北京大学学报（自然科学版）2017，Vol.53Issue(2)：273-278,6.DOI:10.13209/j.0479-8023.2017.037
基于文本信息的股票指数预测
Stock Index Prediction Based on Text Information
摘要
Abstract
Sentiment analysis strategy was used to predict stock market index.Support vector machine was applied to construct predict model based on textual information (i.e.,lexical information,sentimental words,and sentiment categories) extracted from social media and stock indicators.Experiment results show that the proposed method can obtain the best results,compared with many different predictive model.关键词
股票预测/情感分析/支持向量回归(SVR)Key words
stock index prediction/sentiment analysis/support vector regression (SVR)分类
信息技术与安全科学引用本文复制引用
董理,王中卿,熊德意..基于文本信息的股票指数预测[J].北京大学学报（自然科学版）,2017,53(2):273-278,6.基金项目
国家自然科学基金(61403269)和江苏省自然科学基金(BK20140355)资助 （61403269）
