金融危机传导中的网络搜索模式研究

发布时间：2018-06-09 11:12

本文选题：网络搜索模式 + 搜索引擎　；参考：《华东师范大学》2013年硕士论文

【摘要】：金融危机传导问题一直是国内外金融领域研究者探讨的一个热点问题,现有的研究通常是从宏观角度展开,侧重于危机指标监测,多为预警模型。然而金融市场的宏观整体波动往往依托于微观主体的系统性行为偏差,即在信息不对称的情况下,个体行为偏差可能透过市场情绪和社会传染引发非理性的市场狂热和恐慌,最终将金融市场上的局部偏离演化成系统的、全面的金融危机。互联网与搜索引擎的发展,为个体行为研究开辟了新的领域。本文通过对羊群行为的解读,将网络搜索行为看作大众的关注热点或动机的体现,通过研究整理金融危机相关的词表,构建网络搜索静态模式,其后在金融危机传导过程中,动态地分析网络搜索趋势的传播与演化。最后结合2008年金融危机在中国与美国的实际蔓延情况,来分析网络搜索中大众关注度的变换与危机传导趋势之间的联系。在构建网络搜索静态模式时,主要是基于WordScore文本分析原理。对文献进行充分的调研后,将金融危机信息划分为三个类别,即现状描述类、根源探索类和应对措施类。然后利用爬虫工具抓取网络上金融危机相关的新闻信息,对其进行分类、分词、过滤等前期工作,最后在专家小组的参与下,形成领域词表,构建了金融危机的网络搜索静态模式。在静态模式的基础上,本文以Google为数据源,建立了网络搜索动态模式。即通过Google Trends提供的接口,采集、整理静态词表中相关词汇的关注度数据,然后分别从时间和地域的维度,绘出每组数据的关注度趋势图进行比较分析。最后就搜索模式与金融危机传导的相关性做了实证分析,首先分别梳理了金融危机在中美的蔓延情况,然后对比分析了美国、中国、中美的关注度趋势图与危机传导实例间的对应关系。接着就中美的传导趋势数据做了回归统计,以进一步探讨两者之间的相关性以及传导的时间差。在综合前文的分析后,得出结论并针对其特性提出对传导过程进行干预、引导的可行性建议。本论文特色和创新之处在于利用情报学的研究方法从信息的角度研究金融危机传导、演变的过程,即通过用户的网络搜索相关行为信息来表征其关注热点或动机,以此分析大众关注度的变换与危机传导趋势之间的联系。本文较以往经济学的研究更加偏于对信息本质的分析,可能会为金融危机的预防和疏导提供新的思路。
[Abstract]:The problem of financial crisis transmission has been a hot topic for researchers in the field of finance at home and abroad. The existing research is usually carried out from a macro perspective, focusing on the monitoring of crisis indicators, most of which are early warning models. However, the macro fluctuation of financial market often depends on the systematic behavior deviation of microcosmic subject, that is, under the condition of information asymmetry, individual behavior deviation may lead to irrational market frenzy and panic through market emotion and social contagion. Finally, the partial deviation in the financial market is evolved into a systematic and comprehensive financial crisis. The development of the Internet and search engines opens up a new field for the study of individual behavior. Through the interpretation of herding behavior, this paper regards the behavior of Internet search as the embodiment of the public's attention or motivation, and constructs the static mode of network search by studying and sorting out the lexicon related to the financial crisis, and then in the process of conducting the financial crisis. Dynamic analysis of the spread and evolution of network search trends. Finally, combined with the actual spread of the financial crisis in China and the United States in 2008, to analyze the relationship between the change of public concern and the trend of crisis transmission in the network search. Is mainly based on WordScore text analysis principle. After a full investigation of the literature, the financial crisis information can be divided into three categories, namely, the description of the status quo, the class of root exploration and the type of measures to deal with the financial crisis. Then the crawler tool is used to grab the news information related to the financial crisis on the network, to classify, participle, filter and so on. Finally, with the participation of the expert group, the domain vocabulary is formed. On the basis of the static mode, this paper takes Google as the data source and establishes the dynamic pattern of network search. That is, through the interface provided by Google Trends, we collect and sort out the attention data of the relevant words in the static lexicon, and then from the dimension of time and region, Finally, the correlation between search mode and financial crisis transmission is analyzed empirically. Firstly, the spread of the financial crisis in China and the United States is combed out, and then the United States is compared and analyzed. China, the relationship between China and America's trend Chart of concern and crisis Transmission case. Then, regression statistics are made on the conduction trend data of China and the United States to further explore the correlation between them and the time difference of transmission. After synthesizing the above analysis, we draw a conclusion and propose to intervene in the conduction process according to its characteristics. The characteristic and innovation of this paper lies in the use of information science research methods to study the transmission and evolution of financial crisis from the perspective of information. That is to say, users search for relevant behavior information to express their focus or motivation, so as to analyze the relationship between the change of public attention and the trend of crisis transmission. This paper is more focused on the analysis of the nature of information than the previous studies of economics, which may provide a new way of thinking for the prevention and guidance of financial crisis.
【学位授予单位】：华东师范大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：G354;F831.59

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