计算机科学 ›› 2021, Vol. 48 ›› Issue (6A): 143-150.doi: 10.11896/jsjkx.201000016
张同明, 张宁
ZHANG Tong-ming, ZHANG Ning
摘要: 投资者情绪被广泛应用于股票市场的研究中。文中对国内外有关投资者情绪指数的文献进行梳理,将投资者情绪指标的度量和构建方法分为3类。第一类方法利用市场调查指标直接替代投资者情绪。第二类方法选取与股票市场有关的单一经济变量或组合变量作为度量投资者情绪指数的代理变量。第三类从社交媒体中获取有价值的信息构建投资者情绪指数,其中包括数据源的选取和文本情感分类两部分。对情感分类中的机器学习方法进行总结。最后基于投资者情绪看涨指数,对不同程度的投资者情绪进行细致划分,利用文档主题生成(Latent Dirichlet Allocation,LDA)模型的主题提取功能,进一步提出主题情感指数(Topic-Sentiment Index,TSI)。该指数克服了目前研究中仅考虑文本信息中情感特征的单一因素的问题,在结论部分指出当前研究的不足和面临的挑战,旨在为未来研究提供一定的借鉴。
中图分类号:
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