市场情绪对股票走势的影响分析及预测
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Analysis and Forecast of the Influence of Market Sentiment on Stock Trend
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    摘要:

    为探究投资者情绪对股票走势的影响,利用R软件的爬虫技术将人们对股票市场的看法抓取下来,将文本中的隐含情绪分为积极、消极及中性3种类别,并依此构建情绪得分作为市场情绪量化的结果。 利用单位根检验等方法对上证指数与投资者情绪的因果关系进行探究并建立VAR模型。为更好地判断市场情绪对股票走势的影响程度,分别构建加入情绪得分前后的BP神经网络模型对上证指数收益率进行预测,比较两个模型的优劣,从而发现当股票预测模型加入市场情绪指标后误差更小,预测更为准确。

    Abstract:

    In order to explore the impact of investor sentiment on the stock trend, the crawler technology of R software was used to capture people's views on the stock market, and the implied emotions in the text were divided into three categories, namely positive, negative and neutral, based on which the sentiment score was constructed as the quantitative result of market sentiment. Then, the unit root test and other methods were used to explore the causal relationship between The Shanghai Composite Index and investor sentiment and establish the VAR model. In order to better judge the degree of influence of market sentiment on stock trend, BP neural network models were built respectively before and after the addition of sentiment score to predict the return rate of Shanghai Stock Index. The advantages and disadvantages of the two models were compared, and it was found that the error of stock prediction model after the addition of market sentiment index become smaller and more accurate.

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詹冰清,屈波怡.市场情绪对股票走势的影响分析及预测[J].科技与产业,2021,21(04):51-57

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  • 在线发布日期: 2021-04-22
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