语言表达与经济价值:基于金融话语多特征情感分析的股指预测实证研究

IF 3.6 3区 管理学 Q2 COMPUTER SCIENCE, INFORMATION SYSTEMS
Geyang Hu, Yifang Liu
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引用次数: 0

摘要

随着股票市场的日益多样化和复杂化,准确可行的股票指数预测已成为股票投资者的迫切需求。金融话语作为股票市场变化的重要驱动力,可以引导投资者的情绪,从而影响股票的交易和股票市场的发展。因此,基于金融话语情感视角的股指预测逐渐成为研究热点。通过对已有文献的分析,发现目前相关研究中使用的模型并不理想,预测不准确,存在方法单一、选择指标少、分析区域狭窄等问题。针对上述问题,本研究提出了一个整合多个特征情感指数的LSTM模型,构建TextCNN情感指数和隐喻力量指数,定量分析新闻文本的情感表达和语义使用,然后将这些指数整合到LSTM神经网络模型中,对上证指数进行预测。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Language Expression and Economic Value: An Empirical Study on Stock Index Prediction Based on Multi-Feature Emotional Analysis of Financial Discourse
As the stock market becomes increasingly diverse and complex, an accurate and feasible prediction of stock index has become an urgent demand for stock investors. As an important driver of changes in the stock market, financial discourse can guide investors' emotions, thus affecting the trading of stocks and the development of the stock market. Therefore, the prediction of stock index from the perspective of financial discourse emotion has gradually become a hotspot of research. Through the analysis of the existing literature, it is found that the models used in the current relevant research are not ideal, the prediction is not accurate, and there are problems such as single method, few selection indicators, narrow analysis area, etc. To solve the above problems, this study proposes an LSTM model integrating multiple feature emotional indexes, constructs the TextCNN emotional index and the metaphorical power index to quantitatively analyze the emotional expression and semantic use of news text, and then integrates the indexes into the LSTM neural network model to predict the Shanghai Stock Exchange Index.
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来源期刊
Journal of Organizational and End User Computing
Journal of Organizational and End User Computing COMPUTER SCIENCE, INFORMATION SYSTEMS-
CiteScore
6.00
自引率
9.20%
发文量
77
期刊介绍: The Journal of Organizational and End User Computing (JOEUC) provides a forum to information technology educators, researchers, and practitioners to advance the practice and understanding of organizational and end user computing. The journal features a major emphasis on how to increase organizational and end user productivity and performance, and how to achieve organizational strategic and competitive advantage. JOEUC publishes full-length research manuscripts, insightful research and practice notes, and case studies from all areas of organizational and end user computing that are selected after a rigorous blind review by experts in the field.
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