Extraction of Focused Topic and Sentiment of Financial Market by using Supervised Topic Model for Price Movement Prediction.
Kyoto YonoKiyoshi IzumiHiroki SakajiHiroyasu MatsushimaTakashi ShimadaPublished in: CIFEr (2019)
Keyphrases
- topic models
- financial markets
- latent dirichlet allocation
- topic modeling
- weakly supervised
- supervised topic models
- stock price
- text documents
- latent topics
- co occurrence
- probabilistic model
- text mining
- topic discovery
- stock market
- generative model
- probabilistic topic models
- text corpora
- information extraction
- semi supervised
- supervised learning
- feature selection
- financial time series
- text streams
- latent topic model
- statistical topic models
- author topic model
- natural language processing
- risk management
- word pairs
- lda model
- topic tracking
- machine learning