株価予測にビッグデータ  売買注文から終値算出


株価予測にビッグデータ ネットのつぶやき分析 売買注文から終値算出

株価予測にビッグデータ ネットのつぶやき分析 売買注文から終値算出
The closing price calculated from the tweet analysis buying and selling orders for big data net to stock price prediction

Prediction of stock prices is possible? -. The attempt will Tokihoguso to take advantage to analyze the vast amounts of information gathered, such as the Internet, this challenge the "big data" has begun. NTT DATA development indicators to capture the change of mood in the stock market from the short post tweets of site "Twitter". Kabu.com Securities of major online securities also have started a service called "real-time stock price prediction." Advanced technology of advanced information age, has the potential to change fundamentally the way of investment. (Takahashi Hiroshitsugi)

■ NTT data

NTT data that has a contract with the U.S. Twitter is, can take advantage of all posts in Japanese. From the post of several tens of billion cases in the past three years, the company extracts the tweets contained abbreviation and company Nikkei Stock Average adoption issues, the word "Nikkei" and "market". Among them, I saw a number of tweets that contain the word positive or negative.

For example, I was the target, "was I passed in the Nikkei average", "stock market today is terrible" etc..

As a result, it will increase or decrease in the ratio of negative tweets as a percentage of the whole, having a high correlation index indicating the magnitude of fluctuations in the stock price that investors expect the "Nikkei Stock Average Volatility Index" was observed.

Nabeya Subaruichi chief scientist of NTT DATA mathematical system jointly developed the index "and the fact that a closer look at the number of tweets, can be a clue to see and the magnitude of the reverberation when there is a event to lower the stock price" I explains.

In addition to the institutional investors Upon to predict stock price movements, to improve the accuracy by the addition of this element is expected, that you get used as one of the information to be provided to individual investors of customers such as financial institutions assumed be. Company is thinking that by "listening to feedback from market participants, you are considering the form of services provided" and (Sato, Yuichiro manager of Social Business Promotion Office), you want to grow the business to 100 billion yen in three years.

■ of kabu.com

On the other hand, of kabu.com is providing real-time stock price prediction from about two years ago. Data used for prediction, all buying and selling of stock order information that has been acquired securities companies under contract with the Tokyo Stock Exchange. Number of orders of the 1st 2500 thousands of about 20 million - According to the Tokyo Stock Exchange.

"Technology to match buy and sell orders arrive in a virtual, is calculated instantly" feature of this service, but (Nakazawa KanItaru deputy manager of the Systems Department). For example, before the start of trading, from buying and selling orders at the time, to calculate the expected price at the start of each stock that day, stocks or industries likely increasing number of buying and selling can be extracted. Since the expected price of the closing price at that time is also displayed in the transaction near the end, it becomes easy to catch the flow rate of the remaining time. However, since the expected price, they will change in the order is placed one after another, it is possible that under the symbol less Turnover especially from initial expectations continue to diverge (dissociation).

Overseas, in algorithmic trading of institutional investors that the computer issues a buy and sell order automatically in accordance with, for example, stock prices, and information on the net that has been applied already. It is noteworthy future, the accuracy of the stock price prediction by big data is improved or.
株価予測にビッグデータ ネットのつぶやき分析 売買注文から終値算出












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