本文選題：文本挖掘 + 量化投資�。� 參考：《上海交通大學(xué)》2015年碩士論文

【摘要】：互聯(lián)網(wǎng)應(yīng)用的滲透不斷上升使得網(wǎng)上的信息量爆發(fā)性增長(zhǎng),與此同時(shí),通過(guò)對(duì)于互聯(lián)網(wǎng)上的文本挖掘,產(chǎn)生了不同于原有投資分析方法的新的框架。應(yīng)用市場(chǎng)情緒指標(biāo)的投資策略應(yīng)運(yùn)而生。本文首先研究對(duì)比了傳統(tǒng)行業(yè)的分析框架以及新興行業(yè)的分析框架,并對(duì)現(xiàn)有的市場(chǎng)情緒分析方法就行了梳理和總結(jié)。其次,分析和研究爬蟲(chóng)算法以及網(wǎng)頁(yè)數(shù)據(jù)結(jié)構(gòu),設(shè)計(jì)了網(wǎng)絡(luò)爬蟲(chóng)程序,對(duì)互聯(lián)網(wǎng)上的用戶討論信息進(jìn)行了抓取,為指數(shù)的構(gòu)建提供了數(shù)據(jù)基礎(chǔ)。再次,通過(guò)設(shè)定主題討論數(shù)量、主流媒體新聞報(bào)道量、資金流入占比以及板塊內(nèi)漲停版數(shù)目四個(gè)參數(shù)作為情緒指標(biāo)的代理變量,對(duì)其進(jìn)行處理和合成,構(gòu)建了情緒指標(biāo)的模型。并以此設(shè)計(jì)了投資策略。最后運(yùn)用構(gòu)建完成的指標(biāo),對(duì)智能家居以及3D打印兩個(gè)TMT行業(yè)的板塊進(jìn)行了實(shí)證研究。驗(yàn)證了情緒指標(biāo)在投資決策過(guò)程中的實(shí)踐意義。
[Abstract]:The penetration of Internet applications has increased the amount of information on the Internet. At the same time, through the text mining on the Internet, a new framework which is different from the original method of investment analysis has been created. The analysis framework of the emerging industry and the existing market sentiment analysis methods have been combed and summarized. Secondly, the crawler algorithm and the web data structure are analyzed and studied, the web crawler program is designed, the user discussion information on the Internet is captured, and the data base for the construction of the index is provided. Again, the theme is set by setting the subject. On the quantity, the mainstream media news coverage, the capital inflow account ratio and the four parameters of the intra plate fluctuation version as the agent variables of the emotional index, they are processed and synthesized, and the model of the emotional index is constructed. And the investment strategy is designed. Finally, the construction targets are used to print two TMT lines to the smart home and 3D. An empirical study of the industry sector is carried out to verify the practical significance of emotional indicators in the investment decision-making process.
【學(xué)位授予單位】：上海交通大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類號(hào)】：TP311.13;F832.51

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本文編號(hào)：2010813