A Method of Using News Sentiment for Stock Investment Strategy | Zendy

Daisuke Katayama | Zendy; Kazuhiko Tsuda | Zendy

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A Method of Using News Sentiment for Stock Investment Strategy

Author(s) -

Daisuke Katayama,

Kazuhiko Tsuda

Publication year - 2020

Publication title -

procedia computer science

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.334

H-Index - 76

ISSN - 1877-0509

DOI - 10.1016/j.procs.2020.09.333

Subject(s) - computer science , stock (firearms) , investment (military) , investment strategy , sentiment analysis , econometrics , artificial intelligence , finance , economics , history , archaeology , politics , political science , market liquidity , law

This study evaluates the sentiment of Japanese news and attempts to apply it to investment strategies in individual stocks. When the investment was made at daily, weekly, and monthly frequencies, the effectiveness of the investment was found in daily, but its effectiveness was lost in weekly and monthly frequencies. This reveals that the validity period of sentiment in individual stocks is as short as daily.

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