• 제목/요약/키워드: 뉴스 감성 지수

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Sentiment Analysis of News Based on Generative AI and Real Estate Price Prediction: Application of LSTM and VAR Models (생성 AI기반 뉴스 감성 분석과 부동산 가격 예측: LSTM과 VAR모델의 적용)

  • Sua Kim;Mi Ju Kwon;Hyon Hee Kim
    • The Transactions of the Korea Information Processing Society
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    • v.13 no.5
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    • pp.209-216
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    • 2024
  • Real estate market prices are determined by various factors, including macroeconomic variables, as well as the influence of a variety of unstructured text data such as news articles and social media. News articles are a crucial factor in predicting real estate transaction prices as they reflect the economic sentiment of the public. This study utilizes sentiment analysis on news articles to generate a News Sentiment Index score, which is then seamlessly integrated into a real estate price prediction model. To calculate the sentiment index, the content of the articles is first summarized. Then, using AI, the summaries are categorized into positive, negative, and neutral sentiments, and a total score is calculated. This score is then applied to the real estate price prediction model. The models used for real estate price prediction include the Multi-head attention LSTM model and the Vector Auto Regression model. The LSTM prediction model, without applying the News Sentiment Index (NSI), showed Root Mean Square Error (RMSE) values of 0.60, 0.872, and 1.117 for the 1-month, 2-month, and 3-month forecasts, respectively. With the NSI applied, the RMSE values were reduced to 0.40, 0.724, and 1.03 for the same forecast periods. Similarly, the VAR prediction model without the NSI showed RMSE values of 1.6484, 0.6254, and 0.9220 for the 1-month, 2-month, and 3-month forecasts, respectively, while applying the NSI led to RMSE values of 1.1315, 0.3413, and 1.6227 for these periods. These results demonstrate the effectiveness of the proposed model in predicting apartment transaction price index and its ability to forecast real estate market price fluctuations that reflect socio-economic trends.

Fake News Detection based on Convolutional Neural Network and Sentiment Analysis (합성곱신경망과 감성분석 기반의 가짜뉴스 탐지)

  • Lee, Tae Won;Yang, Yeongwook;Park, Ji Su;Shon, Jin Gon
    • Proceedings of the Korea Information Processing Society Conference
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    • 2021.11a
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    • pp.64-67
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    • 2021
  • 가짜뉴스는 뉴스 기사 형식을 갖는 날조된 정보를 의미하며, 최근 모바일 인터넷 장치의 보급과 소셜 네트워크 서비스의 대중화로 온라인 확산이 가속화되고 있다. 기존 연구는 가짜뉴스의 탐지를 위해 뉴스의 주제목, 부제목, 리드, 본문 등 뉴스 기사를 이루는 구성요소를 비롯하여 언론사, 기자, 날짜, 확산 경로 등의 메타 데이터를 대상으로 분석하였다. 그러나 뉴스의 제목과 본문 및 메타 데이터 등은 내용 수정이 쉬워, 다량의 데이터를 학습한 모델이라 하더라도 높은 정확도를 장기간 유지하기 어려울 수 있다. 이러한 문제점을 해결하기 위하여 본 논문은 합성곱 신경망을 이용해 문맥 정보를 분석하고 장단기 메모리 기반의 감성분석을 추가로 수행한다. 문맥 정보와 가짜뉴스 유포자가 쉽게 수정할 수 없는 감성 변화 패턴을 활용하여 성능이 개선된 가짜뉴스 탐지 모델을 제안한다.

