Credibility estimation of stock comments based on publisher and information uncertainty evaluation

Qiaoyun Qiu*, Ruifeng Xu, Bin Liu, Lin Gui, Yu Zhou

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

3 Citations (Scopus)

Abstract

Recently, there are rapidly increasing stock-related comments sharing on Internet. However, the qualities of these comments are quite different. This paper presents an automatic approach to identify high quality stock comments by means of estimating the credibility of the comments from two aspects. Firstly, the credibility of information source is evaluated by estimating the historical credibility and industry-related credibility using a linear regression model. Secondly, the credibility of the comment information is estimated through calculating the uncertainty of comment content using an uncertainty glossary based matching method. The final stock comment credibility is obtained by incorporating the above two credibility measures. The experiments on real stock comment dataset show that the proposed approach identifies high quality stock comments and institutions/ individuals effectively.

Original languageEnglish
Title of host publicationMachine Learning and Cybernetics - 13th International Conference, Proceedings
EditorsXizhao Wang, Qiang He, Patrick P.K. Chan, Witold Pedrycz
PublisherSpringer Verlag
Pages400-408
Number of pages9
ISBN (Electronic)9783662456514
DOIs
Publication statusPublished - 2014
Externally publishedYes
Event13th International Conference on Machine Learning and Cybernetics, ICMLC 2014 - Lanzhou, China
Duration: 13 Jul 201416 Jul 2014

Publication series

NameCommunications in Computer and Information Science
Volume481
ISSN (Print)1865-0929

Conference

Conference13th International Conference on Machine Learning and Cybernetics, ICMLC 2014
Country/TerritoryChina
CityLanzhou
Period13/07/1416/07/14

Keywords

  • Credibility estimation
  • Information source credibility
  • Information uncertainty

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