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[[関連論文サーベイ]] #contents 【PDF DL可】をクリックすると論文のPDFファイルがダウンロードできます。 ** サーベイ論文 [#z0af98eb] - M.-A. Mittermayer, G. F. Knolmayer, [[Text Mining Systems for Market Response to News A Survey>MittermayerKnolmayer06b]], 2006 [[【PDF DL可】:http://www.ie.iwi.unibe.ch/publikationen/berichte/resource/WP-184.pdf]] ** ニューステキストの短期(数時間〜1日)的なインパクトの分析 [#wf760b15] *** 最新 [#m60241ab] - S. Kogan, D. Levin, B. R. Routledge, J. S. Sagi, and N. A. Smith, [[Predicting Risk from Financial Reports with Regression>Kogan+09]], 2009 [[【PDF DL可】:http://www.cs.cmu.edu/~nasmith/papers/kogan+levin+routledge+sagi+smith.naacl09.pdf]] - 張 へい・松原 茂樹, [[株価データに基づく新聞記事の評価>張松原08]], 2008 [[【PDF DL可】:http://www.ai-gakkai.or.jp/jsai/conf/2008/program/pdf/100128.pdf]] - C. Robertson, S. Geva, . C. Wolff, [[Can the Content of Public News Be Used to Forecast Abnormal Stock Market Behaviour?>Robertson07]], 2007 [[【PDF DL可】:http://www2.computer.org/portal/web/csdl/doi/10.1109/ICDM.2007.74]] - 高橋 悟,高橋 大志,津田 和彦, [[ヘッドラインニュースに対する株価の反応について>高橋高橋津田07]], 2007 [[【PDF DL可】:http://www.iser.osaka-u.ac.jp/rcbe/6thworkshop/presentationHP.pdf/SatoruTakahashi070210.pdf]] - G. Rachlin; M. Last; D. Alberg; A. Kandel, [[ADMIRAL - A Data Mining Based Financial Trading System>Rachlin+07]], 2007 - P. Falinouss, [[Stock trend prediction using news articles - a text mining approach>Falinouss07]], 2007 [[【PDF DL可】:http://epubl.ltu.se/1653-0187/2007/071/LTU-PB-EX-07071-SE.pdf]] - M. Koppel and I. Shtrimberg, [[Good News or Bad News? Let the Market Decide>KoppelShtrimberg06]], 2006 - P. Kroha, R. Baeza-Yates, B. Krellner, [[Text Mining of Business News for Forecasting>Kroha+06]], 2006 [[【PDF DL可】:http://csdl.computer.org/dl/proceedings/dexa/2006/2641/00/26410171.pdf]] *** Zhang/Simoff/Debenham [#kbbeeabf] - D. Zhang; S.J. Simoff; J. Debenham, [[Exchange Rate Modelling for E-Negotiators Using Text Mining Techniques>Zhang+07]], 2007 - D. Zhang; S.J. Simoff; J. Debenham, [[Identification of Important News for Exchange Rate Modeling>Zhang+06]], 2006. - D. Zhang; S.J. Simoff; J. Debenham, [[Exchange Rate Modelling Using News Articles and Economic Data>Zhang+05]], 2005 *** Ahmadら [#pd821284] - K. Ahmad, L. Gillam, D. Cheng, [[Textual and Quantitative Analysis - Towards a new, e-mediated Social Science>Ahmad+05]], 2005 [[【PDF DL可】:http://www.ncess.ac.uk/events/conference/2005/papers/papers/ncess2005_paper_K_Ahmad.pdf]] *** Mittermayer/Knolmayer [#d95d5eb9] - M.-A. Mittermayer; G. F. Knolmayer, [[NewsCATS - A News Categorization and Trading System>MittermayerKnolmayer06]], 2006 [[【PDF DL可】:http://csdl.computer.org/dl/proceedings/icdm/2006/2701/00/270101002.pdf]] - M.-A. Mittermayer, [[Forecasting Intraday Stock Price Trends with Text Mining Techniques> Mittermayer04]], 2004 [[【PDF DL可】:http://csdl.computer.org/comp/proceedings/hicss/2004/2056/03/205630064b.pdf]] *** Fung/Lam/Yu [#oa8ea9ab] - G. Pui; C. Fung; J.X. Yu; H. Lu, [[The Predicting Power of Textual Information on Financial Markets>Pui+05]] , 2005 [[【PDF DL可】:http://www.comp.hkbu.edu.hk/~iib/2005/Jun/iib_vol5no1_article1.pdf]] - G. Pui; C. Fung; J.X. Yu; W. Lam, [[Stock prediction - Integrating text mining approach using real-time news>FungYuLam03]], 2003 - G. Pui; C. Fung; J.X. Yu; W. Lam, [[News Sensitive Stock Trend Prediction>Fung+02]], 2002 *** Peramunetilleke, Wong [#gbf3c46a] - D. Peramunetilleke, R. K. Wong, [[Currency