基于论坛投资者情绪的上证指数预测

The Prediction of Shanghai Composite Index Based on BBS Investor Sentiment

网络时代,人们倾向利用网络表达观点和情绪。股吧作为股民交流平台,能够直观反映投资者对当日股票市场的看法。通过现代技术手段量化这种投资者情感,至关重要。利用爬虫技术以东方财富网上证指数股吧帖子标题为例进行分析。建立表达投资者情绪的＂多方＂和＂空方＂词典。利用词典中词语频数的变动代表＂多方＂和＂空方＂情绪的变动。并利用BP神经网络模型,对上证指数短期内的收盘价进行预测。

At the Internet age,people tend to use network to express self-view and emotions. Stock BBS can express investors＇ views of the stock market directly as a shareholder communication platform. By using the crawler technology,this paper takes an example of analysis of the title of Shanghai Composite Index forums in the Eastmoney. com to establish the＂bullish＂and ＂bearish＂dictionary that express the investor＇s mood. The change of word frequency on behalf of the mood changes. BP neural network model is used to predict the closing price of the Shanghai Composite Index in the short term.