Learning to generate market comments from stock prices

Soichiro Murakami, Akihiko Watanabe, Akira Miyazawa, Keiichi Goshima, Toshihiko Yanase, Hiroya Takamura, Yusuke Miyao

Research output: Chapter in Book/Report/Conference proceedingConference contribution

8 Citations (Scopus)

Abstract

This paper presents a novel encoder-decoder model for automatically generating market comments from stock prices. The model first encodes both short- and long-term series of stock prices so that it can mention short- and long-term changes in stock prices. In the decoding phase, our model can also generate a numerical value by selecting an appropriate arithmetic operation such as subtraction or rounding, and applying it to the input stock prices. Empirical experiments show that our best model generates market comments at the fluency and the informativeness approaching human-generated reference texts.

Original languageEnglish
Title of host publicationACL 2017 - 55th Annual Meeting of the Association for Computational Linguistics, Proceedings of the Conference (Long Papers)
PublisherAssociation for Computational Linguistics (ACL)
Pages1374-1384
Number of pages11
ISBN (Electronic)9781945626753
DOIs
Publication statusPublished - 2017 Jan 1
Externally publishedYes
Event55th Annual Meeting of the Association for Computational Linguistics, ACL 2017 - Vancouver, Canada
Duration: 2017 Jul 302017 Aug 4

Publication series

NameACL 2017 - 55th Annual Meeting of the Association for Computational Linguistics, Proceedings of the Conference (Long Papers)
Volume1

Other

Other55th Annual Meeting of the Association for Computational Linguistics, ACL 2017
CountryCanada
CityVancouver
Period17/7/3017/8/4

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ASJC Scopus subject areas

  • Language and Linguistics
  • Artificial Intelligence
  • Software
  • Linguistics and Language

Cite this

Murakami, S., Watanabe, A., Miyazawa, A., Goshima, K., Yanase, T., Takamura, H., & Miyao, Y. (2017). Learning to generate market comments from stock prices. In ACL 2017 - 55th Annual Meeting of the Association for Computational Linguistics, Proceedings of the Conference (Long Papers) (pp. 1374-1384). (ACL 2017 - 55th Annual Meeting of the Association for Computational Linguistics, Proceedings of the Conference (Long Papers); Vol. 1). Association for Computational Linguistics (ACL). https://doi.org/10.18653/v1/P17-1126