التفاصيل البيبلوغرافية
| العنوان: |
Reliability study of stock index forecasting in volatile and trending cities using public sentiment ——based on word2Vec and LSTM models. |
| المؤلفون: |
Ma, Yuanyuan1,2 (AUTHOR), Liu, Chenglong1 (AUTHOR) chenglongliu0401@163.com, Zhang, Jie Tian1,2 (AUTHOR), Liu, Yanze1,2 (AUTHOR) |
| المصدر: |
Applied Economics. Sep2023, Vol. 55 Issue 43, p5013-5032. 20p. 1 Color Photograph, 4 Diagrams, 14 Charts, 15 Graphs. |
| مصطلحات موضوعية: |
*PUBLIC opinion, *STOCK price indexes, *MARKET volatility, *INVESTORS, *RENMINBI, *FINANCIAL futures, *SENTIMENT analysis, CITIES & towns |
| الشركة/الكيان: |
CABLE News Network |
| مستخلص: |
Accurate forecasting of the stock market has always been a key concern of academics and investors, and few researchers have discussed the reliability of stock index forecasting in volatile and trending markets based on public sentiment. This article will first use Word2Vec and CNN to classify the sentiment of 754,000 text data excavated from the Oriental Fortune Stock Forum and construct public sentiment indicators; then, select characteristic parameters such as the closing value of the Shanghai Composite Index, the inflow of northbound funds, and the exchange rate of RMB against the US dollar. Introducing sentiment indicators and building an LSTM model to explore the effect of public sentiment factors on the prediction of the Shanghai Composite Index in the unilateral rise, unilateral fall, and volatile markets. The research shows that the reliability of using public sentiment to predict unilateral falling and volatile markets is high, especially the prediction error of predicting volatile markets is the smallest. In addition, it is also found that due to the existence of the 'disposition effect', the error is significantly larger when using public sentiment factors to predict the unilateral rising market. [ABSTRACT FROM AUTHOR] |
|
Copyright of Applied Economics is the property of Routledge and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.) |
| قاعدة البيانات: |
Business Source Index |
