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

ISSN Print: 2327-7211
ISSN Online: 2327-7203
www.scirp.net/journal/jdaip
E-mail: [email protected]

Citations

"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]	Service Application of Knowledge Graph in the Hotspot of Network Public Opinion Research
	2023 IEEE 11th Joint …, 2023

[2]	AKCIJU RINKOS ELGSENA VEIKIANCIU SIGNALU YPATUMU GLOBALIOJE APLINKOJE TYRIMAS/A STUDY OF THE PECULIARITIES OF SIGNALS AFFECTING …
	Science-Future of Lithuania, 2022

[3]	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

[4]	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

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

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