July 2014
Beginner to intermediate
456 pages
11h 26m
Japanese
Content preview from 戦略的データサイエンス入門 ―ビジネスに活かすコンセプトとテクニック
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10.7 例：株価変動予測のためにニュース記事をマイニングする
が、株価に変化を与えるイベントの多くは取引時間外に発生するため、取引開始直後の株価
変動は不安定になります。よって、開始ベル（午前
9
時
30
分
EST
）時点での価格を始値と
するのではなく、午前
10
時時点での価格を始値とし、その価格とその日の午後
4
時時点で
の価格との違いを追跡します。そこで求めた価格の差分を終値で割った値が、日々の変化率
となります。
記事の取り扱いには、より深い注意が必要です。記事は、関連する株式でタグが付けられ
ていますが、タグ付けは完全に正確というわけではありません（囲み記事「ニュースは乱
雑」に、なぜ正確なタグ付けを行うことが難しいのかについて、詳細に述べています）。ほ
ぼすべての記事はタイムスタンプを持っているため（タイムスタンプがない記事は廃棄され
ます）、正確な日と取引期間によって整列することができます。株式と、それに影響を与え
そうな記事との関連は、より密接である方が望ましいため、
1
つの記事で
2
つ以上の株式に
ついて言及しているものは廃棄します。これによって、単なる要約記事やニュースアグリ
ゲーション
†
の多くを取り除きます。
それぞれの記事を
TFIDF
表現にするために、「
10.3.1
Bag-of-Words
」で説明した基本的
な手順が適用されています。具体的には、それぞれの単語は大文字小文字を揃える正規化が
行われ、ステミングが行われ、そしてストップワードが除去されています。最後に、すべ
ての個々の用語と ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.