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Financial event-oriented hybrid causal relationship discovery method

A causal relationship and discovery method technology, applied in finance, instruments, electrical digital data processing, etc., can solve the problem that the causal relationship cannot be quickly identified and discovered, and achieve the effect of rapid identification and discovery

Active Publication Date: 2020-04-17
GUANGDONG UNIV OF TECH
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  • Description
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Problems solved by technology

[0003] In order to solve the problem that the causal relationship in financial events cannot be quickly identified and discovered, the present invention provides a hybrid causal relationship discovery method oriented to financial events

Method used

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  • Financial event-oriented hybrid causal relationship discovery method
  • Financial event-oriented hybrid causal relationship discovery method
  • Financial event-oriented hybrid causal relationship discovery method

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Embodiment Construction

[0035] The accompanying drawings are for illustrative purposes only and cannot be construed as limiting the patent;

[0036] In order to better illustrate this embodiment, some parts in the drawings will be omitted, enlarged or reduced, and do not represent the size of the actual product;

[0037] For those skilled in the art, it is understandable that some well-known structures and descriptions thereof may be omitted in the drawings.

[0038] The technical solutions of the present invention will be further described below in conjunction with the accompanying drawings and embodiments.

[0039] A hybrid causality discovery method for financial events, comprising the following steps:

[0040] S1. Obtain a financial event text data set;

[0041] S2. Extract text event causality from the financial event text data set; specifically through the following text event causality extraction architecture:

[0042] Input layer: use Stanford Parser to perform data preprocessing on the fi...

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Abstract

The invention discloses a financial event-oriented hybrid causal relationship discovery method. The method comprises the following steps of: firstly, extracting a causal relationship of a text event;finding out the change trend of the attention index of the time sequence corresponding to the event on the Baidu index in combination with the keyword corresponding to the text event, i.e., searchingan index curve, and deducing the causal relationship of the time sequence event by using the transfer entropy; finally, using a maximum likelihood estimation method for fusing a causal relationship extraction result and a result obtained through causal relationship inference based on time series data of a search index curve, and generating causal relationship discovery. The method can be used forquickly discriminating and discovering causal relationships contained in financial event pairs.

Description

technical field [0001] The invention relates to the technical field of causality discovery of financial events, in particular to a hybrid causality discovery method for financial events. Background technique [0002] In the context of economic globalization, the study of the causality of financial events has important reference significance for the formulation of national macro-control policies. For example, the changes in the total amount of imports and exports brought about by the opening of the free trade zone have a certain impact on the stock prices of foreign trade companies. This impact can be refined as the release of financial policies has a causal relationship with the development of export-oriented companies, that is, financial policy adjustments leading to an increase in the company's share price. At the same time, with the rapid development of natural language processing technology, there are already a large number of research foundations in the fields of text ...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F16/332G06F16/36G06Q40/00
CPCG06F16/332G06F16/367G06Q40/00
Inventor 林海涛蔡瑞初
Owner GUANGDONG UNIV OF TECH
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