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Emotional Measurement Of Stock Investors Based On Entropy Weight Method

Posted on:2019-01-20Degree:MasterType:Thesis
Country:ChinaCandidate:Y J WangFull Text:PDF
GTID:2429330545960927Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
The main research object of this paper seems to be just an index of emotional investors in the capital market.In fact,it contains the philosophy of China's “qi”.“If the air is extremely bad,the bad will be full,and if it is the best,” this is the cycle of yin and yang of Tai Chi in China.reason.Investors' sentiment in participating in the stock market is reflected in the truth that “Yang Sheng is bad and Yin Sheng is strong”.It creates opportunities in the panic and desperation of market investors,and hides risks in the market investors' frantic pursuit.Reciprocate,repeat again and again.This paper hopes to quantify the sensitivity of investor sentiment changes simply by showing the characteristics of the most basic data such as opening price,highest price,lowest price,closing price,and trading volume in the K line.The most intuitionistic market sentiment results reflected by the quantified indicators were used to judge market sentiment.It is hoped that the timing of investors' participation in the market can be resolved through the emotional measurement of investment participants in China's capital market,and the perspectives will be further developed at the level of individual stocks through the composition of the Shanghai Stock Exchange 50,the Shanghai-Shenzhen 300,and the CSI 500 Index.The stock is measured in order to be able to give a reference and judgment in the direction of the stock selection of the investment when the investment opportunity comes.This paper mainly uses the method of entropy weight to deal with the obtained indicators,and obtains the capital market sentiment measurement model.The model has dynamic adjustment weights,passive screening of smaller reference factors,greater adaptability,and can be used in most processes that require weight determination.Through modeling and analysis,the results show that the measurement based on some basic factors can basically achieve the purpose of the stock market sentiment measurement,and can play a certain reference value for investing in different types of stocks.
Keywords/Search Tags:emotional behavior, fluctuations, timing, entropy
PDF Full Text Request
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