인터넷 뉴스 콘텐츠 빅데이터를 활용한 종합주가지수 예측
A Prediction of KOSPI Based on News Big-Data Analysis
유지돈(광주과학기술원); 이익선(동아대학교)
35권 4호, 1~14쪽
초록
Are news on the stock market and stock price index related? Generally, investors acquire many information from a lot of media outlets. However, numerous news articles are produced every day in real time. This research collected, processed and analyzed news articles related to stocks to analyze the relationship with stock price fluctuations. To analyze stock-related non-formal articles, we carried out text mining and multiple regression analysis. Six types of investment decision models was suggested. Specifically, variables in the form of “noun”, “verb”, and “noun & verb” were utilized to suggest analysis methods.
Abstract
Are news on the stock market and stock price index related? Generally, investors acquire many information from a lot of media outlets. However, numerous news articles are produced every day in real time. This research collected, processed and analyzed news articles related to stocks to analyze the relationship with stock price fluctuations. To analyze stock-related non-formal articles, we carried out text mining and multiple regression analysis. Six types of investment decision models was suggested. Specifically, variables in the form of “noun”, “verb”, and “noun & verb” were utilized to suggest analysis methods.
- 발행기관:
- 한국경영과학회
- 분류:
- 경영학