Journal of Data Analysis and Information Processing

Vol.7 No.4(2019), Paper ID 95498, 17 pages

DOI:10.4236/jdaip.2019.74011

 

Hot Events Detection of Stock Market Based on Time Series Data of Stock and Text Data of Network Public Opinion

 

Beibei Cao

 

Department of Publishing and Dissemination, Shanghai Publishing and Printing College, Shanghai, China

 

Copyright © 2019 Beibei Cao et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Cao, B. (2019) Hot Events Detection of Stock Market Based on Time Series Data of Stock and Text Data of Network Public Opinion. Journal of Data Analysis and Information Processing, 7, 174-189. doi: 10.4236/jdaip.2019.74011.
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