著者

尹 聖在 菅 愛子 高橋 大志

出版者

人工知能学会

雑誌

2018年度人工知能学会全国大会(第32回)

巻号頁・発行日

2018-04-12

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News articles play an important role in financial markets. This study analyzes the relationship between news articles and stock price fluctuations using high frequency trading data in Korean stock markets. Especially, we analyze differences in market reactions according to languages of news articles. In order to understand the influences of news articles, this study explores conditions of Long Short Term Memory (LSTM) models that classify news articles.