事件驱动的股市预测关键技术研究.pdf

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ClassifiedIndex:TP183U.D.C:004.8DissertationfortheMaster’sDegreeinEngineeringRESEARCHONKEYTECHNOLOGIESOFEVENT-DRIVENSTOCKMARKETPREDICTIONCandidateZhangWenboSupervisorProf.LiuTingAcademicDegreeAppliedforMasterofEngineeringSpecialityComputerScienceandTechnologyAffiliation

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-I-ġƂˏƓ/őūƓū̝ʼnūwυɁAbstractStockpredictingisaparticularlychallengingtask.Thetheoreticalbasisofthispaperisthe“effectivemarkethypothesis”,namelyinthestockmarketwithsoundlaw,goodfunction,hightransparencyandful

10、lcompetition,allvaluableinformationhasbeentimely,accuratelyandfullyreflectedinthetrendofthestockprice,whichissimply“informationeffective”.Therefore,itisreasonabletomodeltherelationshipbetweeneventsandstockpricevolatilitybyeventstudy.Recommendappropriatestockbuyingbasedoneventinfor

11、mation,thenchoosetherighttimetose