Related papers: FinEAS: Financial Embedding Analysis of Sentiment
We propose SentiBERT, a variant of BERT that effectively captures compositional sentiment semantics. The model incorporates contextualized representation with binary constituency parse tree to capture semantic composition. Comprehensive…
In recent years, fine-grained sentiment analysis in finance has gained significant attention, but the scarcity of entity-level datasets remains a key challenge. To address this, we have constructed the largest English and Chinese financial…
Today's business ecosystem has become very competitive. Customer satisfaction has become a major focus for business growth. Business organizations are spending a lot of money and human resources on various strategies to understand and…
Opinion prediction is an emerging research area with diverse real-world applications, such as market research and situational awareness. We identify two lines of approaches to the problem of opinion prediction. One uses topic-based…
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…
Sentiment analysis is a very important natural language processing activity in which one identifies the polarity of a text, whether it conveys positive, negative, or neutral sentiment. Along with the growth of social media and the Internet,…
Contextual word embeddings such as BERT have achieved state of the art performance in numerous NLP tasks. Since they are optimized to capture the statistical properties of training data, they tend to pick up on and amplify social…
Sentiment Analysis (SA) or opinion mining is analysis of emotions and opinions from any kind of text. SA helps in tracking peoples viewpoints and it is an important factor when it comes to social media monitoring product and brand…
The recently proposed BERT has shown great power on a variety of natural language understanding tasks, such as text classification, reading comprehension, etc. However, how to effectively apply BERT to neural machine translation (NMT) lacks…
Newsletters and social networks can reflect the opinion about the market and specific stocks from the perspective of analysts and the general public on products and/or services provided by a company. Therefore, sentiment analysis of these…
Financial named entity recognition (FinNER) from literature is a challenging task in the field of financial text information extraction, which aims to extract a large amount of financial knowledge from unstructured texts. It is widely…
The hedge fund industry presents significant challenges for investors due to its opacity and limited disclosure requirements. This pioneering study introduces two major innovations in financial text analysis. First, we apply topic modeling…
This paper presents the approach developed at the Faculty of Engineering of University of Porto, to participate in SemEval 2017, Task 5: Fine-grained Sentiment Analysis on Financial Microblogs and News. The task consisted in predicting a…
Sentiment analysis as a sub-field of natural language processing has received increased attention in the past decade enabling organisations to more effectively manage their reputation through online media monitoring. Many drivers impact…
This research develops a sentiment-driven quantitative trading system that leverages a large language model, FinGPT, for sentiment analysis, and explores a novel method for signal integration using a reinforcement learning algorithm, Twin…
The financial domain involves a variety of important time-series problems. Recently, time-series analysis methods that jointly leverage textual and numerical information have gained increasing attention. Accordingly, numerous efforts have…
Volatility prediction--an essential concept in financial markets--has recently been addressed using sentiment analysis methods. We investigate the sentiment of annual disclosures of companies in stock markets to forecast volatility. We…
Forecasting financial time series (FTS) is an essential field in finance and economics that anticipates market movements in financial markets. This paper investigates the accuracy of text mining and technical analyses in forecasting…
Embedding models play a crucial role in representing and retrieving information across various NLP applications. Recent advancements in Large Language Models (LLMs) have further enhanced the performance of embedding models, which are…
As natural language processing methods are increasingly deployed in real-world scenarios such as healthcare, legal systems, and social science, it becomes necessary to recognize the role they potentially play in shaping social biases and…