Host: The Japanese Society for Artificial Intelligence
Name : The 35th Annual Conference of the Japanese Society for Artificial Intelligence
Number : 35
Location : [in Japanese]
Date : June 08, 2021 - June 11, 2021
In this paper, we propose to introduce a new input variable by using natural language processing for company information related to stock prices such as net news, and apply it to the prediction model together with the "open price", "close price", "high price", and "low price" of the stock price. As a prediction method, a multiple regression model and a neural network are used. Aiming for highly accurate stock price forecasting by applying the proposal method to the stock price forecast of multiple individual company stocks and comparing and verifying the effectiveness of the proposal method by simulation.
