讲座题目：An interval constraint-based trading strategy with social sentiment for the stock market

主讲嘉宾：魏云捷

讲座时间：2023年11月28日（星期二）具体时间14:00

讲座地点：沙河校区主教214教室

讲座摘要：

How to develop effective strategies to gain excess returns in the stock market is a cutting-edge topic in the field of economics. Meanwhile, stock price forecasting that supports trading strategies is also considered as one of the most challenging tasks. Therefore, this study will analyze and extract news media data, expert comments, social opinion data and epidemic text data using natural language processing, and will later combine deep learning model to forecast future stock price patterns based on historical stock prices. Meanwhile, an interval constraint-based trading strategy is constructed in this study. Using data from several typical stocks in the Chinese stock market during peri-COVID-19 period, the empirical studies and trading simulations show that, firstly, the sentiment composite index and the deep learning model can improve the accuracy of stock price forecasting. Secondly, the interval constraint-based trading strategy based on the proposed approach can effectively enhance the return and thus assist investors in their decision making.

嘉宾简介：

魏云捷，中国科学院大学与香港城市大学双博士，现任中国科学院数学与系统科学研究院副研究员、中国科学院预测科学研究中心外贸外资分析与预测研究组负责人，研究方向：经济预测理论与方法、经济政策分析、金融系统工程。曾入选中组部青年拔尖人才计划、中国科学院优秀青年人才计划；获成思危优秀科研成果奖、陈景润未来之星、中国科学院优秀博士学位论文奖等奖项。2018年至今，出版中英文学术专著3部，包括在Taylor & Francis出版专著《Renminbi Exchange Rate Forecasting》；在重要学术期刊上发表（含接收发表）论文40余篇，其中17篇在国际重要期刊上发表。作为主笔，参与撰写政策研究报告35篇，其中9篇得到了国家领导人的重要批示，部分政策建议被商务部、中国人民银行及国家发展和改革委员会等政府部门采纳。

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