| 基于对称三角模糊集的股票投资者情绪传播模型 |
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| 引用本文： | 王会东,李兆东,姚金丽,余德淦.基于对称三角模糊集的股票投资者情绪传播模型[J].自动化学报,2020,46(5):1031-1043. |
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| 作者姓名： | 王会东 李兆东 姚金丽 余德淦 |
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| 作者单位： | 1.山东财经大学管理科学与工程学院 济南 250014 |
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| 基金项目： | 国家自然科学基金(61402260, 71790603)资助 |
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| 摘 要： | 投资者情绪是股票市场中普遍存在的一种非理性行为, 是导致股票价格波动的重要因素. 本文采用模糊集合理论, 从微观视角下研究股票投资者情绪的传播过程. 采用对称三角模糊集合描述股票投资者思维的模糊性, 用模糊股价预期表示投资者情绪, 建立了股票投资者情绪的传播模型, 提出了三种基本的投资者情绪传播方式. 以股吧社区中的投资者情绪传播为例, 说明了所提出的股票投资者情绪传播模型的有效性.
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| 关 键 词： | 社交网络 模糊舆情网络 情绪传播 对称三角模糊集合 |
| 收稿时间： | 2019-06-05 |
Sentimental Propagation Model of Stock Investors Based on Symmetric Triangular Fuzzy Set |
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| Affiliation: | 1.School of Management Science and Engineering, Shandong University of Finance and Economics, Jinan 2500142.Business School, Sun Yat-sen University, Guangzhou 5102753.The Center for Accounting and Finance Institutions, Sun Yat-sen University, Guangzhou 510275 |
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| Abstract: | As a universal irrational behavior in stock market, investor sentiment is a significant factor leading to the fluctuation of stock price. Based on fuzzy sets theory, the propagation process of stock investor sentiment is studied from a micro perspective. The symmetrical triangular fuzzy set is used to depict fuzziness of stock investors' viewpoints, and the fuzzy stock price expectation for investor sentiment. The propagation model of stock investor sentiment is proposed, where three basic propagation types of investors' sentiment are introduced. The effectiveness of the proposed model is demonstrated via the investor sentiment propagation in the “guba”community. |
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