Text analysis system for measuring the influence of news articles on intraday price changes in financial markets

Keiichi Goshima*, Hiroshi Takahashi

*この研究の対応する著者

研究成果: Conference contribution

1 被引用数 (Scopus)

抄録

This study constructs a text analysis system for analyzing financial markets. This system enables us to investigate the influence of news article on intraday price changes. In this study, we examine the automobile companies in Japan to analyze the relationship between news articles and stock price reactions. As a result of empirical analyses, we confirmed that stock prices reflect news information in a timely manner. These results are suggestive from both academic and practical view points. More detailed analyses are planned for the future.

本文言語English
ホスト出版物のタイトルAgent and Multi-Agent Systems
ホスト出版物のサブタイトルTechnology and Applications - 10th KES International Conference, KES-AMSTA 2016, Proceedings
編集者Gordan Jezic, Lakhmi C. Jain, Yun-Heh Jessica Chen-Burger, Robert J. Howlett, Lakhmi C. Jain, Lakhmi C. Jain
出版社Springer Science and Business Media Deutschland GmbH
ページ341-348
ページ数8
ISBN(印刷版)9783319398822
DOI
出版ステータスPublished - 2016
外部発表はい
イベント10th KES International Conference on Agent and Multi-Agent Systems: Technology and Applications, KES-AMSTA 2016 - Puerto de la Cruz, Tenerife, Spain
継続期間: 2016 6 152016 6 17

出版物シリーズ

名前Smart Innovation, Systems and Technologies
58
ISSN(印刷版)2190-3018
ISSN(電子版)2190-3026

Other

Other10th KES International Conference on Agent and Multi-Agent Systems: Technology and Applications, KES-AMSTA 2016
国/地域Spain
CityPuerto de la Cruz, Tenerife
Period16/6/1516/6/17

ASJC Scopus subject areas

  • 決定科学(全般)
  • コンピュータ サイエンス(全般)

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