Analysis of Stock Price Return Using Textual Data and Numerical Data Through Text Mining

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1 Ali f Sck Pic Uig Txl D Nmicl D Thgh Tx Miig S Tkhhi 1,, Mkz Tkhhi 3, Hihi Tkhhi 4, Kzhik T 1 Mii A T Bkig C., L., 331 Shib, Mik, Tk, Jp [email protected] G Schl f Sm Mgm, Th Uivi f Tkb, 391 Ok, Bkk, Tk, Jp {, }@gm.k.kb.c.jp 3 Shim Uivi, 16 Nihikwch, Mhi, Shim, Jp [email protected] 4 Okm Uivi, 11, ThimNk, 1Chm, Okm, Jp [email protected] Abc. I fic k mi, i i iipbl g lz ifmi qickl pibl. Al p f h imp ifmi i mgm, h icl lg m f x ifmi. Hwv, i i v ifficl hl x ifmi f l p, fw ch vlpm hv b cc. I [] [6] w xpl h fibili xc vlbl kwlg f mgm hgh x miig ig l p x. A w f h ffciv f kw ifmi. I hi pp w mk fh ch f l p. Fm mpiicl h pcicl, w hv cfim h ffciv f ig kw ifmi micl ifmi gh: 1 h ffciv f kw ifmi i iff b h ici f chg f ig im; h kw f Upw Dww pi i fc h g ffc ck pic. 1 Ici Th vim ig mgm h micll b chgig. Th pi pg f lcmmici chlgi, ch h I, h limi h im lg iibig v m f ivm ifmi. Alhgh hi ki f ifmi ci vlbl ifmi f mgm, i i impibl mll hl ll ifmi. I i imp k i mgm mk fll f ch ifmi m fficil qickl. I m i f fic, h ci gi l micl ifmi h b ficil m l p h b lz [],[3],[4]. Al p, which f h imp ifmi c f iv, ci bh micl x, which cib h fh bi cii f fim. F ic, h x ifmi b ch "bi B. Gb,.J. Hwl, L.C. Ji E.: KES 6, P II, LNAI 4, pp , 6. SpigVlg Bli Hilbg 6

Al p f h imp ifmi i mgm, h icl lg m f x ifmi. Hwv, i i v ifficl hl x ifmi f l p, fw ch vlpm hv b cc. I [] [6] w xpl h fibili xc vlbl kwlg f mgm hgh x miig ig l p x. A w f h ffciv f kw ifmi.

2 Ali f Sck Pic Uig Txl D 311 cci" "bi cig" micl b hv g impc mk. S, h f x ifmi f l p i iipbl lz ficil mk. O f h pblm lz x ifmi f l p i ifficl f hlig x ifmi. I lv hi pblm, x miig, which c lz lg qii f x micll, i v ffciv mh. Tx miig im biig vlbl kwlg fm m m f x b lzig h ci cli f h c b h chg hii f h x h iibi f h kw i h x. Alhgh h i ill fw ch which x miig f li f fic, m ch p [1],[7]. Th l gi l ifmi lik wb w, h li f h xp ifmi ci l xi. S f, w hv lz h lihip bw x ifmi f l p ck pic [],[6]. I [] [6], w xc kw ifmi fm il f l p, w i hw ck pic mv i xic f xc ifmi. W f h l p ci vlbl ifmi h iflc h ck pic. A w iifi h m iflc mfcig mfcig ii. W l f h mlipl l c h m ifmi. A l f limiig ch plici f ifmi, w cc xc m vlbl ifmi fm l p. I hi pp, w lz l p b cmbiig x ifmi wih micl ifmi xc m vlbl ifmi. Th pp i giz fllw. W xpli h li f ch h w, i ci 3. W ill h l i ci 4, h w ccl ici i Sci. Oli f ch Thi ci cib h li f ch. I hi pp, w h ifmi f xic f kw i h il f l p. W lz hw h ifmi f whh kw, ch "pw vii f im" "cci f gizi", xi i h il f l p h ffc ck pic. W hw h ig f h whl li i Fig.1: 1 bi l p vi WWW mil, cc Kw DB b kwlg pi, 3 clif l p ig h xic f kw i h il, 4 f ch kw, m ck pic h bi f h im h h l p i l, lz h ffc f kw b cmpig h p f ck pic f Gp A Gp B. A h, w m h iflc f h p i il. W micl ifmi b ficil m b vl whh w c g m

Alhgh h i ill fw ch which x miig f li f fic, m ch p [1],[7]. Th l gi l ifmi lik wb w, h li f h xp ifmi ci l xi. S f, w hv lz h lihip bw x ifmi f l p ck pic [],[6].

