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人工知能学会第二種研究会資料 2009 (FIN-003), 02-, 2009-09-12
一般社団法人 人工知能学会
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詳細情報 詳細情報について
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- CRID
- 1390857623351839744
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- ISSN
- 24365556
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- 本文言語コード
- ja
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- データソース種別
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- JaLC
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- 抄録ライセンスフラグ
- 使用可