Investor Sentiment Stock Price on Indonesia Stock Exchange

Mohamad Rafki Nazar
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Abstract

This study aims to obtain the results of how much value is formed from the relationship between issues and stock prices, and how the dynamics that occur between issues on stock prices and any increase or decrease in stock prices are related to repetitive issues. The technique used in this research is using Social Network analysis, Investment, Market Effiesient, Market Analysis, sentiment analysis, the data used is based on User Generated Content (UGC), where the data is taken from social media which contains content created in looking for issues related to stock prices, and the movement of rising and falling stock prices taken from the IDX. The result of this research are stock issues are influenced by positive sentiment from the market with a positive response of 81% and a negative 19%. In addition, 63% are influenced by micro (small) scale external issues. The classification results generated using the Suppori Vector Machine (SVM) model are more suitable than the Naïve Bayes Classifier (NBC)  
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投资者情绪,印尼证券交易所股票价格
本研究旨在获得发行与股价之间的关系形成了多少价值,发行与股价之间发生的动态变化与股价的涨跌如何与重复发行相关的结果。本研究中使用的技术是使用社交网络分析,投资,市场效率,市场分析,情绪分析,使用的数据是基于用户生成内容(UGC),其中数据取自社交媒体,其中包含在寻找与股票价格相关的问题时创建的内容,以及来自IDX的股票价格上涨和下跌的运动。本研究的结果是,股票问题受到市场积极情绪的影响,81%的人反应积极,19%的人反应消极。此外,63%受到微(小)尺度外部问题的影响。使用支持向量机(SVM)模型生成的分类结果比Naïve贝叶斯分类器(NBC)更合适。
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