024-15

2020-03-13 (金) 23:36:59 (18d) | Topic path: Top / 024-15

第24回研究会

景気の先行き判断の「先行き」の解釈における差異の識別:PU学習とテキストマイニングの応用

著者

加藤真大(東京大学)

概要

The Economy Watcher Survey, which is a market survey published by the Japanese government, contains assessments of current and future economic conditions by people from various fields. Although this survey provides insights regarding economic policy for policymakers, a clear definition of the word “future” in future economic conditions is not provided. Hence, the assessments respondents provide in the survey are simply based on their interpretations of the meaning of “future.” This motivated us to reveal the different interpretations of the future in their judgments of future economic conditions by applying weakly supervised learning and text mining. In our research, we separate the assessments of future economic conditions into economic conditions of the near and distant future using learning from positive and unlabeled data (PU learning). Because the dataset includes data from several periods, we devised new architecture to enable neural networks to conduct PU learning based on the idea of multi-task learning to efficiently learn a classifier. Our empirical analysis confirmed that the proposed method could separate the future economic conditions, and we interpreted the classification results to obtain intuitions for policymaking.

キーワード

PU learning, NLP, Finance

論文

file13_SIG-FIN-24.pdf

添付ファイル: file13_SIG-FIN-24.pdf 45件 [詳細]
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