欢迎来到天天文库
浏览记录
ID:49823208
大小:11.98 MB
页数:155页
时间:2020-03-04
《投资者网络信息传播与情绪扩散的理论模型和实证分析.pdf》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、新的方法。一(5)构建了投资者网络情绪模型,给出了投资者网络情绪指数构建的般方法。通过文本分析技术提取出投资者网络情绪指数,并使用该指数对投资者情绪与股票市场的收益之间的关系进行了实证研巧。关键词:投资者网络,社交网络,信息传播,竞争传播,小波系数,变点检测,投资者情绪IIIAbsirad:I-rnvestorsinstockmarketarenotinisolationwhiletheselfoanizeintotheinvestor,yg打etwork.Theyobtainstockmarketinformation,
2、紋changeideasofstockmarket,andventtheiremotionsthrouhtheinvestornetwork.Investorsi打化enetworkhavethehighlygs-orandheeroenecharacerisicstiitheiractiesdynamicelfizationantitttatmakeviti,g,gybecomemoreandmorecomplicated.Sothetraditionalmodelsandresearchmethodsof
3、,behavioralfi打ancearedificulttoaccuratelydescribenotonlythemicroscoicinteractionpbehaviorbetweenusersbutalsothemacroscopicphenomenonofinformatio打disseminationandsentimentdifusion.InnowdaystheinvestornetworkoftenworksthrouhtheSocial,gNetworkServiceSNS.Inview
4、ofthisweusethei打t郑discilinarideasandmethods化(),pystudyinformationdisseminationandsentimentdiffusionmodelsinSNStodescribehowtheinformationdisseminationandsentimentdifusionin化einvestor打etworkafectthestockrice‘p虹thepaper,wefocusontheinformationdisseminat
5、ionandsentimentdifusionininvestornetwork.Theresearchoninformation化sseminationininvestornetworkinc山d的twoaspects:Firstlywethinkaboutthetheorofinformationdissertationininvestornetwork.We,ypropose过newmodelforinformatio打dissemi打ationinsocialnetworks.Thedynami
6、cequationofinformationdisseminationismo化fied,inwhichtheinfectiousprobabilityisdefinedasafunctionofthehomoeneitandheteroeneitbetweennodes.Moreoverwegygy,nume-investigatericallythebehaviorofthemodelonarealscalefreesocialsite.Wefindaatou-nfomationthtinitils
7、readerswihbigtdereeofcanaccelerateirdissemination.Weakpgtiesbetweennodesplayanimportantroleininformationdisseminationprocess.Specially,selectingweaktiespreferentiallycanma
此文档下载收益归作者所有