DocumentCode :
3721412
Title :
Stock trends prediction combining the public opinion analysis
Author :
Guiying Wei; Weiwei Zhang; Lei Zhou
Author_Institution :
School of Management, University Of Science and Technology Beijing, China
fYear :
2015
fDate :
7/1/2015 12:00:00 AM
Firstpage :
1
Lastpage :
6
Abstract :
Stock market is complex and volatile, the stock price trends is not only related to the stock price history, but also have a certain correlation with the national policy, the economic environment and the unexpected events of company. Most of the existing stock market prediction methods are only based on the history of stock price and neglect the influence of public sentiment. Nowadays, Social networks such as micro-blog are developing rapidly and will greatly affect the behavior of investors. In this paper we present a system that combined the existing stock prediction method based on technical indicator with the public opinion analysis, and introduce the definition of micro-blog influence factors. The experiments on The Shanghai Composite Index show that this method can achieve higher accuracy than a single source system.
Keywords :
"Stock markets","Blogs","Indexes","Market research","Fans","Regression analysis","Sentiment analysis"
Publisher :
ieee
Conference_Titel :
Logistics, Informatics and Service Sciences (LISS), 2015 International Conference on
Type :
conf
DOI :
10.1109/LISS.2015.7369692
Filename :
7369692
Link To Document :
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