政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/104951

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 109951/140892 (78%)
Visitors : 46207714 Online Users : 914

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 資訊學院 > 資訊科學系 > 期刊論文 > Item 140.119/104951

Please use this identifier to cite or link to this item: https://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	Size	Format
a7-tsai.pdf		366Kb	Adobe PDF2	503	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

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。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

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。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...