With the highly integration of the Internet world and the real world, Internet information not only provides real-time and effective data for financial investors, but also helps them understand market dynamics, and en...With the highly integration of the Internet world and the real world, Internet information not only provides real-time and effective data for financial investors, but also helps them understand market dynamics, and enables investors to quickly identify relevant financial events that may lead to stock market volatility. However, in the research of event detection in the financial field, many studies are focused on micro-blog, news and other network text information. Few scholars have studied the characteristics of financial time series data. Considering that in the financial field, the occurrence of an event often affects both the online public opinion space and the real transaction space, so this paper proposes a multi-source heterogeneous information detection method based on stock transaction time series data and online public opinion text data to detect hot events in the stock market. This method uses outlier detection algorithm to extract the time of hot events in stock market based on multi-member fusion. And according to the weight calculation formula of the feature item proposed in this paper, this method calculates the keyword weight of network public opinion information to obtain the core content of hot events in the stock market. Finally, accurate detection of stock market hot events is achieved.展开更多
This article presents the formal definition and description of popular topics on the Internet,analyzes the relationship between popular words and topics,and finally introduces a method that uses statistics and correla...This article presents the formal definition and description of popular topics on the Internet,analyzes the relationship between popular words and topics,and finally introduces a method that uses statistics and correlation of the popular words in traffic content and network flow characteristics as input for extracting popular topics on the Internet.Based on this,this article adapts a clustering algorithm to extract popular topics and gives formalized results.The test results show that this method has an accuracy of 16.7%in extracting popular topics on the Internet.Compared with web mining and topic detection and tracking(TDT),it can provide a more suitable data source for effective recovery of Internet public opinions.展开更多
文摘With the highly integration of the Internet world and the real world, Internet information not only provides real-time and effective data for financial investors, but also helps them understand market dynamics, and enables investors to quickly identify relevant financial events that may lead to stock market volatility. However, in the research of event detection in the financial field, many studies are focused on micro-blog, news and other network text information. Few scholars have studied the characteristics of financial time series data. Considering that in the financial field, the occurrence of an event often affects both the online public opinion space and the real transaction space, so this paper proposes a multi-source heterogeneous information detection method based on stock transaction time series data and online public opinion text data to detect hot events in the stock market. This method uses outlier detection algorithm to extract the time of hot events in stock market based on multi-member fusion. And according to the weight calculation formula of the feature item proposed in this paper, this method calculates the keyword weight of network public opinion information to obtain the core content of hot events in the stock market. Finally, accurate detection of stock market hot events is achieved.
基金was supported by the National Natural Science Foundation of China (Grant No.60574087)the Hi-Tech Research and Development Program of China (2007AA01Z475,2007AA01Z480,2007A-A01Z464)the 111 International Collaboration Program of China.
文摘This article presents the formal definition and description of popular topics on the Internet,analyzes the relationship between popular words and topics,and finally introduces a method that uses statistics and correlation of the popular words in traffic content and network flow characteristics as input for extracting popular topics on the Internet.Based on this,this article adapts a clustering algorithm to extract popular topics and gives formalized results.The test results show that this method has an accuracy of 16.7%in extracting popular topics on the Internet.Compared with web mining and topic detection and tracking(TDT),it can provide a more suitable data source for effective recovery of Internet public opinions.