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題名 Crowd View: Converting Investors` Opinions into Indicators
作者 黃瀚萱
Huang, Hen-Hsen
貢獻者 資科系
關鍵詞 Applications: Finance ,AI: Natural Language Processing
日期 2019-08
上傳時間 4-Jun-2021 14:38:28 (UTC+8)
摘要 This paper demonstrates an opinion indicator (OI) generation system, named Crowd View, with which traders can refer to the fine-grained opinions, beyond the market sentiment (bullish/bearish), from crowd investors when trading financial instruments. We collect the real-time textual information from Twitter, and convert it into five kinds of OIs, including the support price level, resistance price level, price target, buy-side cost, and sell-side cost. The OIs for all component stocks in Dow Jones Industrial Average Index (DJI) are provided, and shown with the real-time stock price for comparison and analysis. The information embedding in the OIs and the application scenarios are introduced.
關聯 Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence (IJCAI-19), IJCAI, pp.6500-6502
資料類型 conference
DOI https://doi.org/10.24963/ijcai.2019/936
dc.contributor 資科系
dc.creator (作者) 黃瀚萱
dc.creator (作者) Huang, Hen-Hsen
dc.date (日期) 2019-08
dc.date.accessioned 4-Jun-2021 14:38:28 (UTC+8)-
dc.date.available 4-Jun-2021 14:38:28 (UTC+8)-
dc.date.issued (上傳時間) 4-Jun-2021 14:38:28 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/135520-
dc.description.abstract (摘要) This paper demonstrates an opinion indicator (OI) generation system, named Crowd View, with which traders can refer to the fine-grained opinions, beyond the market sentiment (bullish/bearish), from crowd investors when trading financial instruments. We collect the real-time textual information from Twitter, and convert it into five kinds of OIs, including the support price level, resistance price level, price target, buy-side cost, and sell-side cost. The OIs for all component stocks in Dow Jones Industrial Average Index (DJI) are provided, and shown with the real-time stock price for comparison and analysis. The information embedding in the OIs and the application scenarios are introduced.
dc.format.extent 254414 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence (IJCAI-19), IJCAI, pp.6500-6502
dc.subject (關鍵詞) Applications: Finance ,AI: Natural Language Processing
dc.title (題名) Crowd View: Converting Investors` Opinions into Indicators
dc.type (資料類型) conference
dc.identifier.doi (DOI) 10.24963/ijcai.2019/936
dc.doi.uri (DOI) https://doi.org/10.24963/ijcai.2019/936