跳到主要內容

臺灣博碩士論文加值系統

(44.192.44.30) 您好!臺灣時間:2024/07/25 08:58
字體大小: 字級放大   字級縮小   預設字形  
回查詢結果 :::

詳目顯示

我願授權國圖
: 
twitterline
研究生:高育駿
研究生(外文):Kao, Yu-Chun
論文名稱:以專利與文字探勘技術建立公司信用評等之預測模型之研究
論文名稱(外文):Credit Rating Prediction Using Sentiment Analysis, Corporate Innovation, and Financial Ratios
指導教授:陳灯能陳灯能引用關係賴佳瑜
指導教授(外文):Chen, Deng-NengLai, Chia-Yu
口試委員:陳灯能賴佳瑜蕭漢威薛招治許志仲
口試委員(外文):Chen, Deng-NengLai, Chia-YuHsiao, Han-WeiHsueh, Chao-ChihHsu, Chih-Chung
口試日期:2020-07-20
學位類別:碩士
校院名稱:國立屏東科技大學
系所名稱:資訊管理系所
學門:電算機學門
學類:電算機一般學類
論文種類:學術論文
論文出版年:2020
畢業學年度:108
語文別:英文
論文頁數:62
中文關鍵詞:企業創新專利信用評等機器學習情緒分析
外文關鍵詞:Corporate Innovationpatentscredit ratingmachine learningsentiment analysis
相關次數:
  • 被引用被引用:0
  • 點閱點閱:127
  • 評分評分:
  • 下載下載:0
  • 收藏至我的研究室書目清單書目收藏:0
摘要 II
ABSTRACT IV
謝致 VI
TABLE OF CONTENTS VII
LIST OF TABLES IX
LIST OF FIGURES X
1. INTRODUCTION 1
2. LITERATURE REVIEW 5
2.1 INNOVATION THROUGH PATENT ANALYSIS 5
2.2 ASPECT-BASED SENTIMENT ANALYSIS 7
2.3 MACHINE LEARNING FOR CREDIT RATING MODEL 9
3. METHODOLOGY 11
3.1 DATA COLLECTION 11
3.2 TEXT PREPROCESSING 13
3.3 ASPECT-BASED SENTIMENT EXTRACTION 14
3.4 CORPORATE INNOVATION FEATURES EXTRACTION 17
3.5 FINANCIAL RATIOS FEATURES EXTRACTION 18
4. EXPERIMENTS 22
4.1 ASPECT-BASED SENTIMENT ANALYSIS 22
4.2 DATASETS AND DESCRIPTIVE STATISTICS 22
4.3 MODEL EVALUATION 28
4.4 EMPIRICAL RESULTS AND DISCUSSION 29
5. CONCLUSION 40
5.1 RESEARCH RESULT 40
5.2 RESEARCH CONTRIBUTION 42
5.3 RESEARCH LIMITATIONS 42
6. REFERENCES 44
APPENDIX A HYPERPARAMETER CONFIGURATION 50
APPENDIX B COMPANY STATISTICS 51
作者介紹 61
1. Abbas, A., Zhang, L., and Khan, S. U. 2014. "A Literature Review on the State-of-the-Art in Patent Analysis," World Patent Information (37), pp. 3-13.
2. Abraham, B. P., and Moitra, S. D. 2001. "Innovation Assessment through Patent Analysis," Technovation (21:4), pp. 245-252.
3. Agarwal, V., and Taffler, R. 2008. "Comparing the Performance of Market-Based and Accounting-Based Bankruptcy Prediction Models," Journal of Banking & Finance (32:8), pp. 1541-1551.
4. Ahmed, S., and Danti, A. 2016. "Effective Sentimental Analysis and Opinion Mining of Web Reviews Using Rule Based Classifiers," in Computational Intelligence in Data Mining—Volume 1. Springer, pp. 171-179.
5. Al-Najjar, B., and Elgammal, M. M. 2013. "Innovation and Credit Ratings, Does It Matter? Uk Evidence," Applied Economics Letters (20:5), pp. 428-431.
6. Araujo, M., Reis, J., Pereira, A., and Benevenuto, F. 2016. "An Evaluation of Machine Translation for Multilingual Sentence-Level Sentiment Analysis," Proceedings of the 31st Annual ACM Symposium on Applied Computing, pp. 1140-1145.
7. Breschi, S., and Catalini, C. 2010. "Tracing the Links between Science and Technology: An Exploratory Analysis of Scientists’ and Inventors’ Networks," Research Policy (39:1), pp. 14-26.
8. Cantor, R., and Packer, F. 1996. "Determinants and Impact of Sovereign Credit Ratings," Economic policy review (2:2).
9. Cohen, L., Diether, K., and Malloy, C. 2013. "Misvaluing Innovation," The Review of Financial Studies (26:3), pp. 635-666.
10. Cortis, K., Freitas, A., Daudert, T., Huerlimann, M., Zarrouk, M., Handschuh, S., and Davis, B. 2017. "Semeval-2017 Task 5: Fine-Grained Sentiment Analysis on Financial Microblogs and News," Association for Computational Linguistics (ACL).
