[1A5-GS-2] Machine learning: stock price prediction

[1A5-GS-2-01] Predicting the VI index using the stock bulletin board and newspaper article data

〇Ren Hosokawa¹, Yuki Ogawa¹, Kentaro Ueda², Hirohiko Suwa², Eiichi Ueda³, Tatsuo Yamashita⁴, Kota Tsubouchi⁴ (1. Dep. of Information Science and Engineering, Ritsumeikan University, 2. Nara Institute of Science and Technology, 3. Niigata University of International and Information Studies, 4. Yahoo! JAPAN Research)

Keywords:NLP, Nikkei VI, Machine Learning, social media, Newspapers

Predicting future stock price fluctuations is very important for investors to avoid losses in their investments. The VI index is one of the indicators of the overall risk of the stock market; the higher the VI index, the more likely it is that prices will fluctuate, and if we can predict an increase in the VI index, we may be able to predict future price fluctuations in the stock market. In addition, social events and the opinions of others influence people's investment behavior, and these are expected to be related to the VI index. Therefore, this study proposes a model that predicts the increase in the VI index using the content of social media posts by stock message boards and the content of newspaper media articles.