英文経済レポートのテキストマイニング分析と外挿予測
書誌事項
- タイトル別名
-
- Analysis of Financial Markets' Fluctuation by English Textual Information and extrapolation forecast
説明
<p>In this study, we applied the newly developed text-mining methods to English texts for the long-term market analyses. We analyzed monthly price data of foreign financial markets, in particular, the interest swap markets. Several extensions of the original method were suggested in order to extract English feature vectors from minutes of the monetary policy committee of The Bank of England. Trends of interest rates were estimated by using the regression analysis with the feature vectors. As a result, determination coefficients were found around 75%, and market trends were explained well. Using the predicted interest rates, we also simulated several implementation tests, which demonstrate the effectiveness of our extensions of the original method to English texts.</p>
収録刊行物
-
- 人工知能学会第二種研究会資料
-
人工知能学会第二種研究会資料 2010 (FIN-005), 07-, 2010-10-02
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
- 1390857623351855872
-
- ISSN
- 24365556
-
- 本文言語コード
- ja
-
- データソース種別
-
- JaLC
-
- 抄録ライセンスフラグ
- 使用可