Research On Investor Sentiment Index Based On Text Mining Of Socialized Media

With the continuous development of economic system and financial mechanism in the direction of marketization,C hina's financial market construction has made great progress.It has formed a market system with basic initial scale and clear division of labor.But C hina's financial market started late.Compared with foreign financial markets,C hina's financial market is small,with low opening level and unbalanced market development,and the mechanism needs to continue to develop and improve.At the same time,traders not mature investment ideas,methods and unregulated market operations to make the performance of the stock market and the development of the real economy deviating.The financial market has undergone major changes.Investors tend to change their behavior because of irrational factors.The change of this behavior affects the asset pricing and the expected trend of the asset in the capital market,thus affecting the financial market.The hallmark of the new era of the Internet is the emergence of various social networks.The emergence of social network has fully aroused the enthusiasm of Internet users.In the process of information transmission,the role is transformed from passive recipient to active creator.Now every day there are a large number of users of original data,the data condensing the public opinion about the social problems and views,the public actively express their opinion of market and individual stocks,and other social networks of the participants in a market problems were discussed.Social networks also make it more difficult to choose real and effective information when providing access to information to the public.Information acquired by investors tends to affect their attitude towards financial markets and change their investment behavior.The analysis of the study of existing information on social media activities partly reflects on the strength of the market and expectations,therefore this pap er,taking social network information as the breakthrough point,to start a research on investor sentiment.This paper studies the interaction between the degree of the investor's activity information in the network platform and the performance of the stock market.This article uses C hina's largest financial portal—East Wealthy,as the source of data,ShenZheng100 Index as the screening sample.According to the text mining technology,grasp relevant text data,construct the professional domain emotional dic tionary.Emotional analysis is used to study the emotional tendency of investors.Select the emotional proxy variables to construct the investor sentiment index,and make the empirical with the ShenZheng100 index.It verifies that there is a significant correlation between investor sentiment and stock market to explain the strong stock market.