An Analysis of the Correlation between Internet Public Opinion and Stock Market
文献类型：会议论文
| 作者 | Zheng ZY(郑泽宇) ; Fu DZ(付殿峥); Li R(李瑞)
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| 出版日期 | 2017 |
| 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 |
| 关键词 | stock comment emotional analysis time series correlation |
| 页码 | 150-153 |
| 通讯作者 | Li R(李瑞) |
| 中文摘要 | 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. |
| 收录类别 | EI ; CPCI（ISTP） |
| 产权排序 | 1 |
| 会议录 | 2017 4th International Conference on Information Science and Control Engineering (ICISCE)
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| 会议录出版者 | IEEE |
| 会议录出版地 | New York |
| 语种 | 英语 |
| ISBN号 | 978-1-5386-3013-6 |
| WOS记录号 | WOS:000427368200033 |
| 源URL | [http://ir.sia.cn/handle/173321/21297]  |
| 专题 | 沈阳自动化研究所_数字工厂研究室 |
| 作者单位 | Digital Factory Laboratory, Shenyang Institute of Automation, Shenyang, China |
| 推荐引用方式 GB/T 7714 | Zheng ZY,Fu DZ,Li R. An Analysis of the Correlation between Internet Public Opinion and Stock Market[C]. 见:2017 4th International Conference on Information Science and Control Engineering (ICISCE). Changsha, China. July 21-23, 2017. |
入库方式： OAI收割
来源：沈阳自动化研究所
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