[2H1-OS-8d] OS-8

[2H1-OS-8d-04] Examination of profit prediction model for option trading using media data

〇Koshi Yamazaki¹, Ren Hosokawa², Kentaro Ueda², Hirohiko Suwa², Eiichi Umehara³, Tatsuo Yamashita⁴, Kota Tsubouchi⁴, Yuki Ogawa⁵, Hiromitsu Hattori⁶ (1. Ritsumeikan University Graduate School, 2. Nara Institute of Science and Technology, 3. Niigata University of International and Information Studies, 4. Yahoo! Corporation Yahoo! JAPAN Research, 5. Tokyo City University, 6. Ritsumeikan University)

Keywords:natural language processing, machine learning, text mining

In the financial market, information on social events and people's reactions are important factors that have a large impact on the market. In this study, we will use mass media and social media to examine a method for improving profits in option trading using the Nikkei 225 VI stock index.