JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
Analysis the Effect of News Articles on the Stock Market by Summarizing and Semantic Similarity
Jun NOYAHiroshi TAKAHASHI
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RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2020 Volume 2020 Issue BI-016 Pages 05-

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Abstract

Stock market fluctuations are caused by various factors. This study focuses on news articles toimprove the accuracy of stock market predictions. The effect of news articles is bigger when informationthat was not predicted is public, earning surprise. We have summarized past news articles by GPT-2 todiscover news trends. We also converted the news articles into vectors and link them to stock prices bymachine learning. As a result of this analysis, we were able to improve the accuracy of stock market pre-dictions.

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