Information processing device, information processing method, and information processing program
The information processing device uses exposure data and moving average deviations to predict stock price and trading volume trends, addressing the limitations of past stock price-based predictions by incorporating market-driven factors.
Patent Information
- Authority / Receiving Office
- JP · JP
- Patent Type
- Applications
- Current Assignee / Owner
- M DATA CO LTD
- Filing Date
- 2024-10-08
- Publication Date
- 2026-04-20
AI Technical Summary
Conventional stock price prediction methods rely solely on past stock price data, which does not accurately reflect market dynamics, as stock prices are influenced by factors such as buyer and seller activity, rather than historical data.
An information processing device and method that calculates an exposure index and deviation from moving averages based on exposure data, such as television broadcast data, to evaluate trends in stock prices and trading volumes.
Accurately evaluates trends in stock prices and trading volumes by considering exposure data, providing a more market-driven prediction of stock popularity and volume changes.
Smart Images

Figure 2026067027000001_ABST
Abstract
Description
Technical Field
[0001] The present invention relates to an information processing apparatus, an information processing method, and an information processing program suitable for use in evaluating trends in stock prices and trading volumes.
Background Art
[0002] As a conventional technique for predicting stock prices, there are an input means for inputting the institutional margin trading balance number and the actual stock price closing value for each date, a storage means for sequentially storing the institutional margin trading balance number and the actual stock price closing value input from the input means, and a stock price prediction means for calculating the predicted stock price closing value for each date after the day following the due date using the institutional margin trading balance number and the actual stock price closing value for each date up to the due date. The stock price prediction means calculates the predicted margin trading balance number for each prediction target date after the day following the due date using the institutional margin trading balance numbers for each date from the contract date that has been traced back by the institutional margin trading settlement deadline based on the due date to the due date, and extracts the date of the institutional margin trading balance number before the due date corresponding to the calculated predicted margin trading balance number for each prediction target date as the calculated contract date for this prediction target date, and calculates the predicted stock price closing value for the prediction target date based on the actual stock price closing value of the extracted calculated contract date, and sets the predicted stock price closing value for each date after the day of that date. A stock price prediction device is known (see Patent Document 1).
Prior Art Documents
Patent Documents
[0003]
Patent Document 1
Summary of the Invention
Problems to be Solved by the Invention
[0004] In the above-described conventional stock price prediction device, the predicted stock price closing value is calculated based on the actual stock price closing value, that is, the stock price is predicted based on past stock price data.
[0005] However, actual stock prices are not determined based on past stock price data. From a market perspective, it can be argued that stock prices simply rise when there are many buyers and fall when there are many sellers.
[0006] In other words, predicting whether a stock will become more popular or not—that is, whether its popularity will increase—is considered to be more in line with market principles and therefore more accurate than predicting based on past stock price data. The inventors believed that it would be possible to determine whether a particular stock's popularity will increase or not by understanding and analyzing exposure data, such as television broadcast data.
[0007] Therefore, in one aspect, the present invention aims to provide a technology that can accurately evaluate trends in stock prices and trading volume by calculating exposure data. [Means for solving the problem]
[0008] To solve the above problems, the information processing device according to the present invention may include means for calculating an exposure index for each unit period relating to the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation target period; means for calculating the number of exposures of the company to be evaluated in each unit period; and means for evaluating the trend of at least one of the stock price and trading volume of the company to be evaluated using the exposure index and the number of exposures.
[0009] The information processing device according to the present invention may include means for calculating an exposure index for each unit period relating to a target company by dividing the exposure time of the target company in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation period; means for calculating the degree of deviation of the exposure index for each unit period from a short-term moving average or long-term moving average of the exposure index for each unit period; and means for evaluating the trend of at least one of the stock price and trading volume of the target company using the exposure index and the degree of deviation.
[0010] The information processing device according to the present invention may include means for calculating an exposure index for each unit period relating to the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation target period; means for calculating the number of exposures of the company to be evaluated in each unit period; means for calculating the degree of deviation of the exposure index for each unit period from a short-term moving average or long-term moving average of the exposure index for each unit period; and means for evaluating the trend of at least one of the stock price and trading volume of the company to be evaluated using the exposure index, the number of exposures, and the degree of deviation.
[0011] Furthermore, the information processing method according to the present invention is a method executed by an information processing device, The method may include the steps of: calculating an exposure index for each unit period relating to the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation period; calculating the number of exposures of the company to be evaluated in each unit period; and evaluating the trend of at least one of the stock price and trading volume of the company to be evaluated using the exposure index and the number of exposures.
[0012] The information processing method according to the present invention is a method executed by an information processing device and may include the steps of: calculating an exposure index for each unit period relating to the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation target period; calculating the degree of deviation of the exposure index for each unit period from a short-term moving average or long-term moving average of the exposure index for each unit period; and evaluating the trend of at least one of the stock price and trading volume of the company to be evaluated using the exposure index and the degree of deviation.
[0013] The information processing method according to the present invention is a method executed by an information processing device and may include the steps of: calculating an exposure index for each unit period relating to the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation target period; means for calculating the number of exposures of the company to be evaluated in each unit period; calculating the degree of deviation of the exposure index for each unit period from a short-term moving average or long-term moving average of the exposure index for each unit period; and evaluating the trend of at least one of the stock price and trading volume of the company to be evaluated using the exposure index, the number of exposures, and the degree of deviation.
[0014] Furthermore, the information processing program according to the present invention may cause the information processing device to execute the following processes: calculating an exposure index for each unit period relating to the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation target period; calculating the number of exposures of the company to be evaluated in each unit period; and evaluating the trend of at least one of the stock price and trading volume of the company to be evaluated using the exposure index and the number of exposures.
