Stock Prediction Model Based On Sentiment Analysis Research

With the increasingly development of Internet, more and more people rely onInternet, search information and to share. At the same time, equity investors isbecoming more and more tend to through the network platform to obtain financialinformation and communicate investment ideas. Judge a BBS contains rich emotionaltendency information, financial data and investors information of BBS has becomethe important factors influencing the investor psychology and behavior. Therefore,judge a BBS is used to study the stock market volatility is of great significance.Irrationality behavior finance, stock market investor’s psychology and behaviorwill influence the stock market situation, make the value of the shares out of its own,but the comments have a lot of information such as stock investor sentiment andaction, and the equity research has very important significance. Compared withforeign is already very mature financial securities market, China’s stock market is stillin the exploratory stage, for short-term trading stock speculators is more, they willthrough various channels and search for information to make decisions. And judge aBBS is all kinds of investors access to news sources of important channel, therefore,mining analysis stock comment is of great significance in the BBS.Based on the theory of behavioral finance and online comments on textclassification technology, and launched online for investors to review behavioranalysis, the main research of the relationship between market performance and BBSto review. To judge a BBS the preliminary processing of information, research usersPosting behavior and hypothesis testing. And use the text categorization technology toextract the BBS to review the investor sentiment index, combined with the relevantfinancial information, from the market performance, market segments, the foodindustry, the four stocks data level to research online to review the impact on the stockmarket.Research results show that the BBS to review information has important value,the yield of the market with abnormal there is close contact between postings, market has effect on the weekend. From the point of market segments, excess returns of theplates with there is correlation between judge a variable. The study of the foodindustry, there was a link between the industry’s performance and to review factors.Quantitative analysis in order to judge a variable and stock market influence eachother, based on the analysis of individual stocks, set up a stock price prediction basedon principal component regression model for empirical analysis.