{"updated":"2025-01-21T23:13:41.293024+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00071034","sets":["1164:4179:6002:6206"]},"path":["6206"],"owner":"10","recid":"71034","title":["口コミ分析による日経２２５先物の相場変動予測"],"pubdate":{"attribute_name":"公開日","attribute_value":"2010-11-11"},"_buckets":{"deposit":"37537870-0fb3-4784-816f-6255a0414ed0"},"_deposit":{"id":"71034","pid":{"type":"depid","value":"71034","revision_id":0},"owners":[10],"status":"published","created_by":10},"item_title":"口コミ分析による日経２２５先物の相場変動予測","author_link":["0","0"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"口コミ分析による日経２２５先物の相場変動予測"},{"subitem_title":"Prediction of Nikkei 225 Index Futures based on Word of Mouth Analysis","subitem_title_language":"en"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"応用","subitem_subject_scheme":"Other"}]},"item_type_id":"4","publish_date":"2010-11-11","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"株式会社ホットリンク"},{"subitem_text_value":"株式会社ホットリンク"},{"subitem_text_value":"株式会社ホットリンク"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Hottolink Inc.","subitem_text_language":"en"},{"subitem_text_value":"Hottolink Inc.","subitem_text_language":"en"},{"subitem_text_value":"Hottolink Inc.","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/71034/files/IPSJ-NL10199010.pdf"},"date":[{"dateType":"Available","dateValue":"2012-11-11"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-NL10199010.pdf","filesize":[{"value":"444.2 kB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"660","billingrole":"5"},{"tax":["include_tax"],"price":"330","billingrole":"6"},{"tax":["include_tax"],"price":"0","billingrole":"23"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"dcb80c6c-ee8e-49dd-ad62-2d341eb1ff53","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2010 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"セーヨーサンティ"},{"creatorName":"榊, 剛史"},{"creatorName":"内山, 幸樹"}],"nameIdentifiers":[{}]}]},"item_4_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Santi, Saeyor","creatorNameLang":"en"},{"creatorName":"Takeshi, Sakaki","creatorNameLang":"en"},{"creatorName":"Koki, Uchiyama","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_4_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10115061","subitem_source_identifier_type":"NCID"}]},"item_4_textarea_12":{"attribute_name":"Notice","attribute_value_mlt":[{"subitem_textarea_value":"SIG Technical Reports are nonrefereed and hence may later appear in any journals, conferences, symposia, etc."}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_18gh","resourcetype":"technical report"}]},"item_4_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"ソーシャルメディアを介した情報伝搬が活発になる中で、多くの人々の個人単位での行動や心理状態が把握しやすくなりつつある。本研究は大量の口コミ分析によって得られた市場心理と日経 225 先物の推移を機械学習させ、売買予測モデルを確立した。取引シミュレーションの検証結果は日経 225 先物の動向予測において、口コミ分析が有効であることを示している。","subitem_description_type":"Other"}]},"item_4_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"It is rather simple to investigate personal activities and mental states of people as the use of social media tools grows rapidly. This paper explains the research on prediction of Nikkei225 Index Futures based on word of mouth analysis and machine learning. A prediction model was proposed to generate trade signal. The model was tested against real price movement and the result has shown that the proposed algorithm constitutes an effectively profitable prediction model.","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"7","bibliographic_titles":[{"bibliographic_title":"研究報告自然言語処理（NL）"}],"bibliographicPageStart":"1","bibliographicIssueDates":{"bibliographicIssueDate":"2010-11-11","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"10","bibliographicVolumeNumber":"2010-NL-199"}]},"relation_version_is_last":true,"weko_creator_id":"10"},"created":"2025-01-18T23:30:03.323563+00:00","id":71034,"links":{}}