[0015] The information processing program according to the present invention may cause an information processing device to execute the following: a process of calculating an exposure index for each unit period relating to the target company by dividing the exposure time of the target company in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation target period; a process of calculating the degree of deviation of the exposure index for each unit period from the short-term moving average or long-term moving average of the exposure index for each unit period; and a process of evaluating the trend of at least one of the target company's stock price and trading volume using the exposure index and the degree of deviation.
[0016] The information processing program according to the present invention may cause an information processing device to execute the following: a process of calculating an exposure index for each unit period relating to the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation target period; a means of calculating the number of exposures of the company to be evaluated in each unit period; a process of calculating the degree of deviation of the exposure index for each unit period from the short-term moving average or long-term moving average of the exposure index for each unit period; and a process of evaluating the trend of at least one of the stock price and trading volume of the company to be evaluated using the exposure index, the number of exposures, and the degree of deviation. [Effects of the Invention]
[0017] According to the present invention, in one respect, it becomes possible to accurately evaluate trends in stock prices and trading volume by calculating exposure data. [Brief explanation of the drawing]
[0018] [Figure 1] This is a block diagram showing an overview of the overall configuration of an information processing device according to an embodiment of the present invention. [Figure 2] Figure 1 shows the processing procedure in the information processing device, and is a flowchart illustrating the processing procedure performed by the information processing program according to an embodiment of the present invention.
Best Mode for Carrying Out the Invention
[0019] Hereinafter, embodiments of the present invention will be described with reference to the accompanying drawings.
[0020] (Overall Configuration and Functional Configuration) FIG. 1 is a block diagram showing an overview of the overall configuration of an information processing apparatus 1 according to an embodiment as an example of a specific configuration mode of the information processing apparatus according to the present invention.
[0021] By executing an information processing program 2 according to an embodiment as an example of a specific configuration mode of the information processing program according to the present invention in the information processing apparatus 1 according to the embodiment, an information processing method according to an embodiment is implemented as an example of a specific configuration mode of the information processing method according to the present invention.
[0022] The information processing apparatus 1 is a device for evaluating (or predicting, in other words) at least one of the stock price and trading volume trends of an evaluation target based on the exposure data of the evaluation target that is the target for evaluating at least one of the stock price and trading volume trends. Here, in the description of the present invention, at least one of the stock price and trading volume is also referred to as "stock price and trading volume".
[0023] Examples of the evaluation target include a stock company that publicly offers stocks over the counter. In addition to the company that publicly offers stocks over the counter, the evaluation target may include companies that are the consolidation settlement targets of the company and group companies that affect the settlement.
[0024] The exposure data includes, for example, data exposed by broadcasting. The data exposed by broadcasting includes, for example, data exposed by terrestrial broadcasting (television broadcasting), satellite broadcasting (television broadcasting), cable broadcasting (cable television broadcasting), and data exposed by distribution through Internet communication.
[0025] The data exposed through broadcasting may be limited to, for example, data exposed through terrestrial broadcasting (television broadcasting).
[0026] Data exposed through broadcasting may also include exposure in video, audio, or text (such as AI subtitles) within designated programs such as information programs, variety shows, dramas, and news programs, as well as in commercials.
[0027] Exposure data can be data that represents the amount or frequency of exposure, such as data on the exposure time or the number of exposures.
[0028] The information processing device 1 has a general configuration as a general-purpose computer. In the example shown in the figure, the information processing device 1 includes a control unit 11, a storage unit 12, an input unit 13, a drive device 14, and a display unit 15, and these components are electrically interconnected within the information processing device 1 via a bus 19. The information processing device 1 may further include components other than those described above.
[0029] The control unit 11 performs various calculation processes related to the information processing device 1 (particularly processes related to the evaluation of stock price and trading volume trends) and controls the overall operation. The control unit 11 may be configured to include, for example, a central processing unit (CPU).
[0030] The control unit 11 reads a predetermined program (including the information processing program 2) stored in the storage unit 12 and executes processing according to the program, thereby realizing various functions related to the information processing device 1. In other words, the various functions related to the information processing device 1 can be executed as each functional unit included in the control unit 11, by having the information processing by the software (including the information processing program 2) stored in the storage unit 12 specifically realized by the control unit 11, which is an example of hardware. The control unit 11 is not limited to being a single unit, and may be configured to have multiple control units 11 for each function. Furthermore, the control unit 11 may be a combination of multiple control units.
[0031] The storage unit 12 may be composed of any storage medium and stores various programs (including the information processing program 2), information, and data. The storage unit 12 may be composed of, for example, a storage device such as an HDD (Hard Disk Drive) or a solid state drive (SSD) that stores various programs related to the information processing device 1 executed by the control unit 11, or a memory such as a read-only memory (ROM) that stores various programs, etc., or a random access memory (RAM) that stores temporarily necessary information and data related to program calculations, or a combination of these.
[0032] The input unit 13 functions as an input interface that accepts input operations from an operator. The input unit 13 may be included in the housing of the information processing device 1 (in other words, it may be integrated with the housing) or it may be an external component of the information processing device 1. The input unit 13 may consist of, for example, at least one of various input keys / operation keys for inputting numerical values / data or instructing operations / actions, a keyboard, a touch panel, and a mouse.
[0033] The drive device 14 reads a program (including the information processing program 2) from a recording medium such as a flexible disk and stores it in the storage unit 12.
[0034] The recording medium stores a predetermined program (including information processing program 2). The program stored on this recording medium is installed on the information processing device 1 via the drive device 14. The installed predetermined program becomes executable by the information processing device 1.
[0035] The display unit 15 may be configured, for example, by a liquid crystal display.
