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q-fin.CP2022★ 1 cited
A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model
Chenrui Zhang, Xinyi Wu, Hailu Deng +1
Based on the commentary data of the Shenzhen Stock Index bar on the EastMoney website from January 1, 2018 to December 31, 2019. This paper extracts the embedded investor sentiment…
q-fin.CP2022
Deep learning based Chinese text sentiment mining and stock market correlation research
Chenrui Zhang
We explore how to crawl financial forum data such as stock bars and combine them with deep learning models for sentiment analysis. In this paper, we will use the BERT model to trai…