人工知能学会論文誌
Online ISSN : 1346-8030
Print ISSN : 1346-0714
速報論文
新聞記事のテキストマイニングによる長期市場動向の分析
藏本 貴久和泉 潔吉村  忍石田 智也中嶋 啓浩松井 藤五郎吉田 稔中川 裕志
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2013 年 28 巻 3 号 p. 291-296

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In this study, we developed a new method of the long-term market analysis by using text-mining of news articles. Using our method, we conducted extrapolation tests to predict stock price averages by 19 industry and two market averages, TOPIX and Nikkei225 for about 10 years. As a result, 8 sectors in 21 sectors (about 40%) showed over about 60% accuracy, and 15 sectors in 21 sectors (over 70%) showed over about 55% accuracy. We also developed a web system of financial text-mining based on our method for financial professionals.

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© 2013 JSAI (The Japanese Society for Artificial Intelligence)
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