计算机科学 ›› 2020, Vol. 47 ›› Issue (5): 79-83.doi: 10.11896/jsjkx.190400145
赵澄, 叶耀威, 姚明海
ZHAO Cheng, YE Yao-wei, YAO Ming-hai
摘要： 股票市场的情绪可以在一定程度上反映投资者的行为并影响其投资决策。市场新闻作为一种非结构性数据,能够体现并引导市场的大环境情绪,与股票价格一同成为至关重要的市场参考数据,能够为投资者的投资决策提供有效帮助。文中提出了一种可以准确、快速地建立针对海量新闻数据的多维情绪特征向量化方法,利用支持向量机(Support Victor Machine,SVM)模型来预测金融新闻对股票市场的影响,并通过bootstrap来减轻过拟合问题。在沪深股指上进行实验的结果表明,相比于传统模型,所提方法能够将预测准确度提高约8%,并在3个月的回测实验中获得了6.52%的超额收益,证明了其有效性。
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