Analyzing Market using The Financial Dictonary with Distributed Representation Learning

Abstract

In recent years, a method of machine learning technology has been advancing. Getting the distributed representation of words by the Neural Probabilistic Language Model (NPLM)has attracted interest. In this study, we attempt to create a new dictionary on the basis of oneswidely used in finance.In this analysis, we useNews Feed Direct of Thomson Reuters Corporation provides (NFD) that focus onthe market trends ofthe Japanese stock marketin order to make the dictionary.As a result of analysis, we could succeed in creating a new financial dictionary. However, we also found problems to besolved to get better performance.