Extraction of Basis Information on Analyst's Forecasts from Analyst Reports

Abstract

We propose a method of extracting basis information on analyst's forecasts from analyst reports. Our method extracts basis information on analyst's forecasts from analyst reports by using frequent expressions (e.g., "earning capacity") and clue expressions (e.g., "is expected"). The frequent expressions and clue expressions are extracted from the analyst reports automatically. We evaluated our method and it attained 75:0% precision and 61:7% recall, respectively.