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首页> 外文会议>International Symposium on Computer Engineering and Intelligent Communications >A Study of Relationship between Investor Sentiment and Stock Price : Realization of Investor Sentiment Classification Based on Bayesian Model
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A Study of Relationship between Investor Sentiment and Stock Price : Realization of Investor Sentiment Classification Based on Bayesian Model

机译：投资者情绪与股价的关系研究：基于贝叶斯模型的投资者情绪分类实现

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摘要

The effectiveness of China’s stock market is low, and the degree of information disclosure is worse than that of capital markets in developed countries. In particular, GEM stocks are slow to reflect basic supply and demand factors, and investor sentiment will have an impact on GEM stock prices. This paper selects the historical posting data of “GEM Finger Bar” of Eastmoney website. Firstly, Bayesian model algorithm is used to classify the sentiment of text comments, and investor sentiment proxy variables are constructed. Then, through correlation analysis and Granger causality test, the relationship between investor sentiment and the GEM stock price in China is empirically studied. The results show that there is a strong correlation between GEM stock prices and investor sentiment.
机译：中国股市的有效性低，信息披露程度比发达国家的资本市场更糟糕。特别是，创业板股较慢，以反映基本供需因素，投资者情绪将对宝石股价产生影响。本文选择了Eastmoney网站的“宝石手指栏”的历史帖子数据。首先，贝叶斯模型算法用于对文本评论的情绪进行分类，构建投资者情绪代理变量。然后，通过相关分析和格兰杰因果关系测试，经验研究了投资者情绪与中国宝石股价之间的关系。结果表明，宝石股价与投资者情绪之间存在强烈的相关性。

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