2020 Volume 27 Issue 2 Pages 299-328
This study tackles the task of generating market comments from stock prices. Market comments not only describe the increase and decrease of the price but also describe how the price changes compared with the previous period and contain expressions that depend on their delivery time. Additionally, market comments typically mention numerical values, such as closing prices and differences in stock prices, that need arithmetic operations such as subtraction and rounding off to derive these values. To capture these characteristics, we propose a novel encoder–decoder model to automatically generate market comments from stock prices. The model first encodes both short- and long-term series of stock prices so that it can create short- and long-term changes in stock prices. Thereafter, we feed our model with delivery time of the market comment in the decoding phase to generate time-dependent expressions. Moreover, our model can generate a numerical value by selecting an appropriate arithmetic operation, such as subtraction or rounding off, and applying it to the input stock prices. As shown in empirical experiments, our model generates high-quality market comments with fluency and informativeness in comparison with baselines.