Analysis of the relation between stock price returns and headline news using text categorization

Satoru Takahashi; Masakazu Takahashi; Hiroshi Takahashi; Kazuhiko Tsuda

doi:10.1007/978-3-540-74827-4_167

Analysis of the relation between stock price returns and headline news using text categorization

Satoru Takahashi
, Masakazu Takahashi
, Hiroshi Takahashi
, Kazuhiko Tsuda

研究成果: Conference contribution

12 被引用数 (Scopus)

抄録

In this paper, we analyze about the relation between stock price returns and Headline News. Headline News is very important sources of information in asset management, and is sent in large quantities every day. We study the effect of more than 13,000 Headline News sent from JIJI PRESS. We classify Headline News using Text Categorization and analyze the reaction of a stock price return for every type of News. From our research, we figure out following issues; 1) we make the Text Categorization System that has about 80% of classification accuracy, 2) this system can extract effective information to stock price returns from Headline News.

本文言語	English
ホスト出版物のタイトル	Knowledge-Based Intelligent Information and Engineering Systems
ホスト出版物のサブタイトル	KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings
ページ	1339-1345
ページ数	7
版	PART 2
DOI	https://doi.org/10.1007/978-3-540-74827-4_167
出版ステータス	Published - 2007
外部発表	はい
イベント	11th International Conference on Knowledge-Based and Intelligent Information and Engineering Systems, KES 2007, and 17th Italian Workshop on Neural Networks, WIRN 2007 - Vietri sul Mare, Italy 継続期間: 2007 9月 12 → 2007 9月 14

出版物シリーズ

名前	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
番号	PART 2
巻	4693 LNAI
ISSN（印刷版）	0302-9743
ISSN（電子版）	1611-3349

Other

Other	11th International Conference on Knowledge-Based and Intelligent Information and Engineering Systems, KES 2007, and 17th Italian Workshop on Neural Networks, WIRN 2007
国/地域	Italy
City	Vietri sul Mare
Period	07/9/12 → 07/9/14

ASJC Scopus subject areas

理論的コンピュータサイエンス
コンピュータサイエンス一般

文献へのアクセス

10.1007/978-3-540-74827-4_167

他のファイルとリンク

引用スタイル

Takahashi, S., Takahashi, M., Takahashi, H., & Tsuda, K. (2007). Analysis of the relation between stock price returns and headline news using text categorization. In Knowledge-Based Intelligent Information and Engineering Systems: KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings (PART 2 ed., pp. 1339-1345). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 4693 LNAI, No. PART 2). https://doi.org/10.1007/978-3-540-74827-4_167

Analysis of the relation between stock price returns and headline news using text categorization. / Takahashi, Satoru; Takahashi, Masakazu; Takahashi, Hiroshi その他.
Knowledge-Based Intelligent Information and Engineering Systems: KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings. PART 2. ed. 2007. p. 1339-1345 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 4693 LNAI, No. PART 2).

研究成果: Conference contribution

Takahashi, S, Takahashi, M, Takahashi, H & Tsuda, K 2007, Analysis of the relation between stock price returns and headline news using text categorization. in Knowledge-Based Intelligent Information and Engineering Systems: KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings. PART 2 edn, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), no. PART 2, vol. 4693 LNAI, pp. 1339-1345, 11th International Conference on Knowledge-Based and Intelligent Information and Engineering Systems, KES 2007, and 17th Italian Workshop on Neural Networks, WIRN 2007, Vietri sul Mare, Italy, 07/9/12. https://doi.org/10.1007/978-3-540-74827-4_167

Takahashi S, Takahashi M, Takahashi H, Tsuda K. Analysis of the relation between stock price returns and headline news using text categorization. In Knowledge-Based Intelligent Information and Engineering Systems: KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings. PART 2 ed. 2007. p. 1339-1345. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); PART 2). doi: 10.1007/978-3-540-74827-4_167

Takahashi, Satoru ; Takahashi, Masakazu ; Takahashi, Hiroshi その他. / Analysis of the relation between stock price returns and headline news using text categorization. Knowledge-Based Intelligent Information and Engineering Systems: KES 2007 - WIRN 2007 - 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Proceedings. PART 2. ed. 2007. pp. 1339-1345 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); PART 2).

