Sentiment Index of China's Stock Market and its Causal Effect on Stock Indices

A brief overview of this project

Scrape 489870 posts (about 2 years) from a Chinese stock forum
Conduct sentiment analysis on each post using Naive Bayes Model
Calculate daily sentiment index by averaging scores of posts
Break down the daily sentiment index using Empirical mode decomposition (EMD)
Determine the causal effect of sentiment index on stock indices using difference-in-difference (DID)

Name		Name	Last commit message	Last commit date
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data		data
README.md		README.md
causal_inference_did.ipynb		causal_inference_did.ipynb
sentiment.marshal.3		sentiment.marshal.3
sentiment_analysis.ipynb		sentiment_analysis.ipynb
sentiment_index_calculation.ipynb		sentiment_index_calculation.ipynb
stock_data_preprocessing.ipynb		stock_data_preprocessing.ipynb