Related papers: BERT-based Financial Sentiment Index and LSTM-base…
Extraction of sentiment signals from news text, stock message boards, and business reports, for stock movement prediction, has been a rising field of interest in finance. Building upon past literature, the most recent works attempt to…
The financial market trend forecasting method is emerging as a hot topic in financial markets today. Many challenges still currently remain, and various researches related thereto have been actively conducted. Especially, recent research of…
In the rapidly evolving field of financial sentiment analysis, the efficiency and accuracy of predictive models are critical due to their significant impact on financial markets. Transformer based models like BERT and large language models…
The performance of sentiment analysis methods has greatly increased in recent years. This is due to the use of various models based on the Transformer architecture, in particular BERT. However, deep neural network models are difficult to…
Pre-trained language models such as BERT have been proved to be powerful in many natural language processing tasks. But in some text classification applications such as emotion recognition and sentiment analysis, BERT may not lead to…
Sentiment analysis is a key component in various text mining applications. Numerous sentiment classification techniques, including conventional and deep learning-based methods, have been proposed in the literature. In most existing methods,…
This paper covers the two approaches for sentiment analysis: i) lexicon based method; ii) machine learning method. We describe several techniques to implement these approaches and discuss how they can be adopted for sentiment classification…
In this paper, we propose a novel method to enhance sentiment analysis by addressing the challenge of context-specific word meanings. It combines the advantages of a BERT model with a knowledge graph based synonym data. This synergy…
A novel social networks sentiment analysis model is proposed based on Twitter sentiment score (TSS) for real-time prediction of the future stock market price FTSE 100, as compared with conventional econometric models of investor sentiment…
Effectively analyzing the comments to uncover latent intentions holds immense value in making strategic decisions across various domains. However, several challenges hinder the process of sentiment analysis including the lexical diversity…
Market sentiment analysis on social media content requires knowledge of both financial markets and social media jargon, which makes it a challenging task for human raters. The resulting lack of high-quality labeled data stands in the way of…
We implement traditional machine learning and deep learning methods for global tweets from 2017-2022 to build a high-frequency measure of the public's sentiment index on inflation and analyze its correlation with other online data sources…
The increasing availability of "big" (large volume) social media data has motivated a great deal of research in applying sentiment analysis to predict the movement of prices within financial markets. Previous work in this field investigates…
With the rapid development of the Internet and social media, multi-modal data (text and image) is increasingly important in sentiment analysis tasks. However, the existing methods are difficult to effectively fuse text and image features,…
This study explores the integration of large language models (LLMs) into classic inflation nowcasting frameworks, particularly in light of high inflation volatility periods such as the COVID-19 pandemic. We propose InflaBERT, a BERT-based…
Rapid increase in internet users along with growing power of online review sites and social media has given birth to sentiment analysis or opinion mining, which aims at determining what other people think and comment. Sentiments or Opinions…
Recently, sentiment-aware pre-trained language models (PLMs) demonstrate impressive results in downstream sentiment analysis tasks. However, they neglect to evaluate the quality of their constructed sentiment representations; they just…
This study establishes the causal effects of market sentiment on firm profitability, moving beyond traditional correlational analyses. It leverages a causal forest machine learning methodology to control for numerous confounding variables,…
User reviews have an essential role in the success of the developed mobile apps. User reviews in the textual form are unstructured data, creating a very high complexity when processed for sentiment analysis. Previous approaches that have…
This paper presents a comprehensive study on the integration of text-derived, time-varying sentiment factors into traditional multi-factor asset pricing models. Leveraging FinBERT, a domain-specific deep learning language model, we…