Abstract
This research analysed the relationship between headlines in the news and the stock market in Japan through text mining technology. As a result of intensive analyses, we found a significant relationship between the stock index return changes and the negative (or positive) news classified by keywords. At the same time, we also found that the measure of constructing a keyword list has a significant impact on the performance of this classification.
| Original language | English |
|---|---|
| Pages (from-to) | 328-342 |
| Number of pages | 15 |
| Journal | International Journal of Intelligent Systems Technologies and Applications |
| Volume | 12 |
| Issue number | 3-4 |
| DOIs | |
| Publication status | Published - 2013 |
Keywords
- Asset management
- Asset pricing
- Finance
- Stock markets
- Text mining
ASJC Scopus subject areas
- Computer Science(all)