Word Segmentation Method Based on Conditional Random Fields in China's Stock Market Arbitrage Analysis: A Case Study of Shanghai a Share Market

Henry He; Wen Gang Che

doi:10.4028/www.scientific.net/AMR.684.567

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Application of WLAN Information Transmission and System Security Technology in the Smart Substation Network
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HomeAdvanced Materials ResearchAdvanced Materials Research Vol. 684Word Segmentation Method Based on Conditional...

Word Segmentation Method Based on Conditional Random Fields in China's Stock Market Arbitrage Analysis: A Case Study of Shanghai a Share Market

Abstract:

In economic circles debating the efficient market hypothesis , the price volatility of the stock market, news-related is an indisputable fact . In the 21st century , information obtained through traditional media such as newspapers , television, radio may have lagged effects . This article via computer algorithm automatically in a neutral site to obtain information based on conditional random field segmentation method , word processing information , stock code search to identify the corresponding positive information , analog to the opening price bid , after open achieved a good excess returns .

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Periodical:

Advanced Materials Research (Volume 684)

Pages:

567-570

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.684.567

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Online since:

April 2013

Authors:

Henry He, Wen Gang Che

Keywords:

Chinese Stocks, Chinese Word Segmentation, Conditional Random Fields, Excess Return Rate

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