Investment with New Sentiment Analysis in Japanese Stock Market: Expert Knowledge Can Still Outperform ChatGPT
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Souta Nakatani & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi, 2020. "Interest Rate Model with Investor Attitude and Text Mining," CIRJE F-Series CIRJE-F-1152, CIRJE, Faculty of Economics, University of Tokyo.
- Paul C. Tetlock, 2007. "Giving Content to Investor Sentiment: The Role of Media in the Stock Market," Journal of Finance, American Finance Association, vol. 62(3), pages 1139-1168, June.
- Huck, Nicolas, 2010. "Pairs trading and outranking: The multi-step-ahead forecasting case," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1702-1716, December.
- Masafumi Nakano & Akihiko Takahashi, 2020. "A new investment method with AutoEncoder: Applications to crypto currencies(Forthcoming in "Expert Systems with Applications")," CARF F-Series CARF-F-489, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Souta Nakatani & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi, 2020. "Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access)," CARF F-Series CARF-F-479, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Zhenwei Lin & Masafumi Nakano & Akihiko Takahashi, 2024. "sentiment analysis, text mining, large language models, natural language processing, ChatGPT, Japanese stock market, TOPIX 500, Nikkei 225, investment, alpha creation, risk-adjusted returns," CARF F-Series CARF-F-601, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Apr 2025.
- Daiya Mita & Akihiko Takahashi, 2022. "Multi-Agent Model Based Proactive Risk Management For Equity Investment," CIRJE F-Series CIRJE-F-1207, CIRJE, Faculty of Economics, University of Tokyo.
- Akihiko Takahashi & Soichiro Takahashi, 2022. "A State Space Modeling for Proactive Management in Equity Investment," CIRJE F-Series CIRJE-F-1197, CIRJE, Faculty of Economics, University of Tokyo.
- Akihiko Takahashi & Soichiro Takahashi, 2022. "A state space modeling for proactive management in equity investment "Forthcoming in International Journal of Financial Engineering"," CARF F-Series CARF-F-543, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Keisuke Kizaki & Taiga Saito & Akihiko Takahashi, 2024. "Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market," CIRJE F-Series CIRJE-F-1224, CIRJE, Faculty of Economics, University of Tokyo.
- Keisuke Kizaki & Taiga Saito & Akihiko Takahashi, 2024. "Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market," CARF F-Series CARF-F-578, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Keisuke Kizaki & Taiga Saito & Akihiko Takahashi, 2023. "Multi-agent Robust Optimal Investment Problem in Incomplete Market," CARF F-Series CARF-F-575, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Taiga Saito & Shivam Gupta, 2022. "Big Data Applications with Theoretical Models and Social Media in Financial Management," CIRJE F-Series CIRJE-F-1205, CIRJE, Faculty of Economics, University of Tokyo.
- Taiga Saito & Shivam Gupta, 2022. "Big data applications with theoretical models and social media in financial management," CARF F-Series CARF-F-550, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Taiga Saito & Akihiko Takahashi, 2021. "Portfolio Optimization with Choice of a Probability Measure," CIRJE F-Series CIRJE-F-1165, CIRJE, Faculty of Economics, University of Tokyo.
- Keisuke Kizaki & Taiga Saito & Akihiko Takahashi, 2021. "Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks," CIRJE F-Series CIRJE-F-1173, CIRJE, Faculty of Economics, University of Tokyo.
- Taiga Saito & Akihiko Takahashi, 2022. "Portfolio optimization with choice of a probability measure (forthcoming in proceedings of IEEE CIFEr 2022)," CARF F-Series CARF-F-534, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Keisuke Kizaki & Taiga Saito & Akihiko Takahashi, 2022. "Multi-agent Robust Optimal Investment Problem in Incomplete Market," CIRJE F-Series CIRJE-F-1198, CIRJE, Faculty of Economics, University of Tokyo.
- Müller, Karsten, 2020. "German forecasters' narratives: How informative are German business cycle forecast reports?," Working Papers 23, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Yan Luo & Linying Zhou, 2020. "Textual tone in corporate financial disclosures: a survey of the literature," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 17(2), pages 101-110, September.
- Jiao Ji & Oleksandr Talavera & Shuxing Yin, 2018. "The Hidden Information Content: Evidence from the Tone of Independent Director Reports," Working Papers 2018-28, Swansea University, School of Management.
- Lixiang Wang & Wendi Hou & Yupei Liu, 2023. "How do co‐shareholding networks affect negative media coverage? Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 4221-4249, December.
- Kamaladdin Fataliyev & Aneesh Chivukula & Mukesh Prasad & Wei Liu, 2021. "Stock Market Analysis with Text Data: A Review," Papers 2106.12985, arXiv.org, revised Jul 2021.
- Bennani, Hamza, 2018.
"Media coverage and ECB policy-making: Evidence from an augmented Taylor rule,"
Journal of Macroeconomics, Elsevier, vol. 57(C), pages 26-38.
- Hamza Bennani, 2018. "Media Coverage and ECB Policy-Making: Evidence from an Augmented Taylor Rule," Post-Print hal-01773570, HAL.
- Keval Amin & Erica Harris, 2022. "The Effect of Investor Sentiment on Nonprofit Donations," Journal of Business Ethics, Springer, vol. 175(2), pages 427-450, January.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tky:fseres:2025cf1248. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CIRJE administrative office (email available below). General contact details of provider: https://edirc.repec.org/data/ritokjp.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.