Summary: | 近年來科技、網路以及儲存媒介的發達,產生的資料量呈現爆炸性的成長,也宣告了巨量資料時代的來臨。擁有巨量資料代表了不必再依靠傳統抽樣的方式來蒐集資料,分析數據也不再有資料收集不足以致於無法代表母題的限制。突破傳統的限制後,巨量資料的精隨在於如何從中找出有價值的資訊。
以擁有大量輿論和人際互動資訊的社群網站為例,就有相關學者研究其情緒與股價具有正相關性,本研究也試著利用同樣具有巨量資料特性的網路新聞,抓取中央新聞社2013年7月至2014年5月之經濟類新聞共計30,879篇,結合新聞主題偵測與追蹤技術及情感分析,利用新聞事件相似的概念,透過連結匯聚成網絡並且分析新聞的情緒和股價指數的關係。
研究結果顯示,新聞事件間可以連結成一特定新聞主題,且能在龐大的網絡中找出不同的新聞主題,並透過新聞主題之連結產生新聞主題脈絡。對此提供一種新的方式來迅速了解巨量新聞內容,也能有效的回溯新聞主題及新聞事件。
在新聞情緒和股價指數方面,研究發現新聞情緒影響了股價指數之波動,其相關係數達到0.733562;且藉由情緒與心理線及買賣意願指標之比較,顯示新聞的情緒具有一定的程度能夠成為股價判斷之參考依據。
=== In recent years, the technology, network, and storage media developed, the amount of generated data with the explosive growth, and also declared the new era of big data. Having big data let us no longer rely on the traditional sample ways to collect data, and no longer have the issue that could not represent the population which caused by the inadequate data collection. Once we break the limitations, the main spirit of big data is how to find out the valuable information in big data.
For example, the social network sites (SNS) have a lot of public opinions and interpersonal information, and scholars have founded that the emotions in SNS have a positive correlation with stock prices. Therefore, the thesis tried to focus on the news which have the same characteristic of big data, using the web crawl to catch total of 30,879 economics news articles form the Central News Agency, furthermore, took the “Topic Detection & Tracking” and “Sentiment Analysis” technology on these articles. Finally, based on the concept of the similarity between news articles, through the links converging networks and analyze the relevant between news sentiment and stock prices.
The results shows that news events can be linked to specific news topics, identify different news topics in a large network, and form the news topic context by linked news topics together. The thesis provides a new way to quickly understand the huge amount of news, and backtracking news topics and news event with effective.
In the aspect of news sentiment and stock prices, the results shows that the news sentiments impact the fluctuations of stock prices, and the correlation coefficient is 0.733562. By comparing the emotion with psychological lines & trading willingness indicators, the emotion is better than the two indicators in the stock prices determination.
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