SIA OpenIR  > 数字工厂研究室
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)
Department数字工厂研究室
Conference Name2017 4th International Conference on Information Science and Control Engineering (ICISCE)
Conference DateJuly 21-23, 2017
Conference PlaceChangsha, China
Source Publication2017 4th International Conference on Information Science and Control Engineering (ICISCE)
PublisherIEEE
Publication PlaceNew York
2017
Pages150-153
Indexed ByEI ; CPCI(ISTP)
EI Accession number20180304655936
WOS IDWOS:000427368200033
Contribution Rank1
ISBN978-1-5386-3013-6
KeywordStock Comment Emotional Analysis Time Series Correlation
AbstractPrevious 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.
Language英语
Citation statistics
Document Type会议论文
Identifierhttp://ir.sia.cn/handle/173321/21297
Collection数字工厂研究室
Corresponding AuthorLi R(李瑞)
AffiliationDigital Factory Laboratory, Shenyang Institute of Automation, Shenyang, China
Recommended Citation
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.
Files in This Item: Download All
File Name/Size DocType Version Access License
An Analysis of the C(424KB)会议论文 开放获取CC BY-NC-SAView Download
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Li R(李瑞)]'s Articles
[Zheng ZY(郑泽宇)]'s Articles
[Fu DZ(付殿峥)]'s Articles
Baidu academic
Similar articles in Baidu academic
[Li R(李瑞)]'s Articles
[Zheng ZY(郑泽宇)]'s Articles
[Fu DZ(付殿峥)]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Li R(李瑞)]'s Articles
[Zheng ZY(郑泽宇)]'s Articles
[Fu DZ(付殿峥)]'s Articles
Terms of Use
No data!
Social Bookmark/Share
File name: An Analysis of the Correlation between Internet Public Opinion and Stock Market.pdf
Format: Adobe PDF
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.