[4J2-GS-6e] 言語メディア処理：自然言語処理(2/2)

[4J2-GS-6e-04] Entity Embedding for News Analysis -Application to Predicting News Impact in Financial Markets-

〇Shintaro Suda¹, Akihiro Tsuji¹, Akito Suzuki¹, Tokuma Suzuki¹, Ryo Ito² (1. MTEC, 2. Fiah)

Keywords:NLP, Finance

The purpose of this paper is to explore the use of distributed representations of news entities for the problem of predicting news impact in financial markets. We propose a method to embed various kinds of news entities (event, country and asset information) into a vector space. Then, we apply the entity representation to predict the FX volatility in order to consider the country where the news occurs and the news category of the event. Our work provides a direction for future research that applies the relationships among entities to various problems in finance.