Learning to Generate Market Comments from Stock Prices

نویسندگان

  • Soichiro Murakami
  • Akihiko Watanabe
  • Akira Miyazawa
  • Keiichi Goshima
  • Toshihiko Yanase
  • Hiroya Takamura
  • Yusuke Miyao
چکیده

This paper presents a novel encoderdecoder model for automatically generating market comments from stock prices. The model first encodes both shortand long-term series of stock prices so that it can mention shortand long-term changes in stock prices. In the decoding phase, our model can also generate a numerical value by selecting an appropriate arithmetic operation such as subtraction or rounding, and applying it to the input stock prices. Empirical experiments show that our best model generates market comments at the fluency and the informativeness approaching human-generated reference texts.

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تاریخ انتشار 2017