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    政大機構典藏 > 商學院 > 財務管理學系 > 學位論文 >  Item 140.119/130972
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/130972

    Title: 各類新聞與正負面情緒對房市之影響:文字探勘之應用
    Application of Text Mining: The Influence of Media Sentiment on Real Estate Market By Different News Topics and Positive/Negative Sentiment
    Authors: 郭偉傑
    Kuo, Wei-Chieh
    Contributors: 陳明吉
    Kuo, Wei-Chieh
    Keywords: 文字探勘
    Text Mining
    Sentiment Analysis
    Real Estate Market
    Date: 2020
    Issue Date: 2020-08-03 17:34:36 (UTC+8)
    Abstract:   本研究透過於聯合知識庫蒐集2009年至2018年有關房市、股市、勞動市場與人口統計新聞共計70,533篇,並應用文字探勘與情緒分析技術,利用財金領域辭典作為分析情感的依據,計算各個不同新聞主題每月所隱含的情緒指標,來研究房市參與者會受到哪些主題的新聞所影響進而做出相對應的房市交易決策行為改變房價、房屋交易量、房屋流通天數與房屋議價空間。另外為了分析房市交易資訊是否具有正負面影響力不同的情形,本研究在計算情緒指標上也額外分別建立了正面與負面的情緒指標,來探討房市參與者較容易受到正面亦或是負面情緒所影響;此外,本研究為了探討媒體情緒與房市交易資訊之因果關係,亦採用Granger因果關係檢定來進行驗證。


    Base on the vigorous development of text mining and sentiment analysis in recent years, it has also been gradually applied in various financial markets. This research collect news about the housing market, stock market, labor market and demographics from 2009 to 2018 via Udndata.com and capture 70,533 articles. Through text mining and sentiment analysis techniques, we constructed a series of monthly sentiment for every news topic and examine the relationship between the media sentiment and the housing market. Besides, we also separately established positive and negative sentiment index to explore whether housing market participants are more susceptible to positive or negative sentiment. In the end, we also used causality test to check the relation between sentiment and the houseing market.

    The empirical results shows that the housing market sentiment will significantly affect the trading volume and the wiggle room in the next period. Also, after splitting the housing market media sentiment into more detailed themes, it also found that such as rental, housing supply, housing market policy and the credit situation media sentiment can significantly affect the house prices. In markets other than the housing market, we also found that stock market, labor market, demographic media sentiment will also significantly affect the house prices. To conclude this study, we confirmed that not only the housing market news media sentiment but also stock market, labor market and demographics media sentiment significantly affect the housing market. Besides, we found the Positive/Negative sentiment influence the housing market differently. In the end, we also found house media sentiment would Granger cause the housing market.
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    Description: 碩士
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0107357030
    Data Type: thesis
    DOI: 10.6814/NCCU202000812
    Appears in Collections:[財務管理學系] 學位論文

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