跳到主要內容

簡易檢索 / 詳目顯示

研究生: 廖政豪
Zheng-Hao Liao
論文名稱: 建構隱含狄利克雷分布模型--以文本情感分析解析
指導教授: 葉英傑
Ying-Chieh Yeh
口試委員:
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理研究所
Graduate Institute of Industrial Management
論文出版年: 2024
畢業學年度: 112
語文別: 中文
論文頁數: 38
中文關鍵詞: 文字探勘財經分析文字情感分析主題模型隱含狄利克雷分布
外文關鍵詞: Text Mining, Financial Analysis, Text Sentiment Analysis, Latent Dirichlet Allocation, Topic Modeling
相關次數: 點閱:9下載:0
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 現代獲取資訊的方式多且雜亂,由於現如今軟硬體的計算能力提高,及多種相關應用技術的發展,對大量資料擷取與分析變得容易許多,也因此數據分析相關的領域與研究逐漸受到重視。
    為了處理這些非結構化的資訊,透過某些統計方法和演算法(像是本篇論文將使用的隱含狄利克雷分布與文字情感分析),將文字量化,轉換為有意義的數字,進而得到重要的參考資料或可供決策的數據。
    以隱含狄利克雷分布建構文本模型,提取出其中的主題占比,以這些主題資訊通過文本情感分析再加以分析並以得出的結果依照文字的兩極性進行分類,判斷出此文字中表述的觀點是正面的、負面的、或是中性的評價。
    以此得出的分類結果,依照文章領域的不同,可以用作不同用途,若是應用在金融市場,可以判斷出目前金融的趨勢,或是普遍對於大環境或特定產業等的看好度,在投資領域中,資訊落差是一項需要持續克服的難關,若以金融相關新聞帶進模型,藉由這些整理過的資料,期望取得可以幫助投資人加強判斷或做預測的基礎資訊。
    本論文將以財經金融新聞作為實驗對象,使用網路爬蟲的方式,將大量的新聞文章內容等精準提取,以整理過的資訊再透過隱含狄利克雷模型與文本情感分析做出新聞標題與內容的資訊提取,賦予這些資訊情感級別,將其量化,最終再與同個時段的金融市場加權指數對比,驗證此實驗是否適用於此金融分析方式。


    Nowadays, information acquisition has become diverse and chaotic. With the improvement of computing power in both hardware and software, as well as the development of various
    related application technologies, handling large amounts of data extraction and analysis has become much easier, leading to increased attention to data analysis-related fields and
    research.
    To deal with this unstructured information, certain statistical methods and algorithms (such as the Latent Dirichlet Allocation model and text sentiment analysis used in this paper) are employed to quantify text, converting it into meaningful numerical data, which can then be used as important reference information or data for decision-making.
    Using the Latent Dirichlet Allocation model to construct a text model, the proportions of the underlying topics are extracted. Through text sentiment analysis, the sentiment of the text is analyzed based on these topic information, and the results are classified according to the polarity of the text, determining whether the expressed viewpoint is positive, negative, or neutral.
    The classification results obtained in this way can be used for different purposes depending on the field of the article. For example, if applied in the financial market, it can determine the current trends in finance or the overall sentiment towards the general environment or specific
    industries. In the investment field, overcoming information disparity is a continuous challenge. By incorporating financial news into the model, it is hoped that investors can obtain basic information that can help strengthen judgment or make predictions.
    This paper will use financial news as the experimental subject. Through web crawling, a large amount of news article content will be accurately extracted. The organized information will then be subjected to Latent Dirichlet Allocation modeling and text sentiment analysis to
    extract information from news headlines and content, assigning sentiment levels to them, quantifying them, and finally comparing them with the financial market composite index of the same period to verify whether this experimental method is suitable for financial analysis.

    摘要 ii Abstract iii 目錄 v 圖目錄 vii 第一章 緒論 - 1 - 1-1 研究背景與動機 - 1 - 1-2 研究目的 - 2 - 第二章 文獻探討 - 4 - 2-1 文字探勘技術 - 4 - 2-1-1 LDA Model - 5 - 2-2 文本情感分析 - 7 - 2-2-1 情感資源構建與抽取 - 8 - 2-2-2 情感分類與分析應用 - 9 - 2-2-3 情感分析與財經相關性之研究 - 10 - 第三章 研究方法與實驗 - 12 - 3-1 研究流程 - 12 - 3-2 資料預處理 - 13 - 3-2-1 文本清洗 - 14 - 3-3 建構LDA Model - 15 - 3-4 情感分析 - 17 - 3-5 與金融指數對比 - 17 - 3-6 模型資料驗證 - 18 - 第四章 實驗結果 - 19 - 4-1 文本資料預處理結果 - 19 - 4-2 LDA模型 - 19 - 4-3 情感分析預測執行結果 - 21 - 4-4 模型資料驗證 - 22 - 第五章 結論與未來研究方向 - 24 - 5-1 結論 - 24 - 5-2 未來研究方向 - 25 - 參考文獻 - 27 -

