Analysis of the effect of Headline News in financial market through text categorisation
作者： Satoru Takahashi , Hiroshi Takahashi , Kazuhiko Tsuda
DOI: 10.1504/IJCAT.2009.026597
关键词: Categorization 、 Business 、 Relation (database) 、 Marketing 、 Asset management 、 Naive Bayes classifier 、 Financial market 、 Information source 、 Information system 、 Headline
摘要: In this paper, we analyse the relation between stock-price returns and Headline News. News is a very important source of information in asset management sent large quantities every day. We study effect more than 13,000 from Jiji Press. classify into three types using text categorisation reaction return to each news. From our research, figure out following issues: (1) make system that has about 80% classification accuracy, (2) can extract effective (3) such small firms.
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