Multidimensional Market Unstructured Information Quantification and Feature Extraction

Document Type

Conference Proceeding

Publication Date

1-1-2022

Abstract

Stock market volatility is influenced by a combination of multidimensional market information. This study is based on a multidimensional market information perspective in response to a single dimensional study, and synergistically considers the combined effects of international, domestic, macro and micro factors to achieve the research objective of better analyzing stock market operation and identifying stock market risks. For the massive and rapidly spreading Internet information, it is obviously difficult to complete the work of emotion extraction of text information by relying on the manual method of judging its influence trend. Therefore, it is one of the key tasks of this paper to automate the work of extracting and quantifying sentiment from unstructured text data by technical means.

Publication Title

Proceedings - 2022 3rd International Conference on Computer Science and Management Technology, ICCSMT 2022

First Page Number

527

Last Page Number

530

DOI

10.1109/ICCSMT58129.2022.00117

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