Exchange Rate Forecasting from News Headlines>PeramunetillekeWong02]], 2002 [[【PDF DL可】:http://citeseer.ist.psu.edu/rd/0%2C532731%2C1%2C0.25%2CDownload/http://citeseer.ist.psu.edu/cache/papers/cs/26557/http:zSzzSzwww.jrpit.flinders.edu.auzSzconfpaperszSzCRPITV5Peramunetilleke.pdf/peramunetilleke02currency.pdf]] *** Gidofalviら [#obf3a107] - G. Gidofalvi; Elkan, C.: [[Using News Articles to Predict Stock Price Movements>GidofalviElkan01]], 2003 [[【PDF DL可】:http://www.cs.aau.dk/~gyg/docs/financial-prediction-TR.pdf]] - G. Gidofalvi, [[Using News Articles to Predict Stock Price Movements>GidofalviElkan01]], 2001 [[【PDF DL可】:http://www-cse.ucsd.edu/~gyozo/studies/cse254_AI/spring01/stock_price_prediction.pdf]] *** 小川・渡部 [#oe2e1668] - 小川 知也・渡部 勇, [[株価データと新聞記事からのマイニング>小川渡部01]], 2001 *** Thomasら [#rfd83060] - Y.-W. Seo and J. A. Giampapa; K. Sycara, [[Financial News Analysis for Intelligent Portfolio Management>Seo+04]], 2004 [[【PDF DL可】:http://www.ri.cmu.edu/pub_files/pub4/seo_young_woo_2004_2/seo_young_woo_2004_2.pdf]] - J.D. Thomas, [[News and Trading Rules>Thomas03]], 2003 [[【PDF DL可】:http://handle.dtic.mil/100.2/ADA461174]] - Y. Seo; Giampapa, J.A.; Sycara, K.: [[Text Classification for Intelligent Portfolio Management>Seo+02]] 2002 [[【PDF DL可】:http://www.ri.cmu.edu/pub_files/pub4/seo_young_woo_2002_1/seo_young_woo_2002_1.pdf]] - J.D Thomas, K. Sycara, [[Integrating genetic algorithms and text learning for financial prediction> ThomasSycara00]] 2000 [[【PDF DL可】:http://www.technicalanalysis.org.uk/moving-averages/ThSy00.pdf]] *** Lavrenkoら [#q183cf7d] - V. Lavrenko; M. Schmill; D. Lawrie; P. Ogilvie; D. Jensen; J. Allan, [[Mining of Concurrent Text and Time Series>Lavrenko+00b]], 2000 [[【PDF DL可】:http://www.cs.cmu.edu/~dunja/KDDpapers/Lavrenko_TM.pdf]] - V. Lavrenko,; Schmill, M.; Lawrie, D.; Ogilvie, P.; Jensen, D.; Allan, J.: [[Language Models for Financial News Recommendation>Lavrenko+00]] 2000 [[【PDF DL可】:http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.21.2004&rep=rep1&type=pdf]] *** Wuthrichら [#n6044808] - B. Wuthrich, V. Cho, S. Leung, D. Permunetilleke, K. Sankaran, J. Zhang, W. Lam, [[Daily Stock Market Forecast from Textual Web Data>Wuthrich+98]], 1998 [[【PDF DL可】:http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.52.7573&rep=rep1&type=pdf]] - D. Permunetilleke, S. Leung, V. Cho, J. Zhang, W. Lam, [[Daily prediction of major stock indices from textual www data>Permunetilleke+98]], 1998 [[【PDF DL可】:http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.51.2979&rep=rep1&type=pdf]] - V. Cho, J. Zhang, [[Text Processing for Classification>ChoZhang99]], 1999 [[【PDF DL可】:http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.56.651&rep=rep1&type=pdf]] ** 経済解説記事と長期的(数週間から数ヶ月)な市場水準との関係 [#b0502055] *** 日銀の解説記事と債券市場の月次データ [#caa8016a] - 和泉潔, 後藤卓, 松井藤五郎, [[テキスト情報を用いた金融市場分析の試み>和泉後藤松井08]], 2008 [[【PDF DL可】:http://www.ai-gakkai.or.jp/jsai/conf/2008/program/pdf/100088.pdf]] - 三菱東京UFJ銀行, [[テキストマイニング手法を用いた経済市場分析の試み>FOM2007]], 2007 [[【PDF DL可】:http://www.bk.mufg.jp/report/focus2007/FotM_24.pdf]] *** 外為相場解説記事からの経済動向抽出と人工市場 [#za2d549d] - 和泉 潔, 松井 宏樹, 松尾 豊, [[人工市場とテキストマイニングの融合による市場分析>和泉松井松尾07]], 2007 [[【PDF DL可】:http://www.jstage.jst.go.jp/article/tjsai/22/4/397/_pdf/-char/ja/]] - K. Izumi, H. Matsui and Y. Matsuo, [[Integration of artificial market simulation and text mining for market analysis>IzumiMatsuiMatsuo07]], 2007
