面向金融市场走势预测的在线论坛公众情绪挖掘与演化分析算法研究

项目名称： 面向金融市场走势预测的在线论坛公众情绪挖掘与演化分析算法研究

项目编号： No.61502222

项目类型： 青年科学基金项目

立项/批准年度： 2016

项目学科： 自动化技术、计算机技术

项目作者： 卜湛

作者单位： 南京财经大学

项目金额： 21万元

中文摘要： 随着在线金融论坛的兴起，越来越多的信息充斥着金融市场，影响投资者决定，从而直接或间接地影响金融市场的价格走势。已有的金融市场走势预测研究仅仅考虑时间序列的交易数据，如何从在线金融论坛蕴含的海量数据中提取出有价值的公众投资情绪，融合到传统的市场走势预测模型中，以提高预测模型的性能和效率，已成为一个新兴的研究方向。为此，本课题将对公众情绪的挖掘算法、演化机制以及融合公众情绪的市场走势预测模型展开研究。首先，从用户和内容两个角度出发研究垃圾意见检测算法；其次，研究基于情感计算的交互级联模型和公众情绪时间序列表示模型；再次，研究融合公众情绪的市场走势预测模型。在理论研究的基础上，设计并实现原型系统展示公众情绪随时间的演化过程，并实时的展示市场走势预测结果，以真实数据验证所取得成果，验证理论研究，并发现其中的有趣现象和规律。本课题的研究有望对金融市场走势预测的理论和应用实践提供重要的补充和推动作用。

中文关键词： 在线金融论坛；垃圾意见检测；情感计算；公众情绪；市场走势预测

英文摘要： As the rapid development of online financial forum, an increasing number of information is filed in the entire financial market, which affects the decision making of investors, and may further have a direct or indirect influence on the price movement of financial market. Existing research on financial market forecasting model only focus on the time series of transaction data, how to combine the valuable public mood information from online financial forum with traditional market forecasting model has become a hot research topic, so that the effectiveness and efficiency of prediction model will be enhance. The project will conduct research on key theory and technology of public mood detection algorithm, its evolution mechanism, and the market forecasting model incorporating public mood information. Firstly, opinion spam detection technology based on author features and review features will be investigated. Secondly, to analyze the evolution of public mood, the interactive cascade mode based affective computing and the time series representation model of public mood will be studied. Thirdly, the market forecasting model incorporating public mood will be researched. Finally, based on the theoretical study, a prototype system will be designed and implemented, so that a visualization of the whole process of public mood detection and evolution will be provided. These, in turn, will validate the value of the theoretical research, and has great potential to help people to discovery some interesting phenomenon and rules. This declared project would be expected to complement and promote both theoretical research and practical applications of the financial market forecasting.

英文关键词： Online Financial Forum;Opinion Spam Detection;Affective Computing;Public Mood;Market Forecasting