摘要
近两年在国外兴起的金融学新兴分支交叉学科——新闻分析学已得到越来越多国外学者和欧美金融交易者的关注、研究和应用。新闻分析综合采用计算机、网络、语言处理、文本挖掘、金融工程等多种学科技术自动阅读和分析来自各种渠道的大量新闻信息,并把分析结果反馈到数量化策略中,把大量数据转化成可以付诸实施的思想,可以大大提高金融交易、投资和风险决策尤其是数量和算法交易决策的执行与管理能力。鉴于该项技术尚未在国内得到关注、研究和应用,本文拟对新闻分析的整合框架及其在交易决策和风险管理中的重要应用进行简要阐述,以期为我国金融交易的研究和实践起到抛砖引玉的作用。
News analytics as a new branch of finance has been more and more studied and applied by the scholars and financial traders in America and Europe during the past two years. It applies many technologies from a number of disciplines including computing, network theory, language processing, text mining as well as financial engineering to automatically read and analyze the news information from all kinds of news streams, and feed the results into quantitative strategies, turn mass information to the practical ideas. Therefore, it could enhance the abilities of investing, trading strategies making and risk managing especially the quantitative and algorithmic trading. However, this new technology has never been concerned and studied in China. This paper introduces the framework of news analytics and its applications to trading strategies and risk management, helping to guide the future research and application of news analytics to finance in China.
出处
《证券市场导报》
CSSCI
北大核心
2013年第1期37-44,50,共9页
Securities Market Herald
基金
教育部人文社会科学研究一般项目:金融市场长记忆性的有效性测定及其在资产定价中的应用研究(项目编号:10YJC790104
项目负责人:黄诒蓉)
中央高校基本业务项目:长记忆性测定方法的有效性评价及其在金融中的应用研究(项目编号:3161101
项目负责人:黄诒蓉)
关键词
新闻分析学
新闻情绪
新闻信息
金融交易
风险管理
news analytics, news sentiment, news information, financial trading, risk management
