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

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ISSN Print: 2327-7211
ISSN Online: 2327-7203
www.scirp.org/journal/jdaip
E-mail: jdaip@scirp.org

"Hot Events Detection of Stock Market Based on Time Series Data of Stock and Text Data of Network Public Opinion"
written by Beibei Cao,
published by Journal of Data Analysis and Information Processing, Vol.7 No.4, 2019

has been cited by the following article(s):

[1]	Research on Reputation Evaluation of Accounting Firms from the Perspective of Internet Public Opinion—Multi-Case Analysis Based on Hot Events
	Advances in Applied Sociology, 2022

[2]	A study of the peculiarities of signals affecting the behavior of the stock market in a global environment
	Mokslas–Lietuvos ateitis/Science–Future of …, 2022

[3]	Research on Reputation Evaluation of Accounting Firms from the Perspective of Internet Public Opinion
	2022

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[1]	Service Application of Knowledge Graph in the Hotspot of Network Public Opinion Research 2023 IEEE 11th Joint International Information Technology and Artificial Intelligence Conference (ITAIC), 2023 DOI:10.1109/ITAIC58329.2023.10408920

[2]	A STUDY OF THE PECULIARITIES OF SIGNALS AFFECTING THE BEHAVIOR OF THE STOCK MARKET IN A GLOBAL ENVIRONMENT Mokslas - Lietuvos ateitis, 2022 DOI:10.3846/mla.2022.15872