Abstracts of Annual Conference of Japan Society for Management Information
Annual Conference of Japan Society for Management Information 2015 Autumn
Session ID : J1-8
Conference information

Abstract
On building the efficient portfolio frontier using the Genetic Algorithm
*Naohiro NakanoChunhui Xu
Author information
CONFERENCE PROCEEDINGS FREE ACCESS

Details
Abstract

When the information such as the management policies of the company was announced through the mediums such as news or the newspaper article, investors do an investment activity using the information. However, I thought that the information that would affect the stock prices through news and a newspaper article in the future was past and might be sent before information to affect the stock prices such as the management policies was announced. In this study, I supposed that there was a relationship for the article that a past article would affect the stock prices in the future. And I call the article a precedent article and analyze the relationship with the article that a precedent article affected the stock prices using text mining.

Content from these authors
© 2015 by Japan Society for Management Information
Previous article Next article
feedback
Top