Analyzing Relationships of Listed Companies with Stock Prices and News Articles

摘要

To support decision making in our business and personal lives, we propose an integrated model of stock prices and a novel method based on it for analyzing the relationships of listed companies. In our integrated model, the stock price of a listed company consists of three factors: market-index, sector-index and pure-price. By utilizing this model, we can relax the affections of the market and sectors, and analyze the relationship between companies on the basis of their business performance by comparing their pure-prices. Experiments using a newly collected data set validated the proposed integrated model and methods.