Learning value-added information of asset management from analyst reports through text mining

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 3684 LNAI, Issue , 2005, Pages 785-791

  Takahashi, Satoru ^a,b   Takahashi, Masakazu ^c   Takahashi, Hiroshi ^a   Tsuda, Kazuhiko ^b  

^a Mitsui Asset Trust Banking Co Ltd   (Japan)

^b UNIVERSITY OF TSUKUBA   (Japan)

^c SHIMANE UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DATA MINING; FEATURE EXTRACTION; INFORMATION RETRIEVAL; LEARNING SYSTEMS; NUMERICAL ANALYSIS;

ASSET MANAGEMENT; STOCK PRICES; TEXT MINING; VALUABLE KNOWLEDGE;

INFORMATION MANAGEMENT;

EID: 33745300975     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11554028_110     Document Type: Conference Paper

References (7)

1. Antweiler, W., Frank, M.: Is All That Talk Just Noise? The Information Content of Stock Message Board, Working Paper, Univ. British Columbia (2001)
2. Sharp, W.: Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk, Journal of Finance Vol. 19 (1964) 425-442
3. Shleifer, A.: Inefficient Markets: An Introduction to Behavioral Finance, Oxford University Press (2000).
4. Takahashi, S., Takahashi, H., Tsuda, K.: An Efficient Learning System for Knowledge of Asset Management, Eighth International Conference on Knowledge-Based Intelligent Information & Engineering Systems, 2004.9.24.
5. Takahashi, S., Takahashi, H., Tsuda, K., Terano, T.: Analyzing Asset Management Knowledge from Analyst's Reports through Text Mining, International IPSI-2004, 2004.11.
6. Wuthrich B., Cho V., Leung S., Permunetilleke D., Sankaran K., Zhang J., Lam W.: Daily Prediction of Major Stock Indices from Textual WWW Data, KDDM'98 Conference NY, AAAI Press (1998) 364-368
7. Wysocki, P. D., [1999], "Cheap Talk on the Web: The Determinants of Posting on Stock Message Boards," working paper, Univ. of Michigan.