Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 469, Issue -, Pages 390-396Publisher
ELSEVIER
DOI: 10.1016/j.physa.2016.11.114
Keywords
Investor sentiment; Thermal optimal path; Stock market; Dynamic analysis
Categories
Funding
- National Natural Science Foundation of China [71501175, 71203218]
- Shandong Independent Innovation and Achievement Transformation Special Fund of China [2014ZZCX03302]
- Open Project of Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences
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With the development of the social network, the interaction between investors in stock market became more fast and convenient. Thus, investor sentiment which can influence their investment decisions may be quickly spread and magnified through the network, and to a certain extent the stock market can be affected. This paper collected the user comments data from a popular professional social networking site of China stock market called Xueqiu, then the investor sentiment data can be obtained through semantic analysis. The dynamic analysis on relationship between investor sentiment and stock market is proposed based on Thermal Optimal Path (TOP) method. The results show that the sentiment data was not always leading over stock market price, and it can be used to predict the stock price ;only when the stock has high investor attention. (C) 2016 Elsevier B.V. All rights reserved.
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