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2016 | OriginalPaper | Chapter

Analyzing Relationships of Listed Companies with Stock Prices and News Articles

Authors : Satoshi Baba, Qiang Ma

Published in: Database and Expert Systems Applications

Publisher: Springer International Publishing

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Abstract

To support decision making in our business and personal lives, we propose an integrated model of stock prices and a novel method based on it for analyzing the relationships of listed companies. In our integrated model, the stock price of a listed company consists of three factors: market-index, sector-index and pure-price. By utilizing this model, we can relax the affections of the market and sectors, and analyze the relationship between companies on the basis of their business performance by comparing their pure-prices. Experiments using a newly collected data set validated the proposed integrated model and methods.

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Footnotes
4
Future work includes determining a suitable minimum value.
 
5
Future work includes considering a method for determining a suitable value of k.
 
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Metadata
Title
Analyzing Relationships of Listed Companies with Stock Prices and News Articles
Authors
Satoshi Baba
Qiang Ma
Copyright Year
2016
DOI
https://doi.org/10.1007/978-3-319-44406-2_4

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