News based Stock Market Sentiment Lexicon Acquisition Using Word2Vec (Word2Vec을 활용한 뉴스 기반 주가지수 방향성 예측용 감성 사전 구축)

  • Kim, Daye;Lee, Youngin
    • The Journal of Bigdata
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    • v.3 no.1
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    • pp.13-20
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    • 2018
  • Stock market prediction has been long dream for researchers as well as the public. Forecasting ever-changing stock market, though, proved a Herculean task. This study proposes a novel stock market sentiment lexicon acquisition system that can predict the growth (or decline) of stock market index, based on economic news. For this purpose, we have collected 3-year's economic news from January 2015 to December 2017 and adopted Word2Vec model to consider the context of words. To evaluate the result, we performed sentiment analysis to collected news data with the automated constructed lexicon and compared with closings of the KOSPI (Korea Composite Stock Price Index), the South Korean stock market index based on economic news.

Sentimental Analysis of SW Education News Data (SW 교육 뉴스데이터의 감성분석)

  • Park, SunJu
    • Journal of The Korean Association of Information Education
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    • v.21 no.1
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    • pp.89-96
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    • 2017
  • Recently, a number of researches actively focus on the contents and sensitivity of information distributed through SNS as smartphones and SNS gained its popularity. In this paper, we collected online news data about SW education, extracted words after morphological analysis, and analyzed emotions of collected news data by calculating sentimental score of each news datum. Also, the accuracy of the calculated sentimental score was examined. As a result, the number of news related to 'SW education' in the collection period was about 189 per month, and the average of sentimental score was 0.7, which signifies the news related to 'SW education' was emotionally positive. We were positive about the importance of SW education and the policy implementation, but there were negative views on the specific method for the realization. That is, a lack of SW education environment and its education method, a problem related to improvement of SW developers and improvement of their labor conditions, and increase of private education in coding were the factors for the negative viewers.

Fake News Detection Using CNN-based Sentiment Change Patterns (CNN 기반 감성 변화 패턴을 이용한 가짜뉴스 탐지)

  • Tae Won Lee;Ji Su Park;Jin Gon Shon
    • KIPS Transactions on Software and Data Engineering
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    • v.12 no.4
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    • pp.179-188
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    • 2023
  • Recently, fake news disguises the form of news content and appears whenever important events occur, causing social confusion. Accordingly, artificial intelligence technology is used as a research to detect fake news. Fake news detection approaches such as automatically recognizing and blocking fake news through natural language processing or detecting social media influencer accounts that spread false information by combining with network causal inference could be implemented through deep learning. However, fake news detection is classified as a difficult problem to solve among many natural language processing fields. Due to the variety of forms and expressions of fake news, the difficulty of feature extraction is high, and there are various limitations, such as that one feature may have different meanings depending on the category to which the news belongs. In this paper, emotional change patterns are presented as an additional identification criterion for detecting fake news. We propose a model with improved performance by applying a convolutional neural network to a fake news data set to perform analysis based on content characteristics and additionally analyze emotional change patterns. Sentimental polarity is calculated for the sentences constituting the news and the result value dependent on the sentence order can be obtained by applying long-term and short-term memory. This is defined as a pattern of emotional change and combined with the content characteristics of news to be used as an independent variable in the proposed model for fake news detection. We train the proposed model and comparison model by deep learning and conduct an experiment using a fake news data set to confirm that emotion change patterns can improve fake news detection performance.

Stock-Index Invest Model Using News Big Data Opinion Mining (뉴스와 주가 : 빅데이터 감성분석을 통한 지능형 투자의사결정모형)

