複数テキストを用いた個別銘柄の影響要因と関連銘柄の抽出
2015 年 2015 巻 FIN-014 号 p. 07-
詳細
2015 年 2015 巻 FIN-014 号 p. 07-
In this study, we proposed a new method for extracting factors and related stocks which affect individual stocks. We combined t wo text text-mining methods which are CPR method for news articles and TF-IDF for summary of financial statements statements. We showed how stocks are connected through factors in each terms.
