Investor emotion index construction method, heterogeneous subject market simulation method, equipment and medium

A technology of construction method and simulation method, applied in the field of big data, can solve problems such as the inability to realize effective research by investors
CN112732866APending Publication Date: 2021-04-30BEIHANG UNIV

Patent Information

Authority / Receiving Office
CN · China
Current Assignee / Owner
BEIHANG UNIV
Publication Date
2021-04-30

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Abstract

The invention provides an investor emotion index construction method, a heterogeneous subject market simulation method, equipment and a medium. The investor emotion index construction method comprises the following steps: selecting a plurality of first-class investor emotion indexes from candidate investor emotion agent indexes through correlation analysis; mining and analyzing the stock comment text through a text mining method to obtain a second type of investor emotion indexes; and performing principal component analysis on the plurality of first-class investor emotion indexes and the second-class investor emotion indexes to obtain the investor emotion index. The investor emotion index provided by the invention is constructed by principal component analysis of a traditional investor emotion agent index and an investor emotion index obtained by text mining, and the investor emotion index can more effectively realize measurement of the investor emotion.
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Description

technical field

[0001] The present invention relates to the field of big data. Specifically, the application relates to a method for constructing an investor sentiment index, a method for simulating a heterogeneous subject market, equipment and media. Background technique

[0002] Psychological factors have always been the final factors that affect people's analysis of problems and decision-making, and are also factors that are more difficult to measure intuitively than other factors. The impact on the investment field is mainly reflected in emotions. For example, there are a large number of retail investors in my country's stock market, and their capital is small and they are easily influenced by other investors.

[0003] Maintaining the stability of the stock market depends on the stability of investor sentiment. At this stage, many behavioral finance studies are based on investor sentiment. The research on investor sentiment at this stage mainly includes the measurement ...

Claims

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