Computer Science ›› 2019, Vol. 46 ›› Issue (11A): 122-126.

• Intelligent Computing • Previous Articles     Next Articles

Stock Text Theme Recognition Based on Deep Fusion

ZHANG Jia-hui, CHEN Zhi-yuan, ZHAO Feng, AN Zhi-yong, XIE Qing-song   

  1. (School of Computer Science and Technology,Shandong Technology and Business University,Yantai,Shandong 264005,China)
  • Online:2019-11-10 Published:2019-11-20

Abstract: The stock market occupies an important position in the capital market and is a barometer of the economy.Experts' comments on stocks are an important basis for investors to make investment decisions.Therefore,how to quickly and effectively capture the subject information of many expert stock reviews has become a hot spot in the field of stock research.However,most stock text topic recognition algorithms currently use a single standard for their feature selection methods and classification models.In general,a single standard can only reflect the recognition of a text topic from one side,and cannot fully capture the subject's main features.In fact,different feature selection criteria and classifier models understand the text from different sides,and the captured feature information has strong complementarity.To this end,in order to improve the accuracy of the theme recognition of stock texts,this paper has a multi-faceted fusion of stock texts from the perspective of information fusion,it includes:1)Feature selection layer,which performs weighted fusion on multiple feature selection methods to enable it to fully characterize stock text features;2)The decision-making layer,based on SVM-score,performs decision-making layer fusion on multiple classifiers,which can improve the accuracy of text recognition.Experiments based on measured data show that the recognition accuracy of the multi-layer fusion algorithm proposed in this paper is significantly improved compared with the single-mode text topic recognition method.

Key words: Feature fusion, Feature selection, Subject recognition, SVM-score, Text categorization

CLC Number: 

