DocumentCode :
243395
Title :
Extraction of the financial policy topics by latent dirichlet allocation
Author :
Shirota, Yukari ; Hashimoto, Toshikazu ; Sakura, Tamaki
Author_Institution :
Fac. of Econ., Gakushuin Univ. Tokyo, Tokyo, Japan
fYear :
2014
fDate :
22-25 Oct. 2014
Firstpage :
1
Lastpage :
5
Abstract :
We conducted topic extraction concerning the financial policy topics in Japan just after the East-Japan great earthquake disaster in 2011. The target document is text data of the Policy Board of the Bank of Japan financial policy meeting proceedings summaries. The topic extraction methods we used was the LDA algorithm. We extracted interesting three topics from the summaries. One topic has the peaks which overlapped the Japanese stock price fall times. The topic is considered to be related to the risk around the future of Japan. We think that another disaster-related topic expresses the uncertainty of the company production activity. In this paper, we used other economics time series data as plausible reasons to explain the extract topic. We discuss in the paper our approach by economics data to give a plausible excuse for the topic.
Keywords :
disasters; financial data processing; share prices; stock markets; time series; Bank of Japan; LDA algorithm; company production activity; disaster-related topic; economics time series data; financial policy topics extraction; latent dirichlet allocation; stock prices; Decision support systems; Hafnium; Bank of Japan financial policy meeting; Exchange rate; Latent Dirichlet Allocation; Stock prices; Topic extraction; Uncertainty;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
TENCON 2014 - 2014 IEEE Region 10 Conference
Conference_Location :
Bangkok
ISSN :
2159-3442
Print_ISBN :
978-1-4799-4076-9
Type :
conf
DOI :
10.1109/TENCON.2014.7022493
Filename :
7022493
Link To Document :
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