[HTML][HTML] SSCDV: Social media document embedding with sentiment and topics for financial market forecasting

K Ueda, H Suwa, M Yamada, Y Ogawa… - Expert Systems with …, 2024 - Elsevier
For reducing investment risks, predicting the volatility of financial markets is crucial. We
propose a method for effectively embedding social media posts to facilitate accurate …

[HTML][HTML] Contextual sentiment neural network for document sentiment analysis

T Ito, K Tsubouchi, H Sakaji, T Yamashita… - Data Science and …, 2020 - Springer
Although deep neural networks are excellent for text sentiment analysis, their applications in
real-world practice are occasionally limited owing to their black-box property. In this study …

[HTML][HTML] Forecasting net income estimate and stock price using text mining from economic reports

M Suzuki, H Sakaji, K Izumi, H Matsushima, Y Ishikawa - Information, 2020 - mdpi.com
This paper proposes and analyzes a methodology of forecasting movements of the analysts'
net income estimates and those of stock prices. We achieve this by applying natural …

[HTML][HTML] Sentiment works in small-cap stocks: Japanese stock's sentiment with language models

M Suzuki, Y Ishikawa, M Teraguchi, H Sakaji - International Journal of …, 2025 - Elsevier
We calculate sentiment from the Japanese Company Handbook, which contains a compact
overview of Japanese companies' business situation and financial data, using multiple …

Word-level contextual sentiment analysis with interpretability

T Ito, K Tsubouchi, H Sakaji, T Yamashita… - Proceedings of the AAAI …, 2020 - ojs.aaai.org
Word-level contextual sentiment analysis (WCSA) is an important task for mining reviews or
opinions. When analyzing this type of sentiment in the industry, both the interpretability and …

Ginn: gradient interpretable neural networks for visualizing financial texts

T Ito, H Sakaji, K Izumi, K Tsubouchi… - International Journal of …, 2020 - Springer
This study aims to visualize financial documents in such a way that even nonexperts can
understand the sentiments contained therein. To achieve this, we propose a novel text …

Forecasting stock price trends by analyzing economic reports with analyst profiles

M Suzuki, H Sakaji, K Izumi, Y Ishikawa - Frontiers in Artificial …, 2022 - frontiersin.org
This article proposes a methodology to forecast the movements of analysts' estimated net
income and stock prices using analyst profiles. Our methodology is based on applying …

決算説明会テキストデータの感情極性と株式リターンの分析

黒木裕鷹, 真鍋友則, 指田晋吾… - 人工知能学会第二種研究会 …, 2022 - jstage.jst.go.jp
抄録 決算説明会とは, 企業がステークホルダーに対し業績や計画・戦略を決算内容とともに説明
する場である. 決算説明会の参加者は経営者による説明を聞くことができるほか …

Market trend analysis using polarity index generated from analyst reports

R Taguchi, H Watanabe, M Hirano… - … Conference on Big …, 2021 - ieeexplore.ieee.org
This study demonstrates whether analysts' sentiment toward individual stocks is useful in
predicting the macroeconomic index. This can be achieved by using natural language …

Forecasting crypto-asset price using influencer tweets

H Yamamoto, H Sakaji, H Matsushima… - … : Proceedings of the …, 2020 - Springer
Nowadays, crypto-asset is gaining immense interest in the field of finance. Bitcoin is a one
such crypto-asset with a trading volume of more than 5 billion a day. On social networking …