English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 92429/122733 (75%)
Visitors : 26351095      Online Users : 718
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 理學院 > 資訊科學系 > 期刊論文 >  Item 140.119/104951
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/104951


    Title: Discovering finance keywords via continuous-space language models
    Authors: Tsai, Ming-Feng;Wang, Chuanju;Chien, Pochuan
    蔡銘峰
    Contributors: 資科系
    Date: 2016-10
    Issue Date: 2016-12-15 16:17:09 (UTC+8)
    Abstract: The growing amount of public financial data makes it increasingly important to learn how to discover valuable information for financial decision making. This article proposes an approach to discovering financial keywords from a large number of financial reports. In particular, we apply the continuous bag-of-words (CBOW) model, a well-known continuous-space language model, to the textual information in 10-K financial reports to discover new finance keywords. In order to capture word meanings to better locate financial terms, we also present a novel technique to incorporate syntactic information into the CBOW model. Experimental results on four prediction tasks using the discovered keywords demonstrate that our approach is effective for discovering predictability keywords for post-event volatility, stock volatility, abnormal trading volume, and excess return predictions. We also analyze the discovered keywords that attest to the ability of the proposed method to capture both syntactic and contextual information between words. This shows the success of this method when applied to the field of finance. © 2016, Association for Computing Machinery.
    Relation: ACM Transactions on Management Information Systems, Volume 7, Issue 3, October 2016, 文章編號 7
    Data Type: article
    DOI 連結: https://doi.org/10.1145/2948072
    DOI: 10.1145/2948072
    Appears in Collections:[資訊科學系] 期刊論文

    Files in This Item:

    File Description SizeFormat
    a7-tsai.pdf366KbAdobe PDF353View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback