作　　者： (代江波）; (毛建华）; (延丰）; (刘学锋）;

机构地区： 上海大学通信与信息工程学院,上海200444

出　　处： 《电子测量技术》 2017年第8期53-57,共5页

摘　　要： 为满足对金融市场的进一步了解以及股价预测的需求,结合投资者的情感倾向提出了一种基于TA/SA(technical analysis/sentimental analysis)的股票价格预测模型,建立投资者情感与未来股票价格之间的关系的方案。该方案主要包括获取情感指数,建立回归模型以及计算未来股票收盘价。利用该模型预测200只股票价格并与SVM和BP神经网络两种模型预测结果进行比较,结果显示所提出模型的预测正确率分别提高了10.9%和7.4%,表明该模型具有更好的预测准确性和实用价值。 In order to meet further understanding of the financial market and the demand for the stock price forecast in advance. This paper proposed a stock price forecasting model based on TA/SA （technical analysis/sentimental analysis）, which aims to establish the relationship between sentiment and future stock price. The application mainly includes： get sentiment index, establish regression model and the calculation of future stock closing price. This model predicted 9,00 stock prices, compared with predicted results of SVM and BP neural network, and the correct rate of the proposed model increased by 10. 9~ and 7. 4%, which shows that the model has better prediction accuracy and practical value.

关 键 词： 股票价格预测 情感指数 回归模型