{"created":"2023-10-02T04:16:10.400656+00:00","id":2000048,"links":{},"metadata":{"_buckets":{"deposit":"08e06d73-5408-483c-930b-9badef2fc828"},"_deposit":{"created_by":21,"id":"2000048","owner":"16","owners":[21],"pid":{"revision_id":0,"type":"depid","value":"2000048"},"status":"published"},"_oai":{"id":"oai:doshisha.repo.nii.ac.jp:02000048","sets":["4251:8138:8139:8140:1696205367883","8:3372:3847:1696205474533"]},"author_link":["31023","16397"],"item_1693811493084":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_1694490770713":{"attribute_name":"権利者情報","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"DA18202107","nameIdentifierScheme":"AID","nameIdentifierURI":"https://ci.nii.ac.jp/author/DA18202107"}],"rightHolderNames":[{"rightHolderLanguage":"ja","rightHolderName":"同志社大学ハリス理化学研究所"},{"rightHolderLanguage":"en","rightHolderName":"Harris Science Research Institute of Doshisha University"}]}]},"item_1_biblio_info_14":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2023-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"3","bibliographicPageEnd":"132","bibliographicPageStart":"124","bibliographicVolumeNumber":"64","bibliographic_titles":[{"bibliographic_title":"同志社大学ハリス理化学研究報告","bibliographic_titleLang":"ja"},{"bibliographic_title":"The Harris science review of Doshisha University","bibliographic_titleLang":"en"}]}]},"item_1_description_12":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"自然言語処理技術の発展に伴い、テキストを用いた株式の投資戦略の有効性が示されつつある。決算短信に注目すると、テキストの極性を定量化し、投資戦略に用いることが多い。本研究では、Sentence-BERTで決算短信の詳細な内容を定量化して特徴量を作成し、株価変動に対して決定木を用いた回帰を行った。その結果、回帰分析と比較して、多くの企業で株価変動に対してより高い説明力をもつ特徴量を見出すことができた。","subitem_description_language":"ja","subitem_description_type":"Abstract"},{"subitem_description":"Due to the development of natural language processing technologies, the effectiveness of text-based investment strategies for stocks has been demonstrated. Focusing on quarterly financial statements, the polarity of the text is often quantified and used for investment strategies. In this study, we quantified the detailed content of quarterly financial statements by using Sentence-BERT to create features and we were able to find features which have higher interpretability on stock price fluctuations from many companies' quarterly financial statements compared to regression analysis. Therefore, we found that decision tree regression can realize the non-linear patterns between the content of quarterly financial statements and stock price fluctuation.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_1_description_13":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"原著論文","subitem_description_language":"ja","subitem_description_type":"Other"}]},"item_1_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.14988/0002000048","subitem_identifier_reg_type":"JaLC"}]},"item_1_publisher_15":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"同志社大学ハリス理化学研究所","subitem_publisher_language":"ja"}]},"item_1_publisher_16":{"attribute_name":"出版者（英）","attribute_value_mlt":[{"subitem_publisher":"Harris Science Research Institute of Doshisha University","subitem_publisher_language":"en"}]},"item_1_select_10":{"attribute_name":"所属機関識別子種別","attribute_value_mlt":[{"subitem_select_item":"ROR"}]},"item_1_select_11":{"attribute_name":"所属機関識別子","attribute_value_mlt":[{"subitem_select_item":"https://ror.org/01fxdkm29"}]},"item_1_source_id_17":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"21895937","subitem_source_identifier_type":"PISSN"}]},"item_1_source_id_19":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA12716107","subitem_source_identifier_type":"NCID"}]},"item_1_subject_27":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"338.155","subitem_subject_scheme":"NDC"}]},"item_1_text_8":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_language":"ja","subitem_text_value":"松田, 眞 / 同志社大学理工学研究科数理環境科学専攻"},{"subitem_text_language":"ja","subitem_text_value":"津田, 博史 / 同志社大学理工学部数理システム学科教授"}]},"item_1_text_9":{"attribute_name":"著者所属（英）","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"Matsuda, Mana /Department of Mathematical Science, Doshisha University"},{"subitem_text_language":"en","subitem_text_value":"Tsuda, Hiroshi / Department of Mathematical Science, Doshisha University"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Matsuda, Mana","creatorNameLang":"en"},{"creatorName":"松田, 眞","creatorNameLang":"ja"},{"creatorName":"マツダ, マナ","creatorNameLang":"ja-Kana"}],"familyNames":[{"familyName":"Matsuda","familyNameLang":"en"},{"familyName":"松田","familyNameLang":"ja"},{"familyName":"マツダ","familyNameLang":"ja-Kana"}],"givenNames":[{"givenName":"Mana","givenNameLang":"en"},{"givenName":"眞","givenNameLang":"ja"},{"givenName":"マナ","givenNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"31023","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"1410015191534192256","nameIdentifierScheme":"CiNii Research","nameIdentifierURI":"https://cir.nii.ac.jp/crid/1410015191534192256"}]},{"creatorNames":[{"creatorName":"Tsuda, Hiroshi","creatorNameLang":"en"},{"creatorName":"津田, 博史","creatorNameLang":"ja"},{"creatorName":"ツダ, ヒロシ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"16397","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"1000090450163","nameIdentifierScheme":"CiNii ID","nameIdentifierURI":"http://ci.nii.ac.jp/nrid/1000090450163"},{"nameIdentifier":"90450163","nameIdentifierScheme":"e-Rad_Researcher","nameIdentifierURI":"https://kaken.nii.ac.jp/ja/search/?qm=90450163"},{"nameIdentifier":"DA08592639","nameIdentifierScheme":"AID","nameIdentifierURI":"https://ci.nii.ac.jp/author/DA08592639"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2023-10-04"}],"displaytype":"detail","fileDate":[{"fileDateType":"Issued","fileDateValue":"2023-10-01"}],"filename":"023064030004.pdf","filesize":[{"value":"956.1KB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"023064030004.pdf","objectType":"fulltext","url":"https://doshisha.repo.nii.ac.jp/record/2000048/files/023064030004.pdf"},"version_id":"d75b928c-e9da-4787-a360-721af75209f8"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"自然言語処理","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"株価変動","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"決定木","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"回帰","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"深層学習","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"natural language processing","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"stock price fluctuation","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"decision tree","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"regression","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"deep learning","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"決定木回帰を用いた決算短信テキスト情報の株価変動に対する説明力の検証","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"決定木回帰を用いた決算短信テキスト情報の株価変動に対する説明力の検証","subitem_title_language":"ja"},{"subitem_title":"ケッテイキ カイキ オ モチイタ ケッサン タンシン テキスト ジョウホウ ノ カブカ ヘンドウ ニ タイスル セツメイリョク ノ ケンショウ","subitem_title_language":"ja-Kana"},{"subitem_title":"Examination of interpretability of text information in quarterly financial statements for stock price fluctuations using decision tree regressor","subitem_title_language":"en"}]},"item_type_id":"1","owner":"21","path":["1696205474533","1696205367883"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2023-10-04"},"publish_date":"2023-10-04","publish_status":"0","recid":"2000048","relation_version_is_last":true,"title":["決定木回帰を用いた決算短信テキスト情報の株価変動に対する説明力の検証"],"weko_creator_id":"21","weko_shared_id":-1},"updated":"2025-06-13T05:34:00.069264+00:00"}