政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/104953

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113648/144635 (79%)
Visitors : 51574032 Online Users : 931

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 資訊學院 > 資訊科學系 > 期刊論文 > Item 140.119/104953

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/104953

Title:	On the risk prediction and analysis of soft information in finance reports
Authors:	Tsai, Ming-Feng;Wang, Chuan-Ju 蔡銘峰
Contributors:	資科系
Keywords:	Finance;Risk prediction;Text mining;Sentiment analysis
Date:	2017-02
Issue Date:	2016-12-15 16:17:40 (UTC+8)
Abstract:	We attempt in this paper to utilize soft information in financial reports to analyze financial risk among companies. Specifically, on the basis of the text information in financial reports, which is the so-called soft information, we apply analytical techniques to study relations between texts and financial risk. Furthermore, we conduct a study on financial sentiment analysis by using a finance-specific sentiment lexicon to examine the relations between financial sentiment words and financial risk. A large collection of financial reports published annually by publicly-traded companies is employed to conduct our experiments; moreover, two analytical techniques – regression and ranking methods – are applied to conduct these analyses. The experimental results show that, based on a bag-of-words model, using only financial sentiment words results in performance comparable to using the whole texts; this confirms the importance of financial sentiment words with respect to risk prediction. In addition to this performance comparison, via the learned models, we draw attention to some strong and interesting correlations between texts and financial risk. These valuable findings yield greater insight and understanding into the usefulness of soft information in financial reports and can be applied to a broad range of financial and accounting applications.
Relation:	European Journal of Operational Research, Volume 257, Issue 1, Pages 243–250
Data Type:	article
DOI 連結:	http://dx.doi.org/10.1016/j.ejor.2016.06.069
DOI:	10.1016/j.ejor.2016.06.069
Appears in Collections:	[資訊科學系] 期刊論文

Files in This Item:

File	Description	Size	Format
243-250.pdf		1155Kb	Adobe PDF2	651	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...