Research on the Impact of Investor Sentiment on Chinese Wheat Futures Prices Based on Artificial Intelligence Text Mining and Sentiment Analysis

In the context of today's global economic integration, investor sentiment influences wheat futures price fluctuations through information exchange on online platforms, playing a crucial role in price discovery, risk management, and resource allocation. With the development of the internet and social media, investor sentiment has become a significant psychological factor in the market, reflected through information exchanged on online platforms, driving price fluctuations in the futures market. The purpose of this study is to explore how investor sentiment impacts wheat futures prices from the perspective of sentiment analysis, aiming to deepen the understanding of investor sentiment's influence on financial markets and to provide market participants with big data-based sentiment insight tools to assist them in making more informed investment decisions. The analysis shows that investor sentiment is predominantly positive (59.8% positive vs. 23.6% negative), with positive sentiment significantly driving price increases, while negative sentiment has a weaker suppressive effect. Control variables like trading volume and open interest negatively impact prices, highlighting the combined influence of sentiment and trading behavior. The model demonstrates strong explanatory power (adjusted <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">$R^{2} = 0.632$</tex>).