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
アナリストレポートにおけるキーワード関連文の抽出と景況感推移観測への応用
高山 将丈小澤 誠一廣瀬 勇秀飯塚 正昭渡辺 一男逸見 龍太
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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. 92-

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Analysts in investment trust management companies survey business achievements of target companies and are supposed to summarize them in the form of an analyst report. A fund manager reviews the reports and decides which companies to invest based on the reports as well as various economic indices and information. However, when searching for potential investment targets, a fund manager is generally required to read a large number of analyst reports and other related documents, Obviously, this work is not an easy task even for a skilled manager. In this work, we propose an intelligent system that retrieves meaningful sentences related to a specific query such as 'performance' and automatically evaluates a market trend in order to mitigate their work loads. From a total of 37,398 analyst reports and interview records, we obtained word embedding vectors using Word2Vec, and related sentences addressing company's financial soundness were retrieved based on the similarity to a query. In our experiments, for the word 'achievement', we retrieved 395 sentences out of 2,182 sentences that were 2.67 times larger than those when an exact search was applied. On the other hand, a trend of market sentiment obtained from a keyword such as 'profit' did not have high correlation against actual market indices.

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