基于知识图谱的智能投资决策 (Intelligent Investment Decision Based on Knowledge Graph)
Chinese Abstract: 如何能将海量非结构化数据为投资所用,从海量的新闻中挖掘有用的信 息,对于投资决策至关重要。本文研究金融知识图谱的自动构建,把多源数据, 包括结构化数据、半结构化数据以及非结构化数据,整合在一起,将金融市场错 综复杂的关系以知识图谱的方式刻画。在此基础上,进一步研究基于知识图谱的 关联实体挖掘,解决财经新闻与股票实体的对应影响关系识别问题。本文最后设 计实验,模拟真实投资策略进行回测,取得了较高的超额收益,验证了本文算法 的有效性。
Year of publication: |
2019
|
---|---|
Authors: | Wang, Shaokai |
Other Persons: | Wang, Ziao (contributor) ; Zhang, Xiaofeng (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Saved in:
freely available
Saved in favorites
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