11. Dou, Z.-Y. 2017. "Capturing User and Product Information for Document Level Sentiment Analysis with Deep Memory Network," Proceedings of the 2017 Conference on Empirical Methods in Natural Language Processing, pp. 521-526.
12. Doumpos, M., Niklis, D., Zopounidis, C., and Andriosopoulos, K. 2015. "Combining Accounting Data and a Structural Model for Predicting Credit Ratings: Empirical Evidence from European Listed Firms," Journal of Banking & Finance (50), pp. 599-607.
13. Fitzgerald, T., Balsmeier, B., Fleming, L., and Manso, G. 2019. "Innovation Search Strategy and Predictable Returns," Management Science, forthcoming).
14. Freund, Y., and Schapire, R. E. 1995. "A Desicion-Theoretic Generalization of on-Line Learning and an Application to Boosting," European conference on computational learning theory: Springer, pp. 23-37.
15. Friedman, J. H. 2001. "Greedy Function Approximation: A Gradient Boosting Machine," Annals of statistics), pp. 1189-1232.
16. Gao, W., and Chou, J. 2015. "Innovation Efficiency, Global Diversification, and Firm Value," Journal of Corporate Finance (30), pp. 278-298.
17. Gu, F. 2005. "Innovation, Future Earnings, and Market Efficiency," Journal of Accounting, Auditing & Finance (20:4), pp. 385-418.
18. Gupta, R., and Sharma, S. 2017. "Non-Financial Determinants of Corporate Credit Ratings," Int. J. Eng. Technol. Sci. Res (4), pp. 412-415.
19. Hajek, P., Olej, V., and Prochazka, O. 2016. "Predicting Corporate Credit Ratings Using Content Analysis of Annual Reports–a Naïve Bayesian Network Approach," FinanceCom 2016: Springer, pp. 47-61.
20. Hall, B. H., Jaffe, A., and Trajtenberg, M. 2005. "Market Value and Patent Citations," RAND Journal of economics), pp. 16-38.
21. He, J., and Tian, X. 2018. "Finance and Corporate Innovation: A Survey," Asia‐Pacific Journal of Financial Studies (47:2), pp. 165-212.
22. Hinze, S., and Grupp, H. 1992. "Applied Research and Industrial Development in East Germany: International Comparison by Performance Indicators," Technovation (12:4), pp. 257-278.
23. Hirshleifer, D., Hsu, P.-H., and Li, D. 2013. "Innovative Efficiency and Stock Returns," Journal of Financial Economics (107:3), pp. 632-654.
24. Hirshleifer, D. A., Hsu, P.-H., and Li, D. 2018. "Presentation Slides For'innovative Originality, Profitability, and Stock Returns'," Review of Financial Studies, Forthcoming).
25. Hu, K., Wu, H., Qi, K., Yu, J., Yang, S., Yu, T., Zheng, J., and Liu, B. 2018. "A Domain Keyword Analysis Approach Extending Term Frequency-Keyword Active Index with Google Word2vec Model," Scientometrics (114:3), pp. 1031-1068.
26. Huang, Z., Chen, H., Hsu, C.-J., Chen, W.-H., and Wu, S. 2004. "Credit Rating Analysis with Support Vector Machines and Neural Networks: A Market Comparative Study," Decision support systems (37:4), pp. 543-558.
27. Jangid, H., Singhal, S., Shah, R. R., and Zimmermann, R. 2018. "Aspect-Based Financial Sentiment Analysis Using Deep Learning," Companion Proceedings of the The Web Conference 2018, pp. 1961-1966.
28. Jo, Y., and Oh, A. H. 2011. "Aspect and Sentiment Unification Model for Online Review Analysis," Proceedings of the fourth ACM international conference on Web search and data mining, pp. 815-824.
