{"updated":"2025-01-21T20:10:47.857484+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00079535","sets":["581:6276:6633"]},"path":["6633"],"owner":"11","recid":"79535","title":["経済テキスト情報を用いた長期的な市場動向推定"],"pubdate":{"attribute_name":"公開日","attribute_value":"2011-12-15"},"_buckets":{"deposit":"efd3405d-1c88-4c7b-ac5e-33c7e77fd0b6"},"_deposit":{"id":"79535","pid":{"type":"depid","value":"79535","revision_id":0},"owners":[11],"status":"published","created_by":11},"item_title":"経済テキスト情報を用いた長期的な市場動向推定","author_link":["0","0"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"経済テキスト情報を用いた長期的な市場動向推定"},{"subitem_title":"Long-term Financial Market Analysis Using Economic Textual Information","subitem_title_language":"en"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"特集：情報爆発時代におけるIT基盤技術","subitem_subject_scheme":"Other"}]},"item_type_id":"2","publish_date":"2011-12-15","item_2_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"東京大学／科学技術振興機構さきがけ研究21"},{"subitem_text_value":"三菱東京UFJ銀行"},{"subitem_text_value":"中部大学"}]},"item_2_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"The University of Tokyo / PRESTO, Japan Science and Technology Agency","subitem_text_language":"en"},{"subitem_text_value":"Bank of Tokyo-Mitsubishi UFJ, Ltd.","subitem_text_language":"en"},{"subitem_text_value":"Chubu University","subitem_text_language":"en"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"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/79535/files/IPSJ-JNL5212041.pdf"},"date":[{"dateType":"Available","dateValue":"2013-12-15"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-JNL5212041.pdf","filesize":[{"value":"454.0 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":"8"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"552079d1-4fd4-42c6-adf8-7b891674d5bf","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2011 by the Information Processing Society of Japan"}]},"item_2_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"和泉, 潔"},{"creatorName":"後藤卓"},{"creatorName":"松井, 藤五郎"}],"nameIdentifiers":[{}]}]},"item_2_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kiyoshi, Izumi","creatorNameLang":"en"},{"creatorName":"Takashi, Goto","creatorNameLang":"en"},{"creatorName":"Tohgoroh, Matsui","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_2_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00116647","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_2_source_id_11":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1882-7764","subitem_source_identifier_type":"ISSN"}]},"item_2_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"本研究は，金融実務家から要望が高い，数週間以上の長期的でしかも個別銘柄より広範な市場分析に，テキストマイニング技術で挑戦した．長期市場分析に有効なテキスト情報として，経済の専門家や金融機関がWeb上に発行するマーケットリポートを分析対象とした．そのために，定期的に発行されるテキストデータから時間的な特徴の変化を抽出し，テキストに関連する外部の時系列データとの関係性を見つけるテキストマイニング技術を新たに開発した．本技術を用いて実際に経済市場分析を試み，実際の市場動向をどの程度説明しているのかについて検証を行った．日本国債の2年物，5年物，10年物で運用テストを行った結果，既存のサポートベクタ回帰や計量経済モデルと比べて，どの市場でも安定して，ほぼ最高水準の運用益をあげることができた．","subitem_description_type":"Other"}]},"item_2_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"In this study, we proposed a new text-mining methods for long-term market analysis. Using our method, we perfomed out-of-sample test using monthly price data of financial markets; Japanese government bond 2-year, 5-year, and 10-year markets. First we extracted feature vectors from monthly reports of Bank of Japan. Then, trends of each market were estimated by regression analysis using the feature vectors. As a result of comparison with support vector regression and an econometric model, the proposal method could forecast in higher accuracy about both the level and direction of long-term market trends.","subitem_description_type":"Other"}]},"item_2_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"3315","bibliographic_titles":[{"bibliographic_title":"情報処理学会論文誌"}],"bibliographicPageStart":"3309","bibliographicIssueDates":{"bibliographicIssueDate":"2011-12-15","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"12","bibliographicVolumeNumber":"52"}]},"relation_version_is_last":true,"weko_creator_id":"11"},"created":"2025-01-18T23:34:15.586997+00:00","id":79535,"links":{}}