@inproceedings{1c4fd739eceb4dc29b302b5d1f346d07,

title = "Analysis of the relation between stock price returns and headline news using text categorization",

abstract = "In this paper, we analyze about the relation between stock price returns and Headline News. Headline News is very important sources of information in asset management, and is sent in large quantities every day. We study the effect of more than 13,000 Headline News sent from JIJI PRESS. We classify Headline News using Text Categorization and analyze the reaction of a stock price return for every type of News. From our research, we figure out following issues; 1) we make the Text Categorization System that has about 80\% of classification accuracy, 2) this system can extract effective information to stock price returns from Headline News.",

keywords = "Headline news, Naive bayes, Stock price return, Text mining",

author = "Satoru Takahashi and Masakazu Takahashi and Hiroshi Takahashi and Kazuhiko Tsuda",

year = "2007",

doi = "10.1007/978-3-540-74827-4\_167",

language = "English",

isbn = "9783540748267",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

number = "PART 2",

pages = "1339--1345",

booktitle = "Knowledge-Based Intelligent Information and Engineering Systems",

edition = "PART 2",

note = "11th International Conference on Knowledge-Based and Intelligent Information and Engineering Systems, KES 2007, and 17th Italian Workshop on Neural Networks, WIRN 2007 ; Conference date: 12-09-2007 Through 14-09-2007",

}

TY - GEN

T1 - Analysis of the relation between stock price returns and headline news using text categorization

AU - Takahashi, Satoru

AU - Takahashi, Masakazu

AU - Takahashi, Hiroshi

AU - Tsuda, Kazuhiko

PY - 2007

Y1 - 2007

N2 - In this paper, we analyze about the relation between stock price returns and Headline News. Headline News is very important sources of information in asset management, and is sent in large quantities every day. We study the effect of more than 13,000 Headline News sent from JIJI PRESS. We classify Headline News using Text Categorization and analyze the reaction of a stock price return for every type of News. From our research, we figure out following issues; 1) we make the Text Categorization System that has about 80% of classification accuracy, 2) this system can extract effective information to stock price returns from Headline News.

AB - In this paper, we analyze about the relation between stock price returns and Headline News. Headline News is very important sources of information in asset management, and is sent in large quantities every day. We study the effect of more than 13,000 Headline News sent from JIJI PRESS. We classify Headline News using Text Categorization and analyze the reaction of a stock price return for every type of News. From our research, we figure out following issues; 1) we make the Text Categorization System that has about 80% of classification accuracy, 2) this system can extract effective information to stock price returns from Headline News.

KW - Headline news

KW - Naive bayes

KW - Stock price return

KW - Text mining

UR - https://www.scopus.com/pages/publications/38049089377

UR - https://www.scopus.com/pages/publications/38049089377#tab=citedBy

U2 - 10.1007/978-3-540-74827-4_167

DO - 10.1007/978-3-540-74827-4_167

M3 - Conference contribution

AN - SCOPUS:38049089377

SN - 9783540748267

T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

SP - 1339

EP - 1345

BT - Knowledge-Based Intelligent Information and Engineering Systems

T2 - 11th International Conference on Knowledge-Based and Intelligent Information and Engineering Systems, KES 2007, and 17th Italian Workshop on Neural Networks, WIRN 2007

Y2 - 12 September 2007 through 14 September 2007

ER -

Analysis of the relation between stock price returns and headline news using text categorization

抄録

出版物シリーズ

Other

ASJC Scopus subject areas

文献へのアクセス

他のファイルとリンク

フィンガープリント

引用スタイル