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文字探勘在總體經濟上之應用- 以美國聯準會會議紀錄為例 / The application of text mining on macroeconomics : a case study of FOMC minutes黃于珊, Huang, Yu Shan Unknown Date (has links)
本研究以1993年到2017年3月間的193篇FOMC Minutes作為研究素材,先採監督式學習方法,利用潛在語意分析(latent semantic analysis,LSA)萃取出升息、降息及不變樣本的潛在語意,再以線性判別分析(Linear Discriminant Analysis, LDA)進行分類;此外,本研究亦透過非監督式學習方法中的探索性資料分析(Exploratory Data Analysis, EDA),試圖從FOMC Minutes中找尋相關變數。研究結果發現,LSA可大致區分出升息、降息及不變樣本的特徵,而EDA能找出不同時期或不同類別下的重要單詞,呈現文本的結構變化,亦能進行文本分群。 / In this study, 193 FOMC Minutes from 1993 to March 2017 were used as research materials. The latent semantic analysis (LSA) in supervised learning methods was used to extract the potential semantics of interest rate increased, decreased, and unchanged samples, and then linear discriminant analysis (LDA) was used for classification. In addition, this study attempts to find relevant variables from FOMC Minutes through exploratory data analysis (EDA) in unsupervised learning methods. The results show that LSA can distinguish the characteristics of interest rate increased, decreased, and unchanged samples. EDA can find relevant words in different periods or different categories, show changes in the text structure, and can also classify the texts.
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