| Project/Area Number |
26504015
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
土地・住宅・不動産研究
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| Research Institution | Waseda University |
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Principal Investigator |
Kawaguchi Yuichiro 早稲田大学, 商学学術院(経営管理研究科), 教授 (30245162)
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| Co-Investigator(Kenkyū-buntansha) |
堤 盛人 筑波大学, システム情報系, 教授 (70292886)
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| Research Collaborator |
WATANABE MITSUAKI 早稲田大学, 国際不動産研究所, 招聘研究員
TANIYAMA TOMOHIKO 株式会社野村総合研究所
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| Project Period (FY) |
2014-04-01 – 2017-03-31
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| Project Status |
Completed (Fiscal Year 2016)
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| Budget Amount *help |
¥5,200,000 (Direct Cost: ¥4,000,000、Indirect Cost: ¥1,200,000)
Fiscal Year 2016: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2015: ¥390,000 (Direct Cost: ¥300,000、Indirect Cost: ¥90,000)
Fiscal Year 2014: ¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
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| Keywords | 不動産市場 / テキストマイニング / 社会動学 / 不動産投資信託投資口価格 / 社会的動学 / 資産市場 / 集合的記憶 / 機械学習 / ビッグデータ / 株式市場 / 情報の伝播の構造 / 信念の更新のメカニズム |
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| Outline of Final Research Achievements |
We propose a text mining method for finding a causality between real estate stock prices and massive news articles by examining the impact of news about the market pertinent to forming investors’ belief of future market fundamentals and real estate investment trust stock returns.
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