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Paper Abstract and Keywords
Presentation 2011-07-08 16:25
Finacial Market Forecats by Text Mining of Economic Reports
Kiyoshi Izumi (Univ. of Tokyo), Takashi Goto (The Bank of Tokyo-Mitsubishi UFJ, Ltd.), Tohgoroh Matsui (Chubu Uni.) NLC2011-20
Abstract (in Japanese) (See Japanese page) 
(in English) In this study, we proposed a new text-mining methods for long-term market analysis using market reports published by financial professionals and institutions on the web. First we extracted feature vectors from monthly reports of Bank of Japan. Then, trends of each market were estimated by regression analysis using the feature vectors. Using our method, we performed out-of-sample test using monthly price data of financial markets; Japanese government bond 2-year, 5-year, and 10-year markets. As a result of comparison with support vector regression and an econometric model, the proposal method could forecast in higher accuracy about both the level and direction of long-term market trends.
Keyword (in Japanese) (See Japanese page) 
(in English) Text mining / financial market / economic report / co-occurrence analysis / principal component analysis / / /  
Reference Info. IEICE Tech. Rep., vol. 111, no. 119, NLC2011-20, pp. 107-111, July 2011.
Paper # NLC2011-20 
Date of Issue 2011-06-30 (NLC) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF NLC2011-20

Conference Information
Committee NLC  
Conference Date 2011-07-07 - 2011-07-08 
Place (in Japanese) (See Japanese page) 
Place (in English) IBM Japan, Ltd. 
Topics (in Japanese) (See Japanese page) 
Topics (in English) The First Symposium on Text Mining 
Paper Information
Registration To NLC 
Conference Code 2011-07-NLC 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Finacial Market Forecats by Text Mining of Economic Reports 
Sub Title (in English)  
Keyword(1) Text mining  
Keyword(2) financial market  
Keyword(3) economic report  
Keyword(4) co-occurrence analysis  
Keyword(5) principal component analysis  
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1st Author's Name Kiyoshi Izumi  
1st Author's Affiliation The University of Tokyo (Univ. of Tokyo)
2nd Author's Name Takashi Goto  
2nd Author's Affiliation The Bank of Tokyo-Mitsubishi UFJ, Ltd. (The Bank of Tokyo-Mitsubishi UFJ, Ltd.)
3rd Author's Name Tohgoroh Matsui  
3rd Author's Affiliation Chubu University (Chubu Uni.)
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Speaker Author-1 
Date Time 2011-07-08 16:25:00 
Presentation Time 25 minutes 
Registration for NLC 
Paper # NLC2011-20 
Volume (vol) vol.111 
Number (no) no.119 
Page pp.107-111 
#Pages 5 
Date of Issue 2011-06-30 (NLC) 

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