• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文会议>International Summer Semi-Virtual Conference on Computer and Information Science >Sentiment Analysis of Stock Market Investors and Its Correlation with Stock Price Using Maximum Entropy
【24h】

Sentiment Analysis of Stock Market Investors and Its Correlation with Stock Price Using Maximum Entropy

机译：基于最大熵的股市投资者情绪分析及其与股价的相关性

获取原文
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

To study the correlation between the sentiment of the stock market investors and the stock price, this paper uses Python web crawler to crawl for 20 representative stocks on the Shanghai Stock Exchange (SSE) with two-year's data and the comment text of related stocks in Guba. Through the extraction and preprocessing on the crawled data, a classifier model using maximum entropy is built to classify stock-related comments into three sentiment labels for analysis. Eventually the sentiment index of investor is established to compare with the fluctuation of stock price. The comparison shows that there is a correlation between the sentiment index of investor and the volatility of stock price, which is beneficial to help investor monitor public opinion and adopts diverse strategies in the stock market.
机译：为了研究股市投资者情绪与股价之间的相关性，本文使用Python网络爬虫，结合两年的数据和古坝相关股票的评论文本，在上海证券交易所（SSE）上爬行20只代表性股票。通过对爬网数据的提取和预处理，建立了基于最大熵的分类器模型，将股票相关评论分类为三个情绪标签进行分析。最终建立投资者情绪指数，与股价波动进行比较。比较表明，投资者情绪指数与股价波动性之间存在相关性，这有助于投资者在股市中监控舆论，采取多元化策略。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号