High Quality Topic Extraction from Business News Explains Abnormal Financial Market Volatility

• Ryohei Hisano ,

  * E-mail: em072010@yahoo.co.jp

  Affiliations ETH Zurich, Department of Management, Technology and Economics, Zurich, Switzerland, The Canon Institute for Global Studies, Tokyo, Japan

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• Didier Sornette,

  Affiliations ETH Zurich, Department of Management, Technology and Economics, Zurich, Switzerland, Swiss Finance Institute, Zurich, Switzerland

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• Takayuki Mizuno,

  Affiliations The Canon Institute for Global Studies, Tokyo, Japan, University of Tsukuba, Doctoral Program in Computer Science, Graduate School of Systems and Information Engineering, Ibaraki, Japan, The University of Tokyo, Graduate School of Economics, Tokyo, Japan

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• Takaaki Ohnishi,

  Affiliations The Canon Institute for Global Studies, Tokyo, Japan, The University of Tokyo, Graduate School of Economics, Tokyo, Japan

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• Tsutomu Watanabe

  Affiliations The Canon Institute for Global Studies, Tokyo, Japan, The University of Tokyo, Graduate School of Economics, Tokyo, Japan

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