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

Keiichi Goshima, Hiroshi Takahashi

研究成果: Conference contribution

1 引用 (Scopus)

抜粋

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.

元の言語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
出版者Springer Science and Business Media Deutschland GmbH
ページ341-348
ページ数8
ISBN(印刷物)9783319398822
DOI
出版物ステータスPublished - 2016 1 1
外部発表Yes
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(印刷物)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
Spain
Puerto de la Cruz, Tenerife
期間16/6/1516/6/17

    フィンガープリント

ASJC Scopus subject areas

  • Decision Sciences(all)
  • Computer Science(all)

これを引用

Goshima, K., & Takahashi, H. (2016). Text analysis system for measuring the influence of news articles on intraday price changes in financial markets. : G. Jezic, L. C. Jain, Y-H. J. Chen-Burger, R. J. Howlett, L. C. Jain, & L. C. Jain (版), Agent and Multi-Agent Systems: Technology and Applications - 10th KES International Conference, KES-AMSTA 2016, Proceedings (pp. 341-348). (Smart Innovation, Systems and Technologies; 巻数 58). Springer Science and Business Media Deutschland GmbH. https://doi.org/10.1007/978-3-319-39883-9_28