[0036] The information processing device 1 may further include a communication unit 16. In this case, the communication unit 16 is configured as a mechanism that functions as a communication interface to the communication network 9, so as to connect the information processing device 1 and the communication network 9 in a way that enables communication. The communication unit 16 performs communication processing with external devices that are connected so as to enable communication via the communication network 9. The communication network 9 is a network of communication lines consisting of, for example, the Internet, various wireless communication lines, wired communication lines, etc., and may include LAN (Local Area Network), WAN (Wide Area Network), intranet, and Ethernet (registered trademark). The communication network 9 may include a wireless network or a wired network.
[0037] If the information processing device 1 includes a communication unit 16, in the example shown in the figure, at least a portion of the various databases stored in the storage unit 12 may be stored in an external server device (not shown) that is connected via a communication network 9 to enable communication.
[0038] In the example shown in the figure, the various processes described below can be implemented by having the information processing device 1 execute a program (including information processing program 2). Alternatively, the program can be recorded on a recording medium, and the information processing device 1 can read the recording medium on which the program is recorded to implement the various processes described below. Various types of recording media can be used. For example, the recording medium may be a recording medium that records information optically, electrically, or magnetically, such as a CD (Compact Disc)-ROM, flexible disk, or magneto-optical disk, or it may be a semiconductor memory that records information electrically, such as a ROM or flash memory.
[0039] (Processing details) Figure 2 is a flowchart showing the processing procedure in the information processing device 1 according to the embodiment, and the processing procedure performed by the information processing program 2 according to the embodiment.
[0040] The information processing device 1 according to this embodiment includes: an exposure index calculation unit 113 as a means for calculating an exposure index for each unit period relating to a target company by dividing the exposure time of the target company in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation target period; an exposure count calculation unit 114 as a means for calculating the number of exposures of the target company in each unit period; a deviation rate calculation unit 117 as a means for calculating the degree of deviation of the exposure index for each unit period from the short-term moving average or long-term moving average of the exposure index for each unit period; and a stock price trend evaluation unit 118 as a means for evaluating the trend of at least one of the stock price and trading volume of the target company using the exposure index, the number of exposures, and the degree of deviation.
[0041] Furthermore, the information processing method according to the embodiment is a method executed by the information processing device 1, and includes steps S2 to S4 of calculating an exposure index for each unit period relating to the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation target period; steps S5 to S6 of calculating the number of exposures of the company to be evaluated in each unit period; steps S7 and S9 of calculating the degree of deviation of the exposure index for each unit period from the short-term moving average or long-term moving average of the exposure index for each unit period; and step S10 of evaluating the trend of at least one of the stock price and trading volume of the company to be evaluated using the exposure index, the number of exposures and the degree of deviation.
[0042] Furthermore, the information processing program 2 according to the embodiment causes the information processing device to execute the following processes: a process to calculate an exposure index for each unit period relating to the target company by dividing the exposure time of the target company in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation target period (steps S2 to S4); a process to calculate the number of exposures of the target company in each unit period (steps S5 to S6); a process to calculate the degree of deviation of the exposure index for each unit period from the short-term moving average or long-term moving average of the exposure index for each unit period (steps S7 and S9); and a process to evaluate the trend of at least one of the target company's stock price and trading volume using the exposure index, the number of exposures, and the degree of deviation (step S10).
[0043] The control unit 11 of the information processing device 1 includes an instruction receiving unit 111, an average exposure calculation unit 112, an exposure index calculation unit 113, an exposure count calculation unit 114, a moving average calculation unit 115, an exposure trend determination unit 116, a deviation rate calculation unit 117, and a stock price trend evaluation unit 118.
[0044] Each functional unit of the control unit 11 is generated by the control unit 11 reading and executing a predetermined program (including the information processing program 2) stored in the storage unit 12. In this description of the present invention, "transmission" includes the exchange of information and data that takes place through storage in the storage unit 12 and reading from the storage unit 12.
[0045] When the instruction receiving unit 111 receives an instruction to start a process that evaluates the trends in stock price and trading volume (referred to as a "process start instruction"), it transmits the start of the process to the exposure average value calculation unit 112 (step S1).
[0046] The processing start instruction may be input by a user performing the task of evaluating stock price and trading volume trends via the input unit 13 of the information processing device 1 and transmitted to the instruction receiving unit 111 via the bus 19. Alternatively, the processing start instruction may be automatically generated within the information processing device 1 periodically or according to a predetermined trigger.
[0047] The instruction to initiate processing includes specifying the companies and stocks to be included in the evaluation of stock price and trading volume trends. The companies and stocks included in the evaluation of stock price and trading volume trends may be a single company name or multiple company names or stocks. The companies and stocks included in the evaluation of stock price and trading volume trends may be given by specific names, or by securities codes / stock codes, new securities codes, ISIN codes, securities company standard codes, or corporate numbers.
[0048] The process by the information processing device 1 to evaluate stock price and trading volume trends is performed for each company and stock ticker that is included in the processing start instruction and is subject to evaluation of stock price and trading volume trends. In this description of the present invention, a particular company or stock ticker that is included in the processing start instruction and whose stock price and trading volume trends are evaluated is referred to as the "company to be evaluated." The following description will focus on the process for a particular company or stock ticker that is the company to be evaluated.
[0049] As part of the processing in step S1, when the instruction reception unit 111 transmits a processing start instruction, the exposure time combination data is obtained from the exposure time database 121 stored in the storage unit 12 (step S2).
[0050] The exposure time database 121 records and stores combined data of time, company (brand), and exposure time (referred to as "exposure time combination data").
[0051] In exposure time combination data, the time of day is information that identifies when the program or commercial was broadcast or distributed, and can be, for example, a date, or a combination of date and time.
