ヘッドラインニュースが債券市場に与える影響に関する分析

抄録

This research analyzed the relationship between headline news and bond market in Japan through text mining technology. As a result of intensive analyses, we found the significant relationship between interest rate changes and the negative (or positive) news classified by keywords. At the same time, we also found that a measure of constructing keyword list has a significant impact on performance of classification.