大数据环境下融合空间语义分析的“金融市场Web特征理论”研究

The interdisciplinary research field between the big-data of electronic human behavior and financial markets has became a quite hot area. Some influential and high-quality academic outcomes have emerged recently. But, the basic pre-test and causality, as well core methodology have not been expounded well yet. So according to the academic posture, in the big-data environment of Web electronic behavior clues, a totally new systematic theory, 'The Theory of Web Feature from Financial Markets' will be proposed and established based on the academic basement inside and outside the applicant's team. The new theory will be the first systematic one in the interdisciplinary research field. The question, 'how to evaluate the bonding degree between various financial markets and their external electronic behavior', and the causality from the external electronic mediums to the information transmission of financial markets, will be answered comprehensively and deeply in this theory, which will achieving the two basement of the new theory. Furthermore，the quantitative model for analyzing the influence of market-related events that can best embody the core value of the big-data of electronic behavior, will be designed and constructed. The model is the core methodology of the new theory, concatenating the all parts of the theory. In this research, all analyses and mining for Web electronic behavior will be implemented in the cube of Web semantic space, which can guarantee the robust of this research and promote interdiscipline depth.

电子行为大数据与金融市场关系的研究成为研究热点。以不同的特定市场为研究对象，出现了大量有影响力的高水平方法和实证研究。但是，从理论层面看，该领域的检验、因果基础和核心方法论没有被体系地阐释。因此，鉴于科研态势，基于长期以来申请人团队在该领域的科研积累，以Web电子行为的大数据为研究环境，提出并构建“金融市场Web特征理论”作为首个该研究领域的体系化理论。该新理论对不同金融市场与其外部电子行为的耦合强度测算问题，以及外部电子媒介对金融市场信息传播产生了影响的完备、严谨的因果性论证问题予以全面、深刻的回答，形成新理论的检验前提和因果基础两个理论基石。进一步设计并构建最能体现电子行为大数据价值的金融市场事件量化分析模型作为串联该理论的核心方法论。本研究基于高维Web语义空间对Web电子行为进行挖掘分析，保障了课题的鲁棒性和学科交叉深度。本课题研究方法可靠，理论和应用上都有重大创新。

本项目聚焦"大数据环境下融合空间语义分析的'金融市场Web特征理论'研究",旨在对行为在网络大数据中的电子痕迹进行搜集、利用，从而支撑提出新的理论、方法，以及更好的服务应用实践。自2016年立项以来，该领域快速发展，行为大数据的范畴和网络大数据分析的应用范畴都大幅度拓宽。因此，本研究也与时俱进，把大数据驱动的管理策略研究推动到更体系的层面，并把前沿热点应用问题纳入应用实践。以本项目计划内容为基准，按照数据可获得的不同程度，分别开展了不同形态的用户行为分析研究；在应用领域方面，涉及能源环境、科技创新、数字化转型多个热点领域。