[0052] In the exposure time combination data, the companies (stocks) are those that issue stocks targeted by the information processing device 1 when evaluating stock price and trading volume trends. For example, these may be stock companies listed on the over-the-counter market. In addition to companies listed on the over-the-counter market, the companies (stocks) in the exposure time combination data may also include companies (stocks) that are subject to the consolidated financial statements of the said company (stock) or group companies (stocks) that affect the financial statements. Furthermore, the companies (stocks) in the exposure time combination data are companies and stocks that can be evaluated.
[0053] In exposure time combination data, the exposure time may refer to the exposure of video, audio, and text (such as AI subtitles) within designated programs such as information programs, variety shows, dramas, and news programs broadcast or streamed, as well as in commercials. Specifically, the exposure time may be expressed in units such as seconds or minutes.
[0054] In exposure time combination data, exposure time may be classified into exposure time within the program (in other words, the main program content excluding commercials) and exposure time within commercials (in other words, outside the main program content). For commercials, program sponsorship slots (time slots) and spot slots, as well as in-program exposure (participation) and inter-program exposure (station breaks) may be considered.
[0055] Specifically, the exposure time within a program may be the sum of the time (seconds, minutes, etc.) spent on segments, parts, blocks, and news items featuring the company in a broadcast or streamed program on a given day (and if the company is featured on multiple channels or programs, the sum of the time spent on each channel or program).
[0056] The exposure time in a commercial may specifically be the total duration (in seconds, minutes, etc.) of the commercial material of the company in question that was broadcast or distributed on a given day (and if it was aired on multiple channels or multiple times, the total duration for each channel and each airing).
[0057] In order to determine whether a company is being featured in broadcasts or online distributions, a related name dictionary may be created in advance for each company, containing brand names, product names, service names, and nicknames or slang related to that company. When a related name registered in this dictionary appears in a program or commercial, it may be determined that the company associated with that related name is being featured or that a commercial for that company is being aired.
[0058] The exposure average value calculation unit 112 refers to a point in time among the exposure time combination data recorded and stored in the exposure time database 121, and retrieves (specifically reads) the exposure time combination data for a predetermined calculation period from the exposure time database 121.
[0059] The calculation period is the period used as the basis (in other words, the denominator) when calculating the exposure index for each company (stock). The length of the calculation period is not limited to a specific time period, and may be set to any length within the range of approximately one month to two years prior to the time when the stock price and trading volume trend evaluation work is performed. Specifically, for example, it may be set to one year prior to the time when the stock price and trading volume trend evaluation work is performed.
[0060] The calculation period may be predetermined in the information processing program 2, for example, or it may be set by inputting it through the input unit 13 of the information processing device 1 when the work of evaluating stock price and trading volume trends is performed.
[0061] The exposure average value calculation unit 112 then calculates the average value of the exposure time using the exposure time combination data obtained in step S2 (step S3).
[0062] The exposure average value calculation unit 112 first refers to the exposure times among the exposure time combination data for the calculation period obtained from the exposure time database 121 and calculates the total exposure time for the calculation period (referred to as the "total exposure time").
[0063] The exposure average calculation unit 112 counts the number of companies (brands) that were included in the calculation of the total exposure time when calculating the total exposure time. The number of companies (brands) in the counted result is called the "counted number of companies".
[0064] The exposure average value calculation unit 112 then calculates the average exposure time per unit period per company during the calculation period (referred to as the "average exposure time per unit") using the following formula 1. (Formula 1) Average value per unit of exposure time = Total exposure time / (Number of companies counted × Number of unit periods)
[0065] The number of unit periods in Equation 1 is the value obtained by Equation 2 below. (Formula 2) Number of unit periods = Calculation period / Unit period
[0066] A unit period is a period used as a dividing line when analyzing and evaluating trends in stock prices and trading volume. A unit period is set to be shorter than the calculation period, and more specifically, it is set to be less than or equal to one-quarter of the calculation period. In other words, the calculation period includes four or more consecutive unit periods. The length of a unit period is not limited to a specific time length as long as it is less than or equal to one-quarter of the calculation period, and may be set to any time length in the range of approximately 3 days to 14 days, for example, it may be set to 7 days.
[0067] The unit period may be predetermined in the information processing program 2, for example, or it may be set by the user via the input unit 13 of the information processing device 1 when the work of evaluating stock price and trading volume trends is performed.
[0068] The exposure index calculation unit 113 calculates the exposure index using the exposure time combination data obtained in step S2 and the average value per unit of exposure time calculated in step S3 (step S4).
[0069] The exposure index calculation unit 113 first refers to the company (brand) among the exposure time combination data for the calculation period obtained from the exposure time database 121, and calculates the total exposure time for each unit period (referred to as the "total exposure time") for the company being evaluated during the calculation period.
[0070] In other words, the exposure index calculation unit 113 calculates the total exposure time of the company under evaluation in the unit period immediately preceding the time when the stock price and trading volume trend evaluation work is performed, and then repeatedly calculates the total exposure time of the company under evaluation in the unit period immediately preceding the unit period calculated above, thereby calculating the total exposure time for each unit period for the company under evaluation over the entire calculation period.
[0071] The exposure index calculation unit 113 then uses the total exposure time values for each unit period for the evaluated company calculated above to determine the ratio of the total exposure time value to the average exposure time per unit period for the calculation period (referred to as the "exposure index") using the following formula 3. (Formula 3) Exposure Index = Total Exposure Time / Average Exposure Time per Unit
[0072] Regarding the exposure index, if the degree of exposure in broadcasts and distributions concerning the company being evaluated is greater than the average degree of exposure in broadcasts and distributions concerning all companies (brands) that were included in the calculation in step S3, the exposure index will be greater than 1.