3 31 S. Tkhhi l. W b,em ilc. 1 O bi l' p D B f l' p D B f K w Cci f Kw D B b kw lg pi 3 Clifici f h l p b h xic f kw Gp A Gp B p 1 p p 3 p 4 p p 6 Al p w hich ci kw Al p w hich ci kw Pic 4 M m f ck pic ch igl Gp A Gp B Pic Pic Tim Acm im f p N.1 Tim Acm im f p N. Pic Tim Acm im f p N.4 Acm im f p N. Tim A li f h kw ffc Fig..1. Oli f h ml vlbl ifmi. W clif cmp i w gp ig micl ifmi, h, w cc li hw i Fig.1 bh f gp. If h l i iff i bh gp, i h ig micl ifmi mk i pibl vli x ifmi f l p Fig.. A f h cm p f li NmiclD B x. FicilSm Clifici f cm p b h m icld B A f cm p w hich pfi i icig A f cm p w h pfi i cig Ali hw i Fig..1 c m p h l Fig... Oli f h il ch

M m f ck pic ch igl Gp A Gp B Pic Pic Tim Acm im f p N.1 Tim Acm im f p N. Pic Tim Acm im f p N.4 Acm im f p N. Tim A li f h kw ffc Fig..1. Oli f h ml vlbl ifmi.

4 Ali f Sck Pic Uig Txl D D U f Ali 3.1 Tp f Cmp Al p W ll ck li i h fi ci f h Tk Sck Exchg i h pi fm J 1, 1 Mch 31, 3. Th 1,619 fim li ig h pi. Uig Thm Ficil Wb vic, w hv bi 77,6 l p l h li fim. A w h I/B/E/S C Eim micl. Th bi l p hv chciic h h l cvg i h lg cmpi i gl iff fm h f h mll cmpi. 3. Ki Tp f Kw W hv xc kw fm h il f h bi p. A hw i Tbl 3.1, w clif h xc kw i wlv gp f h iffc jig. W l clif h kw i h w p: G, B, Nl Nw. Tbl 3.1. Clifici f kw NO Ni j kw Nw p 1 Ic i pfi G N w U pw pi i fc G N w 3 D w w pi i fc B N w 4 N pi i fc N l Bi cigg N w 6 U pw ig vii G N w 7 D w w ig vii B Nw 8ig "Sll" B Nw 9ig "B " G N w 1 ig chg N l 11 U pg f igg N w 1 D w g f igb Nw 3.3 Tch' Sigl W ck pic h g ccp m h iflc f h kw. Th iflc i m iffc f ck pic bf f h l p h b pblih. W clif h ck i w gp: Gp A, which ci kw i h p il Gp B, which ci hm. Th, w iicl f h iffc f h vg ck pic bw Gp A B. W mpl Wlch' m h iffc f m vl, ic h xi hkici i ck pic bw h gp. 3.4 Nmicl Ifmi A micl ifmi, w chg f mhl c ig im f x ficl CESFY1. CESFY1 i h m vl f l fc f x ficl ig. S, CESFY1 c b ci x ficl ig

W l clif h kw i h w p: G, B, Nl Nw. Tbl 3.1.

5 314 S. Tkhhi l. im h h iv f h mk xpc h vg. CESFY1 h imp ifmi ck pic; pcill h chg f CESFY1 h g iflc ck pic. W chg f mhl CESFY1. W clif i w gp b ig whh mhl CESFY1 chg pw ww vii. W fi pw ww vii f mhl CESFY1 fllw: Upw vii : EPS EPS 1 / beps beps 1 > Dww vii : EPS EPS 1 / beps beps 1 < wh EPS : CESFY1 p h i mh 4 Ali f Sck Pic Uig Txl D Nmicl D I [] [6], w cfim h l p h imp iflc ck pic h ffc f l p i p p f i, b i p iz f fim. I hi bci, w lz whh hi ffc will chg if w micl wih x. W h chg f m vl f l fc f x ficl ig p h. W clif i w gp b ig whh mhl ig fc chg pw ww vii. W fi pw ww vii f mhl ig im i bci 3.4. Fi w hw h l f ig ll kw Fig % Th lihip bw Eig Eim vii Kw f ll kw.%.%.% 1.% 1.%.% G N w Piiv Eig E im vi B N w P iiv E ig E im vi G N w Ngiv Eig Eim vi B N w N g iv E ig E im vi Fig Ali f kw ig im vii ll kw A hw i Fig 4.1, w c fi h ck pic c i piiv ici G Nw i giv ici B Nw, gl f whh h ig im vii i pw ww vii. Nx, w l w kw Upw ig vii Dww ig vii. If l h kw f Upw Dww ig vii i hi/h p wh CESFY1 chg pw ww vii, i

