Learning value-added information of asset management from analyst reports through text mining

Satoru Takahashi; Masakazu Takahashi; Hiroshi Takahashi; Kazuhiko Tsuda

doi:10.1007/11554028_110

Learning value-added information of asset management from analyst reports through text mining

Satoru Takahashi, Masakazu Takahashi, Hiroshi Takahashi, Kazuhiko Tsuda

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

1 Citation (Scopus)

Abstract

Text mining, one of the emerging fields of data mining, aims at acquiring useful knowledge from text data. In the asset management in finance task domain, although there exist various text data like accounting settlement or analysts' reports, few research and development have been conducted. In this paper, we will explore the feasibility to extract valuable knowledge for asset management through text mining using analyst reports as text data. We will analyze the relationship between text data and numerical data. From empirical study on the practical data, we have confirmed the effectiveness: (1) the extracted keywords are influential to the stock prices, (2) such information is more effective to the large-cap stocks, and (3) such keyword information become more valuable by using numerical information together.

Original language	English
Title of host publication	Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings
Publisher	Springer Verlag
Pages	785-791
Number of pages	7
ISBN (Print)	354028897X, 9783540288978
DOIs	https://doi.org/10.1007/11554028_110
Publication status	Published - 2005
Externally published	Yes
Event	9th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2005 - Melbourne, Australia Duration: 2005 Sept 14 → 2005 Sept 16

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	3684 LNAI
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Other

Other	9th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2005
Country/Territory	Australia
City	Melbourne
Period	05/9/14 → 05/9/16

ASJC Scopus subject areas

Theoretical Computer Science
Computer Science(all)

Access to Document

10.1007/11554028_110

Cite this

Takahashi, S., Takahashi, M., Takahashi, H., & Tsuda, K. (2005). Learning value-added information of asset management from analyst reports through text mining. In Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings (pp. 785-791). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 3684 LNAI). Springer Verlag. https://doi.org/10.1007/11554028_110

Learning value-added information of asset management from analyst reports through text mining. / Takahashi, Satoru; Takahashi, Masakazu; Takahashi, Hiroshi et al.
Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings. Springer Verlag, 2005. p. 785-791 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 3684 LNAI).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Takahashi, S, Takahashi, M, Takahashi, H & Tsuda, K 2005, Learning value-added information of asset management from analyst reports through text mining. in Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 3684 LNAI, Springer Verlag, pp. 785-791, 9th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2005, Melbourne, Australia, 05/9/14. https://doi.org/10.1007/11554028_110

Takahashi S, Takahashi M, Takahashi H, Tsuda K. Learning value-added information of asset management from analyst reports through text mining. In Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings. Springer Verlag. 2005. p. 785-791. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/11554028_110

Takahashi, Satoru ; Takahashi, Masakazu ; Takahashi, Hiroshi et al. / Learning value-added information of asset management from analyst reports through text mining. Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings. Springer Verlag, 2005. pp. 785-791 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

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Learning value-added information of asset management from analyst reports through text mining

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