為替ニュース記事を用いたSVMによる株価予測†
著者†
石黒祐輔(東京大学大学院情報理工学系研究科), ダヌシカボレガラ(リヴァプール大学電気工学・電子工学・コンピュータ科学科), 伊庭斉志(東京大学大学院情報理工学系研究科)
概要†
We propose a method to predict stock prices by SVMs using news on foreign exchange rates on the Web. Our method targets Japanese news and stocks. We compare several parameters for predicting the span, and xed span to 50 minutes. We then apply the proposed method to 15 different stock issues from Nikkei 225. Although our preliminary results are encouraging, we plan to further improve the accuracy of our approach in future.