Constructing Financial Sentimental Factors in Chinese Market Using Techniques of Natural Language Processing
Natural language processing, as one of the most promising fields of machine learning, has achieved great development recently and has been used in financial market. In this project, we are aiming to use an algotithm to analyze text data from influential financial websites to construct a sentimental factor which represents the daily sentiment of the market.
And papers here: English version and 中文版.
Correlation Between Sentimental Factor and Chinese Markets
Time Series of Sentimental Factor and Chinese Markets
- As for SSE,
- As for SZSE,
- Junfeng Jiang
- Jiahao Li
- AI&FintechLab of Likelihood Technology
- Sun Yat-sen University