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Related papers: SSAAM: Sentiment Signal-based Asset Allocation Met…

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Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…

Statistical Finance · Quantitative Finance 2020-12-14 Justina Deveikyte , Helyette Geman , Carlo Piccari , Alessandro Provetti

This work proposes a novel and simple sequential learning strategy to train models on videos and texts for multimodal sentiment analysis. To estimate sentiment polarities on unseen out-of-distribution data, we introduce a multimodal model…

Machine Learning · Computer Science 2024-09-10 Xianbing Zhao , Lizhen Qu , Tao Feng , Jianfei Cai , Buzhou Tang

We describe a novel language-independent approach to the task of determining the polarity, positive or negative, of the author's opinion on a specific topic in natural language text. In particular, weights are assigned to attributes,…

Computation and Language · Computer Science 2019-12-02 Veselin Raychev , Preslav Nakov

In this work, we present our findings and experiments for stock-market prediction using various textual sentiment analysis tools, such as mood analysis and event extraction, as well as prediction models, such as LSTMs and specific…

Computation and Language · Computer Science 2018-01-22 Jordan Prosky , Xingyou Song , Andrew Tan , Michael Zhao

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…

Computation and Language · Computer Science 2025-02-27 Gibson Nkhata , Usman Anjum , Justin Zhan

Sentiment analysis is a natural language processing task that aims to identify and extract the emotional aspects of a text. However, many existing sentiment analysis methods primarily classify the overall polarity of a text, overlooking the…

Computation and Language · Computer Science 2024-07-30 Mahdi Rezapour

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…

Computational Engineering, Finance, and Science · Computer Science 2018-11-08 Ellie Birbeck , Dave Cliff

Assigning a positive or negative score to a word out of context (i.e. a word's prior polarity) is a challenging task for sentiment analysis. In the literature, various approaches based on SentiWordNet have been proposed. In this paper, we…

Computation and Language · Computer Science 2013-09-24 Marco Guerini , Lorenzo Gatti , Marco Turchi

Aspect-based sentiment classification (ASC) is an important task in fine-grained sentiment analysis.~Deep supervised ASC approaches typically model this task as a pair-wise classification task that takes an aspect and a sentence containing…

Computation and Language · Computer Science 2019-11-06 Hu Xu , Bing Liu , Lei Shu , Philip S. Yu

Traditional sentiment construction in finance relies heavily on the dictionary-based approach, with a few exceptions using simple machine learning techniques such as Naive Bayes classifier. While the current literature has not yet invoked…

Statistical Finance · Quantitative Finance 2022-07-08 Joshua Zoen Git Hiew , Xin Huang , Hao Mou , Duan Li , Qi Wu , Yabo Xu

Sentiment analysis is an important task in natural language processing. In recent works, pre-trained language models are often used to achieve state-of-the-art results, especially when training data is scarce. It is common to fine-tune on…

Computation and Language · Computer Science 2022-04-13 Ehsan Hosseini-Asl , Wenhao Liu , Caiming Xiong

The feasibility of making profitable trades on a single asset on stock exchanges based on patterns identification has long attracted researchers. Reinforcement Learning (RL) and Natural Language Processing have gained notoriety in these…

Trading and Market Microstructure · Quantitative Finance 2022-05-10 Francisco Caio Lima Paiva , Leonardo Kanashiro Felizardo , Reinaldo Augusto da Costa Bianchi , Anna Helena Reali Costa

This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news…

Statistical Finance · Quantitative Finance 2017-07-25 Zeya Zhang , Weizheng Chen , Hongfei Yan

Sarcasm detection is a key task for many natural language processing tasks. In sentiment analysis, for example, sarcasm can flip the polarity of an "apparently positive" sentence and, hence, negatively affect polarity detection performance.…

Computation and Language · Computer Science 2017-07-28 Soujanya Poria , Erik Cambria , Devamanyu Hazarika , Prateek Vij

Sentiment lexicons are instrumental for sentiment analysis. One can use a set of sentiment words provided in a sentiment lexicon and a lexicon-based classifier to perform sentiment classification. One major issue with this approach is that…

Computation and Language · Computer Science 2020-04-30 Shuai Wang , Guangyi Lv , Sahisnu Mazumder , Bing Liu

Sentiment analysis is the Natural Language Processing (NLP) task dealing with the detection and classification of sentiments in texts. While some tasks deal with identifying the presence of sentiment in the text (Subjectivity analysis),…

Computation and Language · Computer Science 2017-07-06 Souvick Ghosh , Satanu Ghosh , Dipankar Das

The task of sentiment analysis of reviews is carried out using manually built / automatically generated lexicon resources of their own with which terms are matched with lexicon to compute the term count for positive and negative polarity.…

Computation and Language · Computer Science 2014-01-15 K Paramesha , K C Ravishankar

The use of robo-readers to analyze news texts is an emerging technology trend in computational finance. In recent research, a substantial effort has been invested to develop sophisticated financial polarity-lexicons that can be used to…

Computation and Language · Computer Science 2013-07-24 Pekka Malo , Ankur Sinha , Pyry Takala , Pekka Korhonen , Jyrki Wallenius

Recent developments in deep learning techniques have motivated intensive research in machine learning-aided stock trading strategies. However, since the financial market has a highly non-stationary nature hindering the application of…

Portfolio Management · Quantitative Finance 2020-12-15 Kentaro Imajo , Kentaro Minami , Katsuya Ito , Kei Nakagawa

Researchers and financial professionals require robust computerized tools that allow users to rapidly operationalize and assess the semantic textual content in financial news. However, existing methods commonly work at the document-level…

Information Retrieval · Computer Science 2019-01-03 Bernhard Lutz , Nicolas Pröllochs , Dirk Neumann