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6 Ali f Sck Pic Uig Txl D 31 m h hi/h ig fc f ci cmp i lm h m mk vli. W hw h l f l i Fig 4.. W c h m l Fig 4.1. S wh l' pii i h m mk, h ffc f kw f Upw Dww ig vii hl i iff fm h f h kw. Th lihip bw Eig Eim vii Kw f "Upw Dww ig vii".% 1.% 1.%.%.%.% 1.% 1.%.% G N w Piiv E ig Eim vi B Nw Piiv E ig E im v i G N w N giv Eig Eim v i B N w N giv Eig E im v i Fig. 4.. Ali f kw ig im vii Upw Dww ig vii Th w h w kw h hgh hv g ffc ici f ig im vii, Upw pi i fc Dww pi i fc. If l h kw f Upw Dww pi i fc i hi/h p, i m h hi/h ig fc f ci cmp i lg mll h h m pvil. W c v iig l i Fig 4.3..% Th lihip bw Eig Eim vii Kw f "Upw Dww pi i fc" 1.%.% 1.%.% 3.% G N w P iiv Eig Eim vi B Nw Piiv Eig E im vi G N w N giv Eig Eim vi B Nw Ngiv E i g E im vi Fig Ali f kw ig im vii Upw Dww ig vii Wh h ig im chg pw ici l G Nw i hi/h l p, h ck pic c giv ici. O h h h, v wh h ig im chg ww ici, if l G Nw i hi/h l p, h ck pic c piiv

. Ali f kw ig im vii Upw Dww ig vii Th w h w kw h hgh hv g ffc ici f ig im vii, Upw pi i fc Dww pi i fc. If l h kw f Upw Dww pi i fc i hi/h p, i m h hi/h ig fc f ci cmp i lg mll h h m pvil.

7 316 S. Tkhhi l. ici v gl. A v if B Nw i f, ffc f kw i lw wh h ig im chg ww ici. I h w, w fi h impc f x ifmi f l p i lg wh l xp hi pii ppi h ici f vg ig im vii. Ccli I hi pp, w hv lz h ffc f x ifmi f l p hgh x miig. I [] [6], w cfim h l p h imp iflc ck pic. S w lz h vlii f cmbiig x ifmi wih micl ifmi. W hv iifi h cmbi x ifmi wih micl ifmi mk i pibl xc m vlbl kwlg fm l p. I f wk, xpli mchim f ck pic cii i il, w cmbi x ifmi wih micl ifmi i high lvl. A w hp cc m pcii ml. fc 1. Awil, W., Fk, M. Z.: I All Th Tlk J Ni? Th Ifmi C f I Sck Mg B, Th Jl f Fic, 4, Vl. 9, Chp, V. K.: Wh S Mch E i Al Eig Fc?, Ficil Al Jl, 1998,Nvmb/Dcmb, Clm, M., B.: Al Fc Accc: D Abili, c, Pfli Cmplxi M?, Jl f Accig Ecmic, 1999, N.7, Dm, D., B, M.: Al Fcig E Thi Implici f Sci Ali, Fic Al Jl, 199, Vl.1, N.3, Tkhhi, S., Mkz, T., Tkhhi, H., T, K.: Lig Vl Ifmi f A mgm fm Al p hgh Tx Miig, Lc N i Cmp Scic: 9h Iil Cfc, KES, Mlb, Ali, Spmb 1416,, Pcig, P IV, SpigVlg Hilbg,. 6. Tkhhi, S., Tkhhi, H., T, K., T, T.: Alzig A Mgm Kwlg fm Al p hgh Tx Miig, Iil IPSI4, Which B., Ch V., Lg S., Pmillk D., Sk K., Zhg J., Lm W.: Dil Pici f Mj Sck Iic fm Txl WWW D, KDDM'98 Cfc NY, AAAI P

W hv iifi h cmbi x ifmi wih micl ifmi mk i pibl xc m vlbl kwlg fm l p. I f wk, xpli mchim f ck pic cii i il, w cmbi x ifmi wih micl ifmi i high lvl. A w hp cc m pcii ml. fc 1. Awil, W., Fk, M. Z.

Budgeting. Here are five easy ways to keep your budget. Keeping up with all the INS and OUTS POSITIVE. Budget Quick Start. Go Green!

Budgeting. Here are five easy ways to keep your budget. Keeping up with all the INS and OUTS POSITIVE. Budget Quick Start. Go Green! Bgig K lif G h igh l f chl Mbil, li, v g bkig h w chck cc c i blc M bk l ff li bkig, which i g w k ll f ic i chck Lk f chckig vig cc h icl li bkig l v bil bkig, c k chck bg i G G! G f l li lik li bill