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    政大典藏 > College of Commerce > Department of MIS > Theses >  Item 140.119/118606


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/118606


    Title: 社群媒體與恐慌指數關聯分析-以富邦VIX為例
    Extracting Information from Social Media to Track Volatility Index of Financial Markets Risk
    Authors: 林瑋
    Lin, Wei
    Contributors: 姜國輝
    Johannes K. Chiang
    林瑋
    Lin, Wei
    Keywords: 社群媒體
    金融市場風險
    富邦VIX
    文字探勘
    社會網絡分析
    VAR模型估計
    因果關係檢定
    Social media
    Financial market risk
    Fubon VIX
    Text mining
    Social network analysis
    VAR
    Granger causality test
    Date: 2018
    Issue Date: 2018-07-12 13:39:54 (UTC+8)
    Abstract: 近年來全球各國經濟局勢動盪，各國政治變化也萬千，相對容易引發人們對於金融市場未來發展的恐慌及不安，國內外大大小小的事情都可能影響著金融體系的運作，另一方面，現在人幾乎時時刻刻都離不開的社群網站每天都有成千上萬篇貼文及討論，充斥著各式各樣的資訊，其中不乏就有與財經政治相關的議題，或多或少都可能會影響著實際社會的金融情勢。
    本研究將探討人們在社群媒體上對於金融相關議題的討論及關注，其所構成的社群金融是否將與實際金融市場的風險性有關聯，本研究透過蒐集台灣較大的幾個財經媒體官方Facebook粉絲專頁之文本，藉由文字探勘相關技術，及社會網絡分析方法，並以網絡分析軟體NodeXL視覺化呈現，再由恐慌指數富邦VIX作為衡量金融市場風險的指標，透過VAR模型估計、因果關係檢定、衝擊反應及預測誤差變異數拆解等時間序列方法，探討Facebook討論度及富邦VIX之間的關聯性。研究發現人們在社群媒體上對於金融相關議題的討論及關注，其所構成的社群金融對於實際金融市場風險之恐慌指數有些許關聯性。
    In recent years, the economic situation in every country in the world is volatile and the politics is also changing often in every country in the world. These will cause people feel panic of the future financial market uncertainty. Any big or small issues happened in the world may affect the operation of the financial system.
    On the other hand, because of the popularity of social media, there are thousands of millions of articles and discussions release on social networking sites daily which are full of all kinds of information. Some of them are related to financial and political issues, more or less may affect the financial market situation in the real world.
    This study explores that if there will be any relation between the financial market risk in the real world and the financial and political issues people discuss and concern on social media. Therefore, the study intends to collect the texts from Facebook fan pages of some of the famous financial media in Taiwan. And by means of text mining technologies, social network analysis methods and NodeXL, a network analysis software, can visualize the result of the social network analysis by social network graph. Through the Fubon VIX as a representation of the volatility index in financial market risk of Taiwan, time series models such as VAR model and Granger Causality Test were used to track the relationship between the financial and political issues people discuss and concern on social media and the volatility index of financial market risk. We discover there are some relationship between the financial and political issues people discuss and concern on social media and the volatility index in financial market risk in the real world.
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    Description: 碩士
    國立政治大學
    資訊管理學系
    105356013
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0105356013
    Data Type: thesis
    DOI: 10.6814/THE.NCCU.MIS.002.2018.A05
    Appears in Collections:[Department of MIS] Theses

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