22 Google Trends Estimation of Stock Dealing Timing using Google Trends 1135064 3 1
Google Trends Google Trends Google Google Google Trends Google Trends 2006 Google Google Trend i
Abstract Estimation of Stock Dealing Timing using Google Trends OHIGASHI, Makoto Google Trends displays frequency of a keyword that is input to Google search engine by users in the world. We apply the data of Google Trends to the estimation of the timing of stock trading. The information retrieval frequency of the keyword is related to the attention to a company by the internet users. In general, property of a company and sales achievement are greatly related to the stock prices and the people s attention to the company or its product or service are also related to the company s stock price. The timing of fluctuation of stock price is able to be estimated more accurately by using the frequency data of retrieval by keyword by Google Trends in addition to the past stock price. We show that prediction result by proposed method using Google Trends is more accurate compared to conventional time series prediction. keywords Google, Google Trends, Frequency of keyword iii
1 1 1.1...................................... 1 1.2........................... 2 1.2.1......................... 2 1.2.2............................ 4 1.2.3................. 5 1.3........................... 6 1.4................................. 7 2 Google Trends 9 2.1................................... 9 2.2 Google Trends............................ 9 2.3.................................... 10 3 13 3.1...................................... 13 3.2.................................... 14 3.3................................... 15 3.4................................. 15 4 19 4.1.......................... 19 4.2................................... 20 4.3..................... 20 4.4...................................... 21 v
4.4.1......................... 21 4.4.2.......................... 24 5 33 6 35 37 41 A Google Trends Data 43 vi
1.1................................. 1 1.2............................. 2 1.3 (2009 1 ).................... 3 1.4............................. 3 1.5................................ 4 1.6............................. 5 2.1 (2006).............. 10 2.2 (2006).................. 11 2.3 (2006)............. 12 2.4 (2006)................. 12 3.1.............................. 14 3.2 f(t)............................... 16 3.3 g(t)............................... 16 3.4 f(t) g(t).............................. 17 4.1............................ 19 4.2 ( A)...................... 22 4.3 ( B)...................... 22 4.4 ( C)...................... 23 4.5 ( D)...................... 23 4.6 ( E)....................... 24 A.1 A..................................... 43 vii
A.2 B..................................... 44 A.3 C..................................... 45 A.4 D..................................... 46 A.5 E..................................... 47 A.6 F..................................... 48 A.7 G..................................... 49 A.8 H..................................... 50 viii
3.1................................... 13 4.1.............. 20 4.2..................................... 21 4.3 ( A)................................ 25 4.4 ( B)................................ 26 4.5 ( C)................................ 27 4.6 ( D)................................ 28 4.7 ( E)................................ 29 4.8 ( F)................................ 30 4.9 ( G)................................ 31 4.10 H................................. 32 ix
1 1.1 1.1 1.1 1
1 1.2 1.2 1.2 1.2.1 PR(press release) PR 2
1.2 1.3 (2009 1 ) 1.4 3
1 1.2.2 ( ) 2 1.5 1.5 4
1.2 = n n 100 (1.1) n 12 25 75 1.2.3 1.6 5
1 [3] [4] [5][6][7] 1.3 6
1.4 1.4 2 Google Trends 3 4 5 6 7
2 Google Trends 2.1 Google Trends 2.2 Google Trends Google Microsoft Google Google Trends Google Google Trends 2004 2004 1 2006 2.1 9
2 Google Trends 2.1 (2006) 2006 1 Google 2004 1 1 10 2.3 web 10
2.3 Google Trends 2.4 2.3 2.2 2.2 (2006) 2006 1 4 1 11
2 Google Trends 2.3 (2006) 2.4 (2006) 4 7 Google Trends 12
3 3.1 1 2 2 2 2 3.1 176 170 163 173 170 171 165 170 176 156 61 73 54 65 67 62 51 57 77 43 10 2 13
3 3.1 3.2 2 2 1 n (x i1 x 1 )(x i2 x 2 ) (3.1) i 14
3.3 x i1 x i2 2 3.3 2 2 i (x i1 x 1 )(x i2 x 2 ) i (x i1 x 1 ) 2 i (x i2 x 2 ) 2 (3.2) x 1 x 1 (3.3) 2 2 3.4 f, g 15
3 (f g)(m) = 1 n 1 f(i)g(i + m) (3.4) i 2 f(t), g(t) (f(t), g(t)) 3.2 f(t) 3.3 g(t) 16
3.4 3.4 3.4 f(t) g(t) 17
4 Google Trends 4.1 4.1 4.1 19
4 4.1 Google Trends 4.2 Google Trends Google Trends Google Trends 0 100 10 7 28 7 4.1 4.1 4.3 20
4.4 [ ( )] 60.53 4.2 4.1 4.2 4.4 4.4.1 Google Trends Google Trends Google Trends 4.1 21
4 4.2 ( A) 4.3 ( B) 22
4.4 4.4 ( C) 4.5 ( D) 23
4 4.6 ( E) 4.4.2 24
4.4 A ( ) 66.67 4.3 ( A) 70 25
4 B ( ) 37.84 4.4 ( B) 70 26
4.4 C ( ) 48.15 4.5 ( C) B 70 27
4 D ( ) 60.53 4.6 ( D) 70 40 20 28
4.4 E ( ) 46.75 4.7 ( E) 60 70 70 70 29
4 F ( ) 53.75 4.8 ( F) 10 70 10 70 15 30
4.4 G ( ) 54.05 4.9 ( G) 10 80 31
4 H ( ) 47.37 4.10 H 30 70 30 70 15 32
5 Google Trends Google Trends 4 91% 61% 100% 20% 10 33
5 34
6 Google Trends Google Trends Google Trends 35
6 36
4 2 6 3 4 37
1 1 1! 3 38
50km 6 1 39
[1],Vol. 22, pp.1e2-04, 2004 [2], March., 1999 [3],376 pp.31-60 March., 1998 [4] :, Vol. 126, No. 11, pp.1324-1331 (2006). [5], June., 1992 [6], June., 2001 [7] :, Vol. 129, No. 7, pp.897-904 (2009). [8], 2009 41
A Google Trends Data A.1 A 4 A GoogleTrends 43
A Google Trends Data A.2 B 4 B GoogleTrends 44
A.3 C 4 C GoogleTrends 9 45
A Google Trends Data A.4 D 4 D GoogleTrends 46
A.5 E 4 E GoogleTrends 47
A Google Trends Data A.6 F 4 F GoogleTrends 2 48
A.7 G 4 G GoogleTrends 11 49
A Google Trends Data A.8 H 4 H GoogleTrends 3 50