[0073] The exposure count calculation unit 114 obtains exposure count combination data from the exposure count database 122 stored in the storage unit 12 (step S5).
[0074] The exposure count database 122 records and stores combination data of time, company (brand), and exposure count (referred to as "exposure count combination data").
[0075] The time period and company (brand) in the exposure count combination data are the same as the time period and company (brand) in the exposure time combination data. Furthermore, the time period and company (brand) in the exposure count combination data correspond to each other.
[0076] In the exposure count combination data, the exposure count may be the same as the exposure time in the exposure time combination data, and may refer to exposures of video, audio, and text (such as AI subtitles) within designated programs such as information programs, variety programs, dramas, and news programs broadcast or distributed, as well as in commercials. Specifically, the exposure count may be a value in units of "times".
[0077] As mentioned above, the time period and company (brand) in the exposure count combination data correspond to the time period and company (brand) in the exposure time combination data. In other words, one measurement of exposure time in the exposure time combination data is equivalent to adding one measurement to the exposure count in the exposure count combination data.
[0078] In addition, the number of exposures in the exposure count combination data is calculated by adding one exposure for each exposure, regardless of the length of time per segment, part, block, or news item in a broadcast or streamed program in which a particular company was featured, or the length of time per commercial material for the company.
[0079] In the exposure count combination data, the number of exposures may be classified into the number of exposures related to exposures within a program and the number of exposures related to exposures in commercials, using the same approach as in the exposure time combination data.
[0080] The exposure count calculation unit 114 refers to a point in time among the exposure count combination data recorded and stored in the exposure count database 122, and retrieves (specifically reads) the exposure count combination data for a predetermined calculation period from the exposure count database 122.
[0081] The calculation period in step S5 is the same as the calculation period in step S2; in other words, the calculation period in step S5 and the calculation period in step S2 are the same.
[0082] The exposure count calculation unit 114 then calculates the exposure count using the exposure count combination data obtained in the processing of step S5 (step S6).
[0083] The exposure count calculation unit 114 first refers to the company (brand) among the exposure count combination data for the calculation period obtained from the exposure count database 122, and calculates the total value of exposures for each unit period (referred to as the "total exposure value") for the company being evaluated during the calculation period.
[0084] The unit period in the process of step S5 is the same as the unit period in the process of step S2; in other words, the unit period in the process of step S5 and the unit period in the process of step S2 are the same.
[0085] The exposure count calculation unit 114 calculates the total exposure count of the company under evaluation in the unit period immediately preceding the time when the stock price and trading volume trend evaluation work is performed, and then repeatedly calculates the total exposure count of the company under evaluation in the unit period immediately preceding the unit period calculated above, thereby calculating the total exposure count for each unit period for the company under evaluation over the entire calculation period.
[0086] The moving average calculation unit 115 calculates a short-term moving average and a long-term moving average using the exposure index calculated in step S4 (step S7).
[0087] Specifically, the moving average calculation unit 115 calculates two moving averages, a short-term moving average and a long-term moving average, using the exposure index for each unit period calculated in step S4.
[0088] When calculating the short-term moving average of the exposure index, the number of unit periods used as the range / width for calculating the moving average is not limited to a specific number, as long as it is two or more. For example, it can be set to any number within the range of approximately 2 to 20.
[0089] When calculating the short-term moving average of the exposure index, the length of the period corresponding to the range / width for calculating the moving average (specifically, defined as the product of the duration of one unit period and the number of unit periods as the range / width for calculating the moving average) is not limited to a specific length of time, but may be any length of time within the range of approximately 6 days to approximately 100 days, and specifically, for example, may be 28 days.
[0090] When calculating the long-term moving average of the exposure index, the number of unit periods used as the range / width for calculating the moving average is not limited to a specific number, as long as it is greater than the number of unit periods used when calculating the short-term moving average. For example, it can be set to any number within the range of approximately 3 to 40.
[0091] When calculating the long-term moving average of the exposure index, the length of the period corresponding to the range / width for calculating the moving average is not limited to a specific time length, but may be any time length within the range of approximately 9 days to approximately 200 days, and specifically, for example, it may be 56 days.
[0092] Furthermore, when calculating the long-term moving average, it is preferable to set the number of unit periods used as the range / width for calculating the moving average (and the length of the period corresponding to the range / width for calculating the moving average) to approximately twice the number of unit periods used as the range / width for calculating the moving average (and the length of the period corresponding to the range / width for calculating the moving average) when calculating the short-term moving average.
[0093] Furthermore, when calculating short-term and long-term moving averages, the calculation may be performed as a simple moving average without changing the weight of the exposure index according to the relevance of the time period, or it may be performed as a weighted moving average by giving greater weight to the exposure index of more recent unit periods than to the exposure index of older unit periods.
[0094] The exposure trend determination unit 116 determines the exposure trend of the company being evaluated using the short-term moving average and long-term moving average of the exposure index calculated in step S7 (step S8).
[0095] Here, we will use the symbol t to represent the sequence of multiple temporally consecutive unit periods in a time series. Specifically, a unit period in a time series (for example, the period immediately preceding the time when the stock price / volume trend evaluation is performed, or the period including the time when the stock price / volume trend evaluation is performed) will be represented as "unit period (t)", and the unit period immediately preceding this unit period (t) will be represented as "unit period (t-1)".
[0096] The exposure tendency determination unit 116 determines which of the following A to C the relationship between the short-term moving average and the long-term moving average of the exposure index calculated in step S7 corresponds to.
