Forecasting SSE Composite Index Using Media News

摘要：

　　This article tries to forecast an important Chinese stock market index,SSE Composite Index by using media sentiment index.We use sentiment analysis technology to construct media sentiment index based on the news of official media representative Xinwen Lianbo and mass media representative Hexun.com.Empirical results demonstrate that the accuracy is 62.13%with a rise of 10.08%after introducing sentiment variables,which indicates that media sentiment is a key factor of Chinese stock market.

关键词： Sentiment analysis Stock market Support Vector Machine,SSE Composite Index

作者: Rui Ren Desheng Wu

作者单位: School of Economics and Management,University of Chinese Academy of Sciences,Beijing 100190,China

会议类型: 国际会议

会议名称: The 2017 Service SystemEngineering Conference & 2017 Symposium on Analytics and Risk (SSEC&SAR 2017)(中国系统工程学会服务系统工程分会2017年年会暨2017年风险分析学术研讨会)

会议地点: 上海

会议语种:英文

页码: 282-284

在线出版日期: 2017-07-07（万方平台首次上网日期，不代表论文的发表时间）