29. Kim, J., and Lee, S. 2015. "Patent Databases for Innovation Studies: A Comparative Analysis of Uspto, Epo, Jpo and Kipo," Technological Forecasting and Social Change (92), pp. 332-345.
30. Lee, S., Lee, S., Seol, H., and Park, Y. 2008. "Using Patent Information for Designing New Product and Technology: Keyword Based Technology Roadmapping," R&d Management (38:2), pp. 169-188.
31. Lemaître, G., Nogueira, F., and Aridas, C. K. 2017. "Imbalanced-Learn: A Python Toolbox to Tackle the Curse of Imbalanced Datasets in Machine Learning," The Journal of Machine Learning Research (18:1), pp. 559-563.
32. Liu, B. 2012. "Sentiment Analysis and Opinion Mining," Synthesis lectures on human language technologies (5:1), pp. 1-167.
33. Lu, H.-M., Tsai, F.-T., Chen, H., Hung, M.-W., and Li, S.-H. 2012. "Credit Rating Change Modeling Using News and Financial Ratios," ACM Transactions on Management Information Systems (TMIS) (3:3), pp. 1-30.
34. Mama, H. B. 2018. "Innovative Efficiency and Stock Returns: Should We Care About Nonlinearity?," Finance Research Letters (24), pp. 81-89.
35. Meena, A., and Prabhakar, T. 2007. "Sentence Level Sentiment Analysis in the Presence of Conjuncts Using Linguistic Analysis," European conference on information retrieval: Springer, pp. 573-580.
36. Mengelkamp, A., Wolf, S., and Schumann, M. 2016. "Data Driven Creation of Sentiment Dictionaries for Corporate Credit Risk Analysis,").
37. Moraes, R., Valiati, J. F., and Neto, W. P. G. 2013. "Document-Level Sentiment Classification: An Empirical Comparison between Svm and Ann," Expert Systems with Applications (40:2), pp. 621-633.
38. Pandit, S., Wasley, C. E., and Zach, T. 2011. "The Effect of Research and Development (R&D) Inputs and Outputs on the Relation between the Uncertainty of Future Operating Performance and R&D Expenditures," Journal of Accounting, Auditing & Finance (26:1), pp. 121-144.
39. Ren, R., Wu, D. D., and Liu, T. 2018. "Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine," IEEE Systems Journal (13:1), pp. 760-770.
40. Saeed, F., Gazem, N., Patnaik, S., Balaid, A. S. S., and Mohammed, F. 2017. Recent Trends in Information and Communication Technology: Proceedings of the 2nd International Conference of Reliable Information and Communication Technology (Irict 2017). Springer.
41. Schouten, K., and Frasincar, F. 2015. "Survey on Aspect-Level Sentiment Analysis," IEEE Transactions on Knowledge and Data Engineering (28:3), pp. 813-830.
42. Schwartz, M., Peglow, F., Fritsch, M., and Günther, J. 2012. "What Drives Innovation Output from Subsidized R&D Cooperation?—Project-Level Evidence from Germany," Technovation (32:6), pp. 358-369.
43. Sharma, A., and Dey, S. 2012. "A Document-Level Sentiment Analysis Approach Using Artificial Neural Network and Sentiment Lexicons," ACM SIGAPP Applied Computing Review (12:4), pp. 67-75.
44. Simeth, M., and Cincera, M. 2016. "Corporate Science, Innovation, and Firm Value," Management Science (62:7), pp. 1970-1981.
45. Singh, V. K., Piryani, R., Uddin, A., and Waila, P. 2013. "Sentiment Analysis of Movie Reviews: A New Feature-Based Heuristic for Aspect-Level Sentiment Classification," 2013 International Mutli-Conference on Automation, Computing, Communication, Control and Compressed Sensing (iMac4s): IEEE, pp. 712-717.
