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An Analysis of the Correlation between Internet Public Opinion and Stock Market
Li R(李瑞); Zheng ZY(郑泽宇); Fu DZ(付殿峥)
作者部门数字工厂研究室
会议名称2017 4th International Conference on Information Science and Control Engineering (ICISCE)
会议日期July 21-23, 2017
会议地点Changsha, China
会议录名称2017 4th International Conference on Information Science and Control Engineering (ICISCE)
出版者IEEE
出版地New York
2017
页码150-153
收录类别EI ; CPCI(ISTP)
EI收录号20180304655936
WOS记录号WOS:000427368200033
产权排序1
ISBN号978-1-5386-3013-6
关键词Stock Comment Emotional Analysis Time Series Correlation
摘要Previous studies have shown that changes in human emotions or public opinions can have an impact on volatility of stock market. In this paper, we make use of the unstructured comments data from the stock forum on the Shanghai Composite Index to generate the structural emotion time series of the stock market based on a series of methods including word segmentation, feature extraction, machine learning and modeling techniques. Then, we analyze the relationship between the stock price changes and the emotional index. From the results, it can be seen that stock emotional index has strong interaction with volatility of stock market. Therefore, the emotion index changes may be used as a tool for future stock market trend prediction.
语种英语
引用统计
文献类型会议论文
条目标识符http://ir.sia.cn/handle/173321/21297
专题数字工厂研究室
通讯作者Li R(李瑞)
作者单位Digital Factory Laboratory, Shenyang Institute of Automation, Shenyang, China
推荐引用方式
GB/T 7714
Li R,Zheng ZY,Fu DZ. An Analysis of the Correlation between Internet Public Opinion and Stock Market[C]. New York:IEEE,2017:150-153.
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