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![関連研究
• アニュアルレポートベースの研究
– テキストを線形SVM回帰に掛けて株価のボラティリティ予測をするもの
[Kogan et al. (2009)]
– 同様の手法だがセンチメントに焦点をあてたもの [Wang et al., 20...](https://image.slidesharecdn.com/acl2014yomiisobe-140711071900-phpapp01/85/ACL2014-isobe-5-320.jpg?cb=1405121961)
![ガウスコピュラによるテキスト回帰（１）
• 各変量（BoWのWに相当）の密度関数はカーネル密度推定
でノンパラメトリックに設定
– カーネル関数はbox関数([-1,1]で1/2を取る関数)を定数スケールさせ
たもの
• 密度関数から周辺分布へ...](https://image.slidesharecdn.com/acl2014yomiisobe-140711071900-phpapp01/85/ACL2014-isobe-9-320.jpg?cb=1405121961)