[0097] a) In a unit period (t-1), "short-term moving average < long-term moving average", Furthermore, in a unit period (t), the short-term moving average is greater than the long-term moving average. i) In a unit period (t-1), "short-term moving average > long-term moving average", Furthermore, in a unit period (t), "short-term moving average < long-term moving average". (c) Not A or B.
[0098] Points A and B above correspond to turning points in the trends of exposure in broadcasting, streaming, etc., for the companies being evaluated.
[0099] Specifically, item A above corresponds to a turning point from a situation where exposure is less than the average level of exposure in broadcasting and distribution to a situation where exposure is higher (i.e., a turning point towards an upward trend).
[0100] The above (i) corresponds to a turning point from a situation where exposure is higher than the average level of exposure in broadcasting and distribution to a situation where exposure is lower (i.e., a turning point towards a downward trend).
[0101] Furthermore, item (c) above corresponds to a situation where the trend in exposure for the evaluated company in broadcasting, streaming, etc., has not changed.
[0102] The deviation rate calculation unit 117 calculates the deviation rate using the exposure index calculated in step S4 and the short-term moving average and long-term moving average of the exposure index calculated in step S7 (step S9).
[0103] Specifically, the deviation rate calculation unit 117 uses the exposure index in a unit period (t) and the short-term moving average of the exposure index for the period including the unit period (t) (or for the period immediately preceding the unit period (t)) to calculate the degree of deviation of the exposure index from the short-term moving average (referred to as the "short-term deviation rate") using the following formula 4 (it is calculated as an absolute value). (Formula 4) Short-term deviation rate = |(Exposure index - Short-term moving average) / Short-term moving average|
[0104] The deviation rate calculation unit 117 also uses the exposure index in a unit period (t) and the long-term moving average of the exposure index for the period including the unit period (t) (or for the period immediately preceding the unit period (t)) to calculate the degree of deviation of the exposure index from the long-term moving average (referred to as the "long-term deviation rate") using the following formula 5 (calculated as an absolute value). (Formula 5) Long-term deviation rate = |(Exposure index - Long-term moving average) / Long-term moving average|
[0105] When the values of the short-term and long-term deviation rates are large in the positive range before taking the absolute value, it corresponds to a state in which the freshness, impact, and degree of surprise of information regarding the company being evaluated, such as broadcasts and distributions, are high.
[0106] The stock price trend evaluation unit 118 evaluates the stock price and trading volume trends using the exposure trend of the company to be evaluated determined in step S8, the exposure index calculated in step S4, the number of exposures calculated in step S6, and the deviation rate calculated in step S9 (step S10).
[0107] In the processing of step S8, the stock price trend evaluation unit 118 calculates an evaluation index for the quality of exposure in broadcasts, distributions, etc. (referred to as the "exposure evaluation score") using the exposure index, number of exposures, and deviation rate for the company being evaluated, according to the following formula 6A or formula 6B, when the relationship between the short-term moving average and the long-term moving average falls under either A or B above. (Formula 6A) Exposure evaluation score = [Exposure coefficient a × Exposure index] × [Number of exposures coefficient b × Number of exposures] ×[Deviation coefficient c × Deviation rate] (Formula 6B) Exposure evaluation score = [Exposure coefficient a × Exposure index] × [Number of exposures coefficient b × Number of exposures] ×[1 / (deviation coefficient c × deviation rate)]
[0108] In equations 6A and 6B above, the exposure index, number of exposures, and deviation rate are variables whose typical ranges of values (in other words, expected values) differ significantly from each other. Therefore, if the calculated values of the exposure index, number of exposures, and deviation rate are used as is, the exposure evaluation score will be heavily weighted towards the number of exposures, which is expected to have a larger value compared to the other variables (in other words, the value of the number of exposures will become dominant). Taking this into consideration, in order to avoid weighting towards a particular variable (in other words, a particular variable becoming dominant), a coefficient set for each variable is multiplied.
[0109] The exposure coefficient a, the frequency coefficient b, and the deviation coefficient c are not limited to specific values, but are set to appropriate values that can adjust for the bias caused by the magnitude of the possible values of the exposure index, the number of exposures, and the deviation rate. For example, the exposure coefficient a may be set to the reciprocal of the average value of the exposure index calculated for each company, similarly, the frequency coefficient b may be set to the reciprocal of the average value of the number of exposures, and the deviation coefficient c may be set to the reciprocal of the average value of the deviation rate.
[0110] The short-term deviation rate or long-term deviation rate calculated in step S9 is used as the deviation rate in equations 6A and 6B.
[0111] In equations 6A and 6B, the exposure index and the number of exposures are taken into consideration. For example, one exposure of 60 seconds and two exposures of 30 seconds each are evaluated as having different quality exposures.
[0112] Furthermore, in the processing of step S8, the stock price trend evaluation unit 118 evaluates (in other words, predicts) that an upward trend has begun in the stock price and sales of the company being evaluated if the relationship between the short-term moving average and the long-term moving average corresponds to the above condition A (i.e., a shift from a low exposure situation to a high exposure situation), and the value of the exposure evaluation score calculated by the above formula 6A is equal to or greater than a predetermined first threshold.
[0113] When a company being evaluated shows signs of an upward trend in its stock price or sales, it can be said that this is a good time to buy shares of that company, aiming to profit from the increase in stock price and sales.
[0114] Furthermore, in the processing of step S8, if the relationship between the short-term moving average and the long-term moving average falls under category A above, that is, if the situation shifts from low exposure to high exposure, it means that information about the company being evaluated is expanding. This is considered a factor that will attract the attention of investors and others, and contribute to (in other words, influence) an increase in the stock price and sales of the company being evaluated.
