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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

Pending Publication Date: 2021-04-30
BEIHANG UNIV
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0008] The existing heterogeneous main body model simply divides investors into two types: fundamental value investors and technical investors, and the investor sentiment index introduced by it is only constructed from proxy indicators of investor sentiment at the macro level. Therefore, the existing heterogeneous agent model cannot achieve effective research on the process of forming expectations of various investors in the stock market.

Method used

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

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Embodiment 1

[0060] This embodiment provides a method for constructing investor sentiment index, such as Figure 1 to Figure 3 As shown, the construction method of the investor sentiment index includes:

[0061] Step S101. Select several first-type investor sentiment indicators from candidate investor sentiment proxy indicators through correlation analysis.

[0062] Specifically, step S101 includes the following sub-steps:

[0063] Sub-step S1011, determine candidate investor sentiment proxy indicators.

[0064] Optionally, the candidate investor sentiment proxy indicators determined in this embodiment include closing price, highest price, lowest price, rise and fall, trading volume, earnings per share (EPS), book value per share (BPS), Cash flow (CFPS), price-earnings ratio (PE), price-to-sales ratio (PB), price-to-sales ratio (PS) and volatility in the past 120 days, the first type of investor sentiment indicators mentioned include the highest price, rise and fall, per 12 indicators s...

Embodiment 2

[0130] This embodiment provides a method for simulating a heterogeneous subject market.

[0131] Compared with the existing heterogeneous subject model, the heterogeneous subject model in this embodiment divides investors into three categories, namely: investors affected by emotions and macroeconomic factors, investors affected only by macroeconomic factors Investors who are influenced by factors and investors who are completely unaffected by emotional and macroeconomic factors. Further, investors affected by sentiment and macroeconomic factors are subdivided into fundamental value investors and technical investors.

[0132] Before introducing the implementation steps of the simulation method of the heterogeneous main body market in this embodiment, we first introduce the construction process of the improved heterogeneous main body model used in this embodiment:

[0133]According to the classic heterogeneous agent model proposed by Brock and Hommes (Reference: Brock W A, Homm...

Embodiment 3

[0251] Image 6 A schematic structural diagram of the electronic device 300 provided in the embodiment of the present application, such as Figure 7 As shown, the electronic device 300 includes a processor 301 and a memory 303 , and the processor 301 and the memory 303 are connected, such as through a bus 302 .

[0252] The processor 301 may be a CPU, a general purpose processor, a DSP, an ASIC, an FPGA or other programmable devices, a transistor logic device, a hardware component or any other combination. It can implement or execute the various illustrative logical blocks, modules and circuits described in connection with the present disclosure. The processor 301 may also be a combination that implements computing functions, for example, a combination of one or more microprocessors, a combination of a DSP and a microprocessor, and the like.

[0253] Bus 302 may include a path for communicating information between the components described above. The bus 302 may be a PCI bus...

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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.

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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Application Information

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IPC IPC(8): G06F16/33G06F16/41G06F16/435G06F40/289G06Q40/06
CPCG06F16/3344G06F16/41G06F16/435G06F40/289G06Q40/06
Inventor 张军欢智超
Owner BEIHANG UNIV
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