  • Kim, Yoo-Sin;Kim, Nam-Gyu;Jeong, Seung-Ryul
    • Journal of Intelligence and Information Systems
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    • v.18 no.2
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    • pp.143-156
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    • 2012
  • People easily believe that news and stock index are closely related. They think that securing news before anyone else can help them forecast the stock prices and enjoy great profit, or perhaps capture the investment opportunity. However, it is no easy feat to determine to what extent the two are related, come up with the investment decision based on news, or find out such investment information is valid. If the significance of news and its impact on the stock market are analyzed, it will be possible to extract the information that can assist the investment decisions. The reality however is that the world is inundated with a massive wave of news in real time. And news is not patterned text. This study suggests the stock-index invest model based on "News Big Data" opinion mining that systematically collects, categorizes and analyzes the news and creates investment information. To verify the validity of the model, the relationship between the result of news opinion mining and stock-index was empirically analyzed by using statistics. Steps in the mining that converts news into information for investment decision making, are as follows. First, it is indexing information of news after getting a supply of news from news provider that collects news on real-time basis. Not only contents of news but also various information such as media, time, and news type and so on are collected and classified, and then are reworked as variable from which investment decision making can be inferred. Next step is to derive word that can judge polarity by separating text of news contents into morpheme, and to tag positive/negative polarity of each word by comparing this with sentimental dictionary. Third, positive/negative polarity of news is judged by using indexed classification information and scoring rule, and then final investment decision making information is derived according to daily scoring criteria. For this study, KOSPI index and its fluctuation range has been collected for 63 days that stock market was open during 3 months from July 2011 to September in Korea Exchange, and news data was collected by parsing 766 articles of economic news media M company on web page among article carried on stock information>news>main news of portal site Naver.com. In change of the price index of stocks during 3 months, it rose on 33 days and fell on 30 days, and news contents included 197 news articles before opening of stock market, 385 news articles during the session, 184 news articles after closing of market. Results of mining of collected news contents and of comparison with stock price showed that positive/negative opinion of news contents had significant relation with stock price, and change of the price index of stocks could be better explained in case of applying news opinion by deriving in positive/negative ratio instead of judging between simplified positive and negative opinion. And in order to check whether news had an effect on fluctuation of stock price, or at least went ahead of fluctuation of stock price, in the results that change of stock price was compared only with news happening before opening of stock market, it was verified to be statistically significant as well. In addition, because news contained various type and information such as social, economic, and overseas news, and corporate earnings, the present condition of type of industry, market outlook, the present condition of market and so on, it was expected that influence on stock market or significance of the relation would be different according to the type of news, and therefore each type of news was compared with fluctuation of stock price, and the results showed that market condition, outlook, and overseas news was the most useful to explain fluctuation of news. On the contrary, news about individual company was not statistically significant, but opinion mining value showed tendency opposite to stock price, and the reason can be thought to be the appearance of promotional and planned news for preventing stock price from falling. Finally, multiple regression analysis and logistic regression analysis was carried out in order to derive function of investment decision making on the basis of relation between positive/negative opinion of news and stock price, and the results showed that regression equation using variable of market conditions, outlook, and overseas news before opening of stock market was statistically significant, and classification accuracy of logistic regression accuracy results was shown to be 70.0% in rise of stock price, 78.8% in fall of stock price, and 74.6% on average. This study first analyzed relation between news and stock price through analyzing and quantifying sensitivity of atypical news contents by using opinion mining among big data analysis techniques, and furthermore, proposed and verified smart investment decision making model that could systematically carry out opinion mining and derive and support investment information. This shows that news can be used as variable to predict the price index of stocks for investment, and it is expected the model can be used as real investment support system if it is implemented as system and verified in the future.

ETF Recommendation Service through AI RoboAdvisor (AI 로보어드바이저를 통한 ETF 추천 서비스)

  • Lee, Eun-Ju;Park, Seol-Ha;Lee, Seung-Jun;Lee, Ye-Ryung;Moon, Jae-Hyun
    • Proceedings of the Korea Information Processing Society Conference
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    • 2021.11a
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    • pp.1059-1062
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    • 2021
  • 투자에 대한 관심 증가에 따라 적은 비용과 시간으로 객관적인 정보 제공의 필요성 증가와 함께 인공지능 기술을 활용한 로보어드바이저 서비스가 확대되었다. 또한, 최근 ETF 를 통한 안정적인 투자에 대한 선호도가 증가함에 따라 ETF 중심의 AI 로보어드바이저 추천 서비스가 필요할 것으로 보인다. 하지만, 기존의 투자 어플리케이션에서는 뉴스 기반의 감성적인 요인이 반영되지 않은 추천 방식으로 주가에 영향을 미치는 다양한 요인들을 고려하지 못하는 문제점이 있다. 이에 본 연구에서는 뉴스의 감성분석을 통한 감성지수를 기반으로 새로운 주가 예측 모델을 제안하고, 사용자의 투자 성향 분석을 통한 맞춤 추천 서비스를 통해 개인화된 ETF 서비스를 제공한다.

