It is all about Electostatic Charge!!
Similar to the positive and Negative charge ,there exist Neutral Charge
It is found that a charged object, whether positive or negative, may attract uncharged objects.
This is because the comb gets charged when it is rubbed.This charge that is created when two objects are rubbed against each other is called static electricity
The same thing happens when the comb is brought near neutral paper strips. Within the papers strips, the electrons get either repelled or attracted according to whether the comb has a negative or a positive charge. This makes the paper strips have an unlike charge in the direction of the comb, and makes them rise towards it.