[0115] Furthermore, in the processing of step S8, the stock price trend evaluation unit 118 evaluates (in other words, predicts) that the upward trend in the stock price and sales of the company being evaluated has ended if the relationship between the short-term moving average and the long-term moving average corresponds to the above condition (i.e., a shift from a situation with high exposure to a situation with low exposure), and the value of the exposure evaluation score calculated by the above formula 6B is less than or equal to a predetermined second threshold.
[0116] When the upward trend in the stock price and sales of a company being evaluated is deemed to have ended, it can be said that this is a good time to sell shares of that company, aiming to realize profits based on the reduced exposure effect.
[0117] Furthermore, in the processing of step S8, if the relationship between the short-term moving average and the long-term moving average falls under the above condition (i), that is, if the situation shifts from one of high exposure to one of low exposure, it means that information about the company being evaluated is shrinking. This is thought to mean that investors' attention is more likely to shift to other companies (stocks), and that the factors that contribute to (in other words, influence) an increase in the stock price and sales of the company being evaluated through the expansion of information have been lost. However, it is thought that people are unaware (in other words, do not notice) that information about the company being evaluated is shrinking, and therefore, downward pressure on stock price and sales is not thought to act immediately. Based on the above, rather than focusing on the downward trend in the stock price and sales of the company being evaluated, it can be said that this is a good time to sell stocks to take profits, emphasizing the loss of factors that contribute to an increase in stock price and sales.
[0118] The first threshold is not limited to a specific value; for example, it may be set based on the actual exposure evaluation score when the relationship between the short-term moving average and long-term moving average of a certain company (stock) falls under the above condition A, and the stock price or sales of that company (stock) actually rise.
[0119] The first threshold may also be updated as needed based on the actual exposure evaluation score obtained each time the stock price and trading volume trends are analyzed and evaluated by changing and updating the time period, and the relationship between the short-term moving average and long-term moving average of a certain company (stock) falls under the above condition A, and the stock price and sales of that company (stock) actually rise.
[0120] The second threshold is not limited to a specific value, and may be set based on actual exposure evaluation scores when the relationship between the short-term moving average and long-term moving average of a certain company (stock) falls under the above condition (a), and the rise in the company's (stock's) stock price or sales actually ends or the stock price or sales actually declines.
[0121] The second threshold may also be updated as needed based on the actual exposure evaluation score obtained each time the stock price and trading volume trends are analyzed and evaluated by changing and updating the time period, when the relationship between the short-term moving average and long-term moving average of a certain company (stock) falls under the above condition (a), and the rise in the stock price and sales of that company (stock) has actually ended or the stock price and sales of that company (stock) have actually fallen.
[0122] The first threshold and the second threshold may be set to the same value, or they may be set to mutually different values.
[0123] The stock price trend evaluation unit 118 may then display the evaluation results on the display unit 15.
[0124] Specifically, for example, if it is determined that the stock price or sales of the company being evaluated have begun to show an upward trend, the display unit 15 may be configured to show that fact or to indicate that it is a good time to buy shares of the company being evaluated.
[0125] Furthermore, if it is determined that the upward trend in the stock price or sales of the company being evaluated has ended, the display unit 15 may be configured to display a statement to that effect, or to indicate that it is time to sell the shares of the company being evaluated.
[0126] Furthermore, in the processing of step S8, if the relationship between the short-term moving average and the long-term moving average falls under the above condition (i.e., the exposure trend has not changed), the stock price trend evaluation unit 118 may display on the display unit 15 that the stock price and trading volume trends of the company being evaluated have not changed.
[0127] Based on the above, the information processing device 1 terminates the process of evaluating the stock price and trading volume trends of the target company.
[0128] Furthermore, the processing in steps S2 to S10 may be performed on the sum of the exposure time within the program and the exposure time in the commercials, and on the sum of the number of exposures within the program and the number of exposures in the commercials. Alternatively, if the exposure time in the exposure time combination data is classified into exposure time within the program and exposure time in the commercials, and the number of exposures in the exposure count combination data is classified into the number of exposures within the program and the number of exposures in the commercials, the processing may be performed only on the exposure time and number of exposures within the program, or only on the exposure time and number of exposures in the commercials.
[0129] The processing in steps S2 to S10 may also be performed, for example, only on exposure time combination data and exposure count combination data of companies (stocks) listed on the Tokyo Stock Exchange, or, if the company being evaluated is a company (stock) listed on the Prime Market of the Tokyo Stock Exchange, it may be performed only on exposure time combination data and exposure count combination data of companies (stocks) listed on the Prime Market.
[0130] Furthermore, in the above embodiment, in the processing of step S10, the exposure index, number of exposures, and deviation rate are taken into consideration (specifically, multiplied together) to calculate the exposure evaluation score. However, the method is not limited to this, and the exposure evaluation score may be calculated by considering only the exposure index and number of exposures, or by considering only the exposure index and deviation rate.
[0131] Furthermore, in the above embodiment, in the process of step S10, the trend of stock price and trading volume is evaluated based on whether the exposure evaluation score, calculated by multiplying the exposure index, the number of exposures, and the deviation rate, is equal to or greater than a predetermined threshold (specifically, a first threshold and a second threshold). However, the method is not limited to this, and the trend of stock price and trading volume may be evaluated by the following method.
[0132] First, in the processing of step S8, if the relationship between the short-term moving average and the long-term moving average falls under the above condition A (i.e., a shift from a low exposure situation to a high exposure situation), and also falls under any of the following conditions K through H, then it may be assessed (or predicted in other words) that an upward trend has begun in the stock price or sales of the company being evaluated.
[0133] (c) The exposure index is above a predetermined exposure index threshold, the number of exposures is above a predetermined threshold, and the deviation rate is above a predetermined threshold. (i) The exposure index is equal to or greater than the specified exposure index threshold, and the number of exposures is equal to or greater than the specified threshold. (c) The exposure index is above a predetermined exposure index threshold, and the deviation rate is above a predetermined threshold.
