Research Article
Stock Price Prediction Based on Natural Language Processing1
Table 7
Predictive variables after correlation coefficient screening.
| | Data type | Words | Lag | Variable | Corr. Coef. |
| | Seed keywords | CSI 300 | 1 | | 0.9979 | | Inflation rate | 1 | | 0.6903 | | Chinese news | 1 | | –0.6836 | | Policy | 10 | | 0.6456 | | Dark horse | 10 | | 0.6238 | | Stock quotes | 1 | | 0.6130 |
| | Generated keywords | CSI 300 | 1 | | 0.9979 | | Compound interest | 1 | | 0.7296 | | Hot money | 1 | | 0.7096 | | Dividend | 1 | | 0.6703 | | Profit | 1 | | 0.6513 | | Annual interest | 2 | | 0.6218 |
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