{"metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00217752","sets":["934:10195:10779:10921"]},"path":["10921"],"owner":"44499","recid":"217752","title":["LSTMモデルによる金融経済レポートの指数化"],"pubdate":{"attribute_name":"公開日","attribute_value":"2022-04-15"},"_buckets":{"deposit":"067bf869-a216-4f5f-ab8d-1564f6e0e960"},"_deposit":{"id":"217752","pid":{"type":"depid","value":"217752","revision_id":0},"owners":[44499],"status":"published","created_by":44499},"item_title":"LSTMモデルによる金融経済レポートの指数化","author_link":["564794","564795","564800","564797","564799","564798","564796","564793"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"LSTMモデルによる金融経済レポートの指数化"},{"subitem_title":"Extracting Sentiment Indicators from Financial Reports by Using LSTM Model","subitem_title_language":"en"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"[一般投稿論文] 自然言語処理, 景気ウォッチャー調査, LSTM, 経済指標","subitem_subject_scheme":"Other"}]},"item_type_id":"3","publish_date":"2022-04-15","item_3_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"東京大学大学院工学系研究科技術経営戦略学専攻／株式会社aiQ"},{"subitem_text_value":"東京大学大学院工学系研究科技術経営戦略学専攻"},{"subitem_text_value":"東京大学大学院工学系研究科技術経営戦略学専攻"},{"subitem_text_value":"東京大学大学院工学系研究科技術経営戦略学専攻"}]},"item_3_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Graduate School of Engineering, the University of Tokyo / aiQ co., ltd.","subitem_text_language":"en"},{"subitem_text_value":"Graduate School of Engineering, the University of Tokyo","subitem_text_language":"en"},{"subitem_text_value":"Graduate School of Engineering, the University of Tokyo","subitem_text_language":"en"},{"subitem_text_value":"Graduate School of Engineering, the University of Tokyo","subitem_text_language":"en"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/217752/files/IPSJ-TDP0302011.pdf","label":"IPSJ-TDP0302011.pdf"},"date":[{"dateType":"Available","dateValue":"2022-04-15"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-TDP0302011.pdf","filesize":[{"value":"2.5 MB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"0","billingrole":"5"},{"tax":["include_tax"],"price":"0","billingrole":"6"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"329bb50d-fb6a-489a-8b07-3a598c5a7b6f","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2022 by the Information Processing Society of Japan"}]},"item_3_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"山本, 裕樹"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"落合, 桂一"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"鈴木, 雅大"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"松尾, 豊"}],"nameIdentifiers":[{}]}]},"item_3_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Yuhki, Yamamoto","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Keiichi, Ochiai","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Masahiro, Suzuki","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Yutaka, Matsuo","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_3_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA12894091","subitem_source_identifier_type":"NCID"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_6501","resourcetype":"journal article"}]},"item_3_source_id_11":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"2435-6484","subitem_source_identifier_type":"ISSN"}]},"item_3_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"多くの投資家にとって金融機関や中央銀行，政府から出される金融・経済レポートを読むのは骨の折れる作業である．本稿では自然言語処理を用いて，金融経済に関する文書から自動的に景況感を読み取り指数化（景気センチメント）する手法を提案する．投資家はこの指数によって，文書の全体的な景況感を即座に読み取ることが可能となる．本手法の特徴は，景気センチメントを推定するモデルに深層ニューラルネットワークの一手法であるLSTMを用いた点と，これを学習するために必要な教師データとして景気ウォッチャー調査データを用いた点にある．手法の有効性を示すために，政府の発行する月例経済報告と日本銀行が発行する金融経済月報をそれぞれ指数化して日経平均株価と比較したところ，既存の経済指標と比較して高い相関があることが確認された．本稿で提案した手法は既に実務でも応用が進み，企業や政府がSNSや地域経済レポートを指数化して公表されるなどの活用が為されている．","subitem_description_type":"Other"}]},"item_3_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"For many investors, it is very time-consuming to read financial and economic reports issued by financial institutions, central banks and governments. This paper introduces the method that calculates an economic sentiment index from texts in a financial report by using the machine learning technique. The index can assist investors in interpreting the overall opinion presented in a financial news article or report. The model is investigated with long short-term memory networks (LSTM) by learning the relations between sentences and economic sentiments in the Japanese Economic Watcher Survey data. To evaluate effectiveness, we calculated the indices of the monthly economic reports issued by the Bank of Japan and the Government of Japan and confirmed that these indices have positive and significant correlation with the Japanese stock index (Nikkei 225). The proposed method in this paper is applicable to various economic text, and for example, the indicators of SNS and regional economic reports have already been published.","subitem_description_type":"Other"}]},"item_3_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"103","bibliographic_titles":[{"bibliographic_title":"情報処理学会論文誌デジタルプラクティス（TDP）"}],"bibliographicPageStart":"93","bibliographicIssueDates":{"bibliographicIssueDate":"2022-04-15","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicVolumeNumber":"3"}]},"relation_version_is_last":true,"weko_creator_id":"44499"},"id":217752,"updated":"2025-01-19T15:23:30.493935+00:00","links":{},"created":"2025-01-19T01:18:13.158207+00:00"}