An Analysis of the Correlation between Internet Public Opinion and Stock Market

CORC > 沈阳自动化研究所 > 中国科学院沈阳自动化研究所 > 数字工厂研究室

	An Analysis of the Correlation between Internet Public Opinion and Stock Market
	Zheng ZY(郑泽宇); Fu DZ(付殿峥); Li R(李瑞)
	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)
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
内容类型	会议论文
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.