    [1] Baker, Malcolm, and Jeffrey Wurgler. "Investor sentiment in the stock market." Journal of Economic Perspectives 21.2 (2007): 129-151.
    [2] Blei, David M., Andrew Y. Ng, and Michael I. Jordan. "Latent dirichlet allocation." Journal of Machine Learning research 3.Jan (2003): 993-1022.
    [3] Blei, David M., and John D. Lafferty. "A correlated topic model of science." (2007): 17-35.
    [4] Lee Gillam, Khurshid Ahmad, et al. "Economic News and Stock Market Correlation: A Study of the UK Market." (2002).
    [5] Wuthrich, B., Cho, V., Leung, S., Permunetilleke, D., Sankaran, K., & Zhang, J. "Daily stock market forecast from textual web data." SMC'98 Conference Proceedings. 1998 IEEE International Conference on Systems, Man, and Cybernetics (Cat. No. 98CH36218). Vol. 3. IEEE, (1998).
    [6] Salloum, S. A., Al-Emran, M., Monem, A. A., & Shaalan, K. "Using text mining techniques for extracting information from research articles." Intelligent Natural Language Processing: Trends and Applications, (2018): 373-397.
    [7] Tong, Zhou, and Haiyi Zhang. "A text mining research based on LDA topic modelling." International Conference on Computer Science, Engineering and Information Technology, (2016): 201-210.
    [8] Titov, Ivan, and Ryan McDonald. "Modeling online reviews with multi-grain topic models." Proceedings of the 17th International Conference on World Wide Web, (2008):111-120.
    [9] Pang, Bo, and Lillian Lee. "Opinion mining and sentiment analysis." Foundations and Trends in Information Retrieval 2.1–2 (2008): 1-135.
    [10] Liu, Bing, and Lei Zhang. "A survey of opinion mining and sentiment analysis." Mining Text Data. Springer, Boston, MA, (2012): 415-463.
    [11] Hatzivassiloglou, Vasileios, and Kathleen McKeown. "Predicting the semantic orientation of adjectives." 35th Annual Meeting of the Association for Computational Linguistics and 8th Conference of the European Chapter of the Association for Computational Linguistics. (1997): 174-181.
    [12] Hu, Minqing, and Bing Liu. "Mining opinion features in customer reviews." AAAI. Vol. 4. No. 4.(2004): 755-760.
    [13] Wilson, Theresa, Janyce Wiebe, and Paul Hoffmann. "Recognizing contextual polarity: An exploration of features for phrase-level sentiment analysis." Computational linguistics 35.3 (2009): 399-433.
    [14] Nemeslaki, András, and Károly Pocsarovszky. "Web crawler research methodology." (2011).
    [15] Lin, C., He, Y., Everson, R., & Ruger, S. "Weakly supervised joint sentiment-topic detection from text." IEEE Transactions on Knowledge and Data engineering 24.6 (2011): 1134-1145.
    [16] Osmani, Amjad, Jamshid Bagherzadeh Mohasefi, and Farhad Soleimanian Gharehchopogh. "Enriched latent dirichlet allocation for sentiment analysis." Expert Systems 37.4 (2020): e12527.
    [17] Li, Yue, Xutao Wang, and Pengjian Xu. "Chinese text classification model based on deep learning." Future Internet 10.11 (2018): 113.
    [18] 游和正,「領域相關詞彙極性分析及文件情緒分類之研究」", 國立臺灣大學,碩士論文,(2012)。
    [19] 劉羿廷,「運用財經文本情感分析於台灣電子類股價指數趨勢預測之研究」,國立政治大學,碩士論文,(2016)。
    [20] 蔡宇祥,「股市趨勢預測之研究:財經評論文本情感分析」,國立政治大學,碩士論文,(2016)。
    [21] 張良杰,「巨量資料環境下之新聞主題暨輿情與股價關係之研究」,國立政治大學,碩士論文,(2014)。
    [22] 吳靖東,「投資人情緒對股票報酬之影響── 馬可夫狀態轉換模式之應用」, Journal of Innovation and Management,Vol 10.4,(2014)。
    [23] 赵妍妍,秦兵,刘挺,「文本情感分析」,软件学报,21(8),(2010)。
    [24] 鍾任明,「運用文字探勘於日內股價漲跌趨勢預測之研究」,中原大學,碩士論文,(2005)。
    [25] 周賓凰,張宇志,林美珍,「投資人情緒與股票報酬互動關係」,證券市場發展季刊: 行為財務學特別專刊,153,(2019)。

    QR CODE
    :::