Learning to Generate Market Comments from Stock Prices

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


Abstract
This paper presents a novel encoder-decoder model for automatically generating market comments from stock prices. The model first encodes both short- and long-term series of stock prices so that it can mention short- and 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.
Anthology ID:
P17-1126
Volume:
Proceedings of the 55th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers)
Month:
July
Year:
2017
Address:
Vancouver, Canada
Editors:
Regina Barzilay, Min-Yen Kan
Venue:
ACL
SIG:
Publisher:
Association for Computational Linguistics
Note:
Pages:
1374–1384
Language:
URL:
https://aclanthology.org/P17-1126
DOI:
10.18653/v1/P17-1126
Bibkey:
Cite (ACL):
Soichiro Murakami, Akihiko Watanabe, Akira Miyazawa, Keiichi Goshima, Toshihiko Yanase, Hiroya Takamura, and Yusuke Miyao. 2017. Learning to Generate Market Comments from Stock Prices. In Proceedings of the 55th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers), pages 1374–1384, Vancouver, Canada. Association for Computational Linguistics.
Cite (Informal):
Learning to Generate Market Comments from Stock Prices (Murakami et al., ACL 2017)
Copy Citation:
PDF:
https://aclanthology.org/P17-1126.pdf