人工知能学会第二種研究会資料
Online ISSN : 2436-5556
適時開示情報の業績に対するリスク有無の自動判定
矢野 大輔酒井 浩之北島 良三広井 康男村山 勉河合 継西山 昇
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研究報告書・技術報告書 フリー

2018 年 2018 巻 FIN-021 号 p. 66-

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In this paper, we propose a method for classifying timely disclosures of company information with risk to the corporate performance by using deep learning. For example, our method classifies a timely disclosure "A notice of recording a extraordinary loss" as "Including risk". Moreover, our method classifies the timely disclosure as "Extraordinary loss". Our method makes timely disclosures of company information easy to see and investors will be useful to make investment decisions. We evaluate our method and it attained 87.4% accuracy.

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