Name
Title | ||
|---|---|---|
Learning value-added information of asset management from analyst reports through text mining |
Abstract | ||
|---|---|---|
Text mining, one of the emerging fields of data mining, aims at acquiring useful knowledge from text data. In the asset management in finance task domain, although there exist various text data like accounting settlement or analysts' reports, few research and development have been conducted. In this paper, we will explore the feasibility to extract valuable knowledge for asset management through text mining using analyst reports as text data. We will analyze the relationship between text data and numerical data. From empirical study on the practical data, we have confirmed the effectiveness: (1) the extracted keywords are influential to the stock prices, (2) such information is more effective to the large-cap stocks, and (3) such keyword information become more valuable by using numerical information together. |
Year | DOI | Venue |
|---|---|---|
2005 | 10.1007/11554028_110 | KES (4) |
Keywords | Field | DocType |
practical data,data mining,useful knowledge,asset management,numerical data,analyst report,various text data,text mining,value-added information,text data,keyword information,numerical information,value added,empirical study | Data science,Data field,Information system,Information management,Text mining,Computer science,Added value,Knowledge engineering,Asset management,Empirical research | Conference |
Volume | ISSN | ISBN |
3684 | 0302-9743 | 3-540-28897-X |
Citations | PageRank | References |
1 | 0.72 | 2 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Satoru Takahashi | 1 | 40 | 15.01 |
| Masakazu Takahashi | 2 | 9 | 4.92 |
| Hiroshi Takahashi | 3 | 38 | 8.89 |
| Kazuhiko Tsuda | 4 | 108 | 47.18 |