[0134] Furthermore, in the processing of step S8, if the relationship between the short-term moving average and the long-term moving average falls under the above condition (i.e., a shift from a situation of high exposure to a situation of low exposure), and also falls under any of the following conditions (s) through (shi), then it may be assessed (or predicted in other words) that the upward trend in the stock price and sales of the company being evaluated has ended.
[0135] (c) The exposure index is below a predetermined exposure index threshold, the number of exposures is below a predetermined threshold, and the deviation rate is above a predetermined threshold. (i) The exposure index is below a predetermined exposure index threshold, and the number of exposures is below a predetermined threshold. (S) The exposure index is below a predetermined exposure index threshold, and the deviation rate is above a predetermined threshold.
[0136] (Effects and Benefits) According to the information processing device 1 of this embodiment, the trends in stock price and trading volume of the target company are evaluated using the exposure index, the number of exposures, and the degree of deviation. This allows for appropriate calculation of exposure data and, consequently, enables a good evaluation of trends in stock price and trading volume.
[0137] Although embodiments of the present invention have been described above, the specific configurations of the present invention are not limited to the embodiments described above. The present invention also includes forms in which modifications and changes are made to the above embodiments without departing from the spirit of the invention. [Explanation of symbols]
[0138] 1. Information Processing Device 11 Control Unit 111 Instruction Reception Department 112 Exposure Average Value Calculation Unit 113 Exposure index calculation section 114 Exposure number calculation department 115 Moving average calculation section 116 Exposure tendency determination section 117 Deviation rate calculation section 118 Stock Price Trend Evaluation Department 12 Storage section 121 Exposure Time Database 122 Exposure Count Database 13 Input section 14 Drive unit 15 Display 16 Communications Department 19 bus 2. Information Processing Programs 9. Communication Network
Claims
1. A means for calculating the exposure index for each unit period for the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation period, A means for calculating the number of exposures of the company being evaluated in each of the aforementioned unit periods, The system includes means for evaluating the trend of at least one of the stock price and trading volume of the company being evaluated, using the exposure index and the number of exposures. An information processing device characterized by the following:
2. A means for calculating the exposure index for each unit period for the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation period, Means for calculating the degree of deviation of the exposure index for each unit period from the short-term moving average or long-term moving average of the exposure index for each unit period, The system includes means for evaluating the trend of at least one of the stock price and trading volume of the company being evaluated, using the exposure index and the degree of deviation. An information processing device characterized by the following:
3. A means for calculating the exposure index for each unit period for the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation period, A means for calculating the number of exposures of the company being evaluated in each of the aforementioned unit periods, Means for calculating the degree of deviation of the exposure index for each unit period from the short-term moving average or long-term moving average of the exposure index for each unit period, The system includes means for evaluating the trend of at least one of the stock price and trading volume of the company being evaluated, using the exposure index, the number of exposures, and the degree of deviation. An information processing device characterized by the following:
4. This is a method performed by an information processing device. The steps include: calculating the exposure index for each unit period for the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation period; A step of calculating the number of exposures of the company being evaluated in each of the aforementioned unit periods, The step includes evaluating the trend of at least one of the stock price and trading volume of the company being evaluated, using the exposure index and the number of exposures. An information processing method characterized by the following:
5. This is a method performed by an information processing device. The steps include: calculating the exposure index for each unit period for the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation period; A step of calculating the degree of deviation of the exposure index for each unit period from the short-term moving average or long-term moving average of the exposure index for each unit period, The process includes the step of evaluating the trend of at least one of the stock price and trading volume of the company being evaluated, using the exposure index and the degree of deviation. An information processing method characterized by the following:
6. This is a method performed by an information processing device. The steps include: calculating the exposure index for each unit period for the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation period; A step of calculating the number of exposures of the company being evaluated in each of the aforementioned unit periods, A step of calculating the degree of deviation of the exposure index for each unit period from the short-term moving average or long-term moving average of the exposure index for each unit period, The process includes the step of evaluating the trend of at least one of the stock price and trading volume of the company being evaluated, using the exposure index, the number of exposures, and the degree of deviation. An information processing method characterized by the following:
7. A process for calculating the exposure index for each unit period for the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation period, A process for calculating the number of exposures of the company being evaluated in each of the aforementioned unit periods, The information processing device is instructed to perform a process of evaluating the trend of at least one of the stock price and trading volume of the company being evaluated, using the exposure index and the number of exposures. An information processing program characterized by the following features.
8. A process for calculating the exposure index for each unit period for the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation period, A process for calculating the degree of deviation of the exposure index for each unit period from the short-term moving average or long-term moving average of the exposure index for each unit period, The information processing device is instructed to perform a process of evaluating the trend of at least one of the stock price and trading volume of the company being evaluated, using the exposure index and the degree of deviation. An information processing program characterized by the following features.
9. A process for calculating the exposure index for each unit period for the company to be evaluated by dividing the exposure time of the company to be evaluated in each predetermined unit period by the average value of the exposure time per unit period per company in a predetermined calculation period, A process for calculating the number of exposures of the company being evaluated in each of the aforementioned unit periods, A process for calculating the degree of deviation of the exposure index for each unit period from the short-term moving average or long-term moving average of the exposure index for each unit period, The information processing device is made to perform a process of evaluating the trend of at least one of the stock price and trading volume of the company being evaluated, using the exposure index, the number of exposures, and the degree of deviation. An information processing program characterized by the following features.
Citation Information
Patent Citations
Stock price prediction device and stock price prediction system
JP2004240964A