Stock prediction using combination of BERT sentiment Analysis and Macro economy index

  • Jang, Euna;Choi, HoeRyeon;Lee, HongChul
    • Journal of the Korea Society of Computer and Information
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    • v.25 no.5
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    • pp.47-56
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    • 2020
  • The stock index is used not only as an economic indicator for a country, but also as an indicator for investment judgment, which is why research into predicting the stock index is ongoing. The task of predicting the stock price index involves technical, basic, and psychological factors, and it is also necessary to consider complex factors for prediction accuracy. Therefore, it is necessary to study the model for predicting the stock price index by selecting and reflecting technical and auxiliary factors that affect the fluctuation of the stock price according to the stock price. Most of the existing studies related to this are forecasting studies that use news information or macroeconomic indicators that create market fluctuations, or reflect only a few combinations of indicators. In this paper, this we propose to present an effective combination of the news information sentiment analysis and various macroeconomic indicators in order to predict the US Dow Jones Index. After Crawling more than 93,000 business news from the New York Times for two years, the sentiment results analyzed using the latest natural language processing techniques BERT and NLTK, along with five macroeconomic indicators, gold prices, oil prices, and five foreign exchange rates affecting the US economy Combination was applied to the prediction algorithm LSTM, which is known to be the most suitable for combining numeric and text information. As a result of experimenting with various combinations, the combination of DJI, NLTK, BERT, OIL, GOLD, and EURUSD in the DJI index prediction yielded the smallest MSE value.

The College Reputation System using Public Data and Sentiment Analysis (공공데이터와 감성분석을 이용한 대학평판시스템)

  • Kim, Eun-Ah;Lee, Yon-Sik
    • Convergence Security Journal
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    • v.18 no.1
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    • pp.103-110
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    • 2018
  • Modern society is increasingly demanding in many areas of big data processing technology to collect, aggregate, and analyze large amounts of data over the Internet and SNS. A typical application is to evaluate the reputation of a company or college. To measure and quantify a reputation, fair and precise data and efficient data processing are very important. For this purpose, a quantitative quotient was obtained using public data, a qualitative quotient was obtained through sentiment analysis using news articles, and a complex college reputation quotient was calculated. In this paper, a complex college reputation quotient was calculated based on the quantitative index, reflecting the sentimental reputation, and based on the proposed mixed university system. In this paper, the Complex College Reputation System(CCRS) was proposed, which produced the Complex College Reputation Quotient with an objective quantitative quotient and qualitative quotient reflecting the sentimental reputation to measure the college reputation.

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A domain-specific sentiment lexicon construction method for stock index directionality (주가지수 방향성 예측을 위한 도메인 맞춤형 감성사전 구축방안)

  • Kim, Jae-Bong;Kim, Hyoung-Joong
    • Journal of Digital Contents Society
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    • v.18 no.3
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    • pp.585-592
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    • 2017
  • As development of personal devices have made everyday use of internet much easier than before, it is getting generalized to find information and share it through the social media. In particular, communities specialized in each field have become so powerful that they can significantly influence our society. Finally, businesses and governments pay attentions to reflecting their opinions in their strategies. The stock market fluctuates with various factors of society. In order to consider social trends, many studies have tried making use of bigdata analysis on stock market researches as well as traditional approaches using buzz amount. In the example at the top, the studies using text data such as newspaper articles are being published. In this paper, we analyzed the post of 'Paxnet', a securities specialists' site, to supplement the limitation of the news. Based on this, we help researchers analyze the sentiment of investors by generating a domain-specific sentiment lexicon for the stock market.