JSAI2019

Presentation information

General Session

General Session » [GS] J-13 AI application

[1P2-J-13] AI application: finance and economics

Tue. Jun 4, 2019 1:20 PM - 3:00 PM Room P (Front-left room of 1F Exhibition hall)

Chair:Yasuo Tabei Reviewer:Tomoya Yoshikawa

2:20 PM - 2:40 PM

[1P2-J-13-04] Statistical analysis aimed at assessing the economic impact of fire accidents on damaged companies

〇Ryoji Sato1, Ichiro Sato1, Takayuki Mizuno2 (1. Tokio Marine & Nichido Risk Consulting Co., Ltd., 2. National Institute of Informatics)

Keywords:fire accident, economy, corporate finance, stock market, statistical analysis

We aim to clarify the trends of fire impacts on corporate finance and stock markets through statistical and machine learning analysis on data sets of companies suffered from fire accident. In this paper, we confirmed that the effect on corporate finance become larger on the fire accidents having certain characteristics in the newspaper articles. We also confirmed that the trend of the impact on corporate finance can be predicted by considering the type of industries and certain characteristics in newspaper articles in a complex manner. We will also report the result of the analysis about trend of impact on stock market in this conference.