2010 年 2010 巻 FIN-005 号 p. 05-
In this study, we proposed a new text-mining method for stock price indexes using newspaper articles. Using this method, we conducted extrapolation tests to evaluate the prediction accuracy for the year 2009. As a result, 11 sectors in 19 sectors (57.8 percent) showed over 52% accuracy. The prediction accuracy showed seasonality in some sectors. This is expected to be a measure of prediction confidence of text mining.