In recent years, researches on the construction and analysis of financial network have been widely concerned. The existing researches mainly focus on the use of transaction data in the financial market. However, in the era of big data, how to use non-financial market data, such as news texts, to carry out researches still be a large space for exploration. Based on the idea of co-occurrence analysis, this paper proposes a method of constructing financial network based on event association mining in Chinese context. Based on the constructed network, we carry out the analysis of topological structure, financial event path transitivity, and event entity association. The experimental results show that our proposed approach based on financial networks can not only help to understand the evolution of financial markets, but also better realize the relationship between the entities involved in financial markets in some situations.
LI Pengyuan
,
YU Hua
,
JIANG Cheng
. Financial network construction and analysis based on event correlation extraction under Chinese context[J]. Journal of University of Chinese Academy of Sciences, 2021
, 38(2)
: 270
-279
.
DOI: 10.7523/j.issn.2095-6134.2021.02.013
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