The present study examines the impact of short-term public opinion sentiment on the secondary market,with a focus on the potential for such sentiment to cause dramatic stock price fluctuations and increase investment ...The present study examines the impact of short-term public opinion sentiment on the secondary market,with a focus on the potential for such sentiment to cause dramatic stock price fluctuations and increase investment risk.The quantification of investment sentiment indicators and the persistent analysis of their impact has been a complex and significant area of research.In this paper,a structured multi-head attention stock index prediction method based adaptive public opinion sentiment vector is proposed.The proposedmethod utilizes an innovative approach to transform numerous investor comments on social platforms over time into public opinion sentiment vectors expressing complex sentiments.It then analyzes the continuous impact of these vectors on the market through the use of aggregating techniques and public opinion data via a structured multi-head attention mechanism.The experimental results demonstrate that the public opinion sentiment vector can provide more comprehensive feedback on market sentiment than traditional sentiment polarity analysis.Furthermore,the multi-head attention mechanism is shown to improve prediction accuracy through attention convergence on each type of input information separately.Themean absolute percentage error(MAPE)of the proposedmethod is 0.463%,a reduction of 0.294% compared to the benchmark attention algorithm.Additionally,the market backtesting results indicate that the return was 24.560%,an improvement of 8.202% compared to the benchmark algorithm.These results suggest that themarket trading strategy based on thismethod has the potential to improve trading profits.展开更多
基金funded by the Major Humanities and Social Sciences Research Projects in Zhejiang higher education institutions,grant number 2023QN082,awarded to Cheng ZhaoThe National Natural Science Foundation of China also provided funding,grant number 61902349,awarded to Cheng Zhao.
文摘The present study examines the impact of short-term public opinion sentiment on the secondary market,with a focus on the potential for such sentiment to cause dramatic stock price fluctuations and increase investment risk.The quantification of investment sentiment indicators and the persistent analysis of their impact has been a complex and significant area of research.In this paper,a structured multi-head attention stock index prediction method based adaptive public opinion sentiment vector is proposed.The proposedmethod utilizes an innovative approach to transform numerous investor comments on social platforms over time into public opinion sentiment vectors expressing complex sentiments.It then analyzes the continuous impact of these vectors on the market through the use of aggregating techniques and public opinion data via a structured multi-head attention mechanism.The experimental results demonstrate that the public opinion sentiment vector can provide more comprehensive feedback on market sentiment than traditional sentiment polarity analysis.Furthermore,the multi-head attention mechanism is shown to improve prediction accuracy through attention convergence on each type of input information separately.Themean absolute percentage error(MAPE)of the proposedmethod is 0.463%,a reduction of 0.294% compared to the benchmark attention algorithm.Additionally,the market backtesting results indicate that the return was 24.560%,an improvement of 8.202% compared to the benchmark algorithm.These results suggest that themarket trading strategy based on thismethod has the potential to improve trading profits.
