학술논문

Prediction of Growth Rate of Operating Income Using Securities Reports
Document Type
Conference
Source
2013 Second IIAI International Conference on Advanced Applied Informatics Advanced Applied Informatics (IIAIAAI), 2013 IIAI International Conference on. :84-88 Aug, 2013
Subject
Computing and Processing
Security
Companies
Feature extraction
Stock markets
Support vector machines
Accuracy
Securities Reports
SVM
Corporate analysis
Language
Abstract
Corporate analysis is needed for various purposes such as finding a good business partner or a good employment, as well as choosing a good investment. Conventionally, it has been based mainly on financial figures. Recent advances in natural language processing technology, however, has activated studies on analysis of non-financial, textual data. This paper tries to predict the growth rate of the operating income of a company from text data contained in the security report of that company. It reports that this method can classify profitable companies and loss-making ones at 55% F-measure.