46. Treacy, W. F., and Carey, M. 2000. "Credit Risk Rating Systems at Large Us Banks," Journal of Banking & Finance (24:1-2), pp. 167-201.
47. Tsai, F.-T., Lu, H.-M., and Hung, M.-W. 2010. "The Effects of News Sentiment and Coverage on Credit Rating Analysis," PACIS, p. 199.
48. Tsai, F.-T., Lu, H.-M., and Hung, M.-W. 2016. "The Impact of News Articles and Corporate Disclosure on Credit Risk Valuation," Journal of Banking & Finance (68), pp. 100-116.
49. Tseng, Y.-H., Lin, C.-J., and Lin, Y.-I. 2007. "Text Mining Techniques for Patent Analysis," Information processing & management (43:5), pp. 1216-1247.
50. Vinodhini, G., and Chandrasekaran, R. 2012. "Sentiment Analysis and Opinion Mining: A Survey," International Journal (2:6), pp. 282-292.
51. Wallis, M., Kumar, K., and Gepp, A. 2019. "Credit Rating Forecasting Using Machine Learning Techniques," in Managerial Perspectives on Intelligent Big Data Analytics. IGI Global, pp. 180-198.
52. Wang, Y., Huang, M., Zhu, X., and Zhao, L. 2016. "Attention-Based Lstm for Aspect-Level Sentiment Classification," Proceedings of the 2016 conference on empirical methods in natural language processing, pp. 606-615.
53. White, L. J. 2010. "Markets: The Credit Rating Agencies," Journal of Economic Perspectives (24:2), pp. 211-226.
54. Wiebe, J., Wilson, T., and Cardie, C. 2005. "Annotating Expressions of Opinions and Emotions in Language," Language resources and evaluation (39:2-3), pp. 165-210.
55. Wilson, T., Wiebe, J., and Hoffmann, P. 2005. "Recognizing Contextual Polarity in Phrase-Level Sentiment Analysis," Proceedings of human language technology conference and conference on empirical methods in natural language processing, pp. 347-354.
56. Wu, H.-C., and Wu, Y.-T. 2016. "Evaluating Credit Rating Prediction by Using the Kmv Model and Random Forest," Kybernetes).
57. Xianghua, F., Guo, L., Yanyan, G., and Zhiqiang, W. 2013. "Multi-Aspect Sentiment Analysis for Chinese Online Social Reviews Based on Topic Modeling and Hownet Lexicon," Knowledge-Based Systems (37), pp. 186-195.
58. Xu, J., Chen, D., Qiu, X., and Huang, X. 2016. "Cached Long Short-Term Memory Neural Networks for Document-Level Sentiment Classification," arXiv preprint arXiv:1610.04989).
59. Yang, B., and Cardie, C. 2014. "Context-Aware Learning for Sentence-Level Sentiment Analysis with Posterior Regularization," Proceedings of the 52nd Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers), pp. 325-335.
60. Yu, Y., Duan, W., and Cao, Q. 2013. "The Impact of Social and Conventional Media on Firm Equity Value: A Sentiment Analysis Approach," Decision support systems (55:4), pp. 919-926.
Zhao, X., Jiang, J., Yan, H., and Li, X. 2010. "Jointly Modeling Aspects and Opinions with a Maxent-Lda Hybrid," ACL.
電子全文 電子全文(網際網路公開日期:20250807)
連結至畢業學校之論文網頁點我開啟連結
註: 此連結為研究生畢業學校所提供,不一定有電子全文可供下載,若連結有誤,請點選上方之〝勘誤回報〞功能,我們會盡快修正,謝謝!
QRCODE
 
 
 
 
 
                                                                                                                                                                                                                                                                                                                                                                                                               
第一頁 上一頁 下一頁 最後一頁 top
無相關期刊