人工知能学会第二種研究会資料
Online ISSN : 2436-5556
第24回金融情報学研究会
新興市場を対象とした市況情報の抽出
神田 裕輝高野 海斗酒井 浩之北島 良三中川 慧
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研究報告書・技術報告書 フリー

2020 年 2020 巻 FIN-024 号 p. 219-

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In this study, we propose a method to extract market information of emerging markets from newspaper articles. Here, we use Bloomberg articles as an information source to extract market information of emerging markets where is expanding in recent years. The extracted market information is useful as reference information when creating a market analysis report for the target emerging market. However, there are many articles that describe market conditions in large markets such as the Nikkei Stock Average and the Dow Jones Industrial Average, but there are few articles that mention one emerging market, such as India, China and Taiwan. It is only described in one part of an article that mentions several emerging markets. Therefore, in this study, we extract market information about one target emerging market from articles where information about market conditions of multiple emerging markets is mixed in one article. Furthermore, we select important sentences from the sentences extracted using the topic model and create a monthly report.

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