  • TP391
[1]张晨希.数据挖掘技术在股票预测中的应用[D].合肥:安徽大学,2006.
[2]梁雪玲.LG-trader:基于局部泛化误差和特征选择的股票交易决策支持[D].广州:华南理工大学,2014.
[3]卜乐.我国上市公司股票股利与长期股票价格相关性研究[D].上海:东华大学,2014.
[4]汤浩.股票收益分布函数分析及价格预测[D].武汉:武汉科技大学,2004.
[5]KIM K J.Financial time series forecasting using support vector machines [J].Neurocomputing,2003,55(1):307-319.
[6]方匡南,纪宏,路逊.股票技术指标相似性与有效性研究[J].统计与信息论坛,2009,24(9):26-30.
[7]李妍.基于集成学习的股票买卖点预测研究[D].西安:西北大学,2018.
[8]HAN M,XI J H,XU S G.Prediction of chaotic time series based on the recurrent predictor neural network[J].IEEE Transactions on Signal Processing,2004,52(12):3409-3416.
[9]GUYON I,ELISSEEFF A.An introduction to variable and feature selection[J].Journal of Machine Learning Research,2003(3):1157-1182.
[10]张润莲,张昭,彭小金,等.基于Fisher分和支持向量机的特征选择算法[J].计算机工程与设计,2014,35(12):4145-4190.
[11]宋哲理,王超,王振飞.基于MapReduce的多级特征选择机制[J].计算机科学,2018,45(S2):478-483,489.
[12]MAO X,ZHAO G,SUN R.Naive Bayesian algorithm classification model with local attribute weighted based on KNN [C]∥Proc of IEEE Information Technology,Networking,Electronic and Automation Control Conference.IEEE,2017:904-908.
[13]汪东升,黄传河,黄晓鹏,等.电信大数据文本挖掘算法及应用[J].计算机科学,2017(12):238-244.
[14]数据堂.停用词集合[DB/OL].http://www.datatang.com/data/19300/.Data Hall.Stop word collection[DB/OL].http://www.datatang.com/data/19300/ .
[15]王纵虎,刘速.一种成对约束限制的半监督文本聚类算法[J].计算机科学,2016,43(12):190-195.
[16]李荣陆.文本分类及其相关技术研究[D].上海:复旦大学,2005.
[17]刘付勇,高贤强,张著.基于改进贝叶斯概率模型的推荐算法[J].计算机科学,2017,44(5):285-289.
[18]MESLEH A W.Chi square feature extraction based SVMs Arabic Language Text Categorization system[J].Journal of Computer Science,2007,3(6):430-435.
[19]CHANG Ch C,LIN C -J.LIBSVM:A library for support vector machines[J].ACM Transactions on Intelligent Systems and Technology,2011,2(27):1-27.
[20]NASON G P .Wavelet Shrinkage Using Cross-Validation[J].Journal of the Royal Statistical Society:Series B (Methodological),1996,58(2):463-479.
[1] LI Bin, WAN Yuan. Unsupervised Multi-view Feature Selection Based on Similarity Matrix Learning and Matrix Alignment [J]. Computer Science, 2022, 49(8): 86-96.
[2] HU Yan-yu, ZHAO Long, DONG Xiang-jun. Two-stage Deep Feature Selection Extraction Algorithm for Cancer Classification [J]. Computer Science, 2022, 49(7): 73-78.
[3] ZHANG Ying-tao, ZHANG Jie, ZHANG Rui, ZHANG Wen-qiang. Photorealistic Style Transfer Guided by Global Information [J]. Computer Science, 2022, 49(7): 100-105.
[4] CHENG Cheng, JIANG Ai-lian. Real-time Semantic Segmentation Method Based on Multi-path Feature Extraction [J]. Computer Science, 2022, 49(7): 120-126.
[5] KANG Yan, WANG Hai-ning, TAO Liu, YANG Hai-xiao, YANG Xue-kun, WANG Fei, LI Hao. Hybrid Improved Flower Pollination Algorithm and Gray Wolf Algorithm for Feature Selection [J]. Computer Science, 2022, 49(6A): 125-132.
[6] YU Shu-hao, ZHOU Hui, YE Chun-yang, WANG Tai-zheng. SDFA:Study on Ship Trajectory Clustering Method Based on Multi-feature Fusion [J]. Computer Science, 2022, 49(6A): 256-260.
[7] YANG Yue, FENG Tao, LIANG Hong, YANG Yang. Image Arbitrary Style Transfer via Criss-cross Attention [J]. Computer Science, 2022, 49(6A): 345-352.
[8] CHEN Yong-ping, ZHU Jian-qing, XIE Yi, WU Han-xiao, ZENG Huan-qiang. Real-time Helmet Detection Algorithm Based on Circumcircle Radius Difference Loss [J]. Computer Science, 2022, 49(6A): 424-428.
[9] SUN Jie-qi, LI Ya-feng, ZHANG Wen-bo, LIU Peng-hui. Dual-field Feature Fusion Deep Convolutional Neural Network Based on Discrete Wavelet Transformation [J]. Computer Science, 2022, 49(6A): 434-440.
[10] LAN Ling-xiang, CHI Ming-min. Remote Sensing Change Detection Based on Feature Fusion and Attention Network [J]. Computer Science, 2022, 49(6): 193-198.
[11] FAN Xin-nan, ZHAO Zhong-xin, YAN Wei, YAN Xi-jun, SHI Peng-fei. Multi-scale Feature Fusion Image Dehazing Algorithm Combined with Attention Mechanism [J]. Computer Science, 2022, 49(5): 50-57.
[12] LI Fa-guang, YILIHAMU·Yaermaimaiti. Real-time Detection Model of Insulator Defect Based on Improved CenterNet [J]. Computer Science, 2022, 49(5): 84-91.
[13] DONG Qi-da, WANG Zhe, WU Song-yang. Feature Fusion Framework Combining Attention Mechanism and Geometric Information [J]. Computer Science, 2022, 49(5): 129-134.
[14] LI Peng-zu, LI Yao, Ibegbu Nnamdi JULIAN, SUN Chao, GUO Hao, CHEN Jun-jie. Construction and Classification of Brain Function Hypernetwork Based on Overlapping Group Lasso with Multi-feature Fusion [J]. Computer Science, 2022, 49(5): 206-211.
[15] CHU An-qi, DING Zhi-jun. Application of Gray Wolf Optimization Algorithm on Synchronous Processing of Sample Equalization and Feature Selection in Credit Evaluation [J]. Computer Science, 2022, 49(4): 134-139.
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
No Suggested Reading articles found!