Numeral Understanding in Financial Tweets for Fine-grained Crowd-based Forecasting

Numerals that contain much information in financial documents are crucial for financial decision making. They play different roles in financial analysis processes. This paper is aimed at understanding the meanings of numerals in financial tweets for fine-grained crowd-based forecasting. We propose a taxonomy that classifies the numerals in financial tweets into 7 categories, and further extend some of these categories into several subcategories. Neural network-based models with word and character-level encoders are proposed for 7-way classification and 17-way classification. We perform backtest to confirm the effectiveness of the numeric opinions made by the crowd. This work is the first attempt to understand numerals in financial social media data, and we provide the first comparison of fine-grained opinion of individual investors and analysts based on their forecast price. The numeral corpus used in our experiments, called FinNum 1.0 , is available for research purposes.Comment: Accepted by the 2018 IEEE/WIC/ACM International Conference on Web Intelligence (WI 2018), Santiago, Chil

OBOME - Ontology based opinion mining in UBIPOL

Ontologies have a special role in the UBIPOL system, they help to structure the policy related context, provide conceptualization for policy domain and use in the opinion mining process. In this work we presented a system called Ontology Based Opinion Mining Engine (OBOME) for analyzing a domain-specific opinion corpus by first assisting the user with the creation of a domain ontology from the corpus. We determined the polarity of opinion on the various domain aspects. In the former step, the policy domain aspect has are identified (namely which policy category is represented by the concept). This identification is supported by the policy modelling ontology, which describe the most important policy – related classes and structure. Then the most informative documents from the corpus are extracted and asked the user to create a set of aspects and related keywords using these documents. In the latter step, we used the corpus specific ontology to model the domain and extracted aspect-polarity associations using grammatical dependencies between words. Later, summarized results are shown to the user to analyze and store. Finally, in an offline process policy modeling ontology is updated

News Cohesiveness: an Indicator of Systemic Risk in Financial Markets

Motivated by recent financial crises significant research efforts have been put into studying contagion effects and herding behaviour in financial markets. Much less has been said about influence of financial news on financial markets. We propose a novel measure of collective behaviour in financial news on the Web, News Cohesiveness Index (NCI), and show that it can be used as a systemic risk indicator. We evaluate the NCI on financial documents from large Web news sources on a daily basis from October 2011 to July 2013 and analyse the interplay between financial markets and financially related news. We hypothesized that strong cohesion in financial news reflects movements in the financial markets. Cohesiveness is more general and robust measure of systemic risk expressed in news, than measures based on simple occurrences of specific terms. Our results indicate that cohesiveness in the financial news is highly correlated with and driven by volatility on the financial markets

JuxtaLearn D3.2 Performance Framework

This deliverable, D3.2, for Work Package 3 incorporating the pedagogy from WP2 and orchestration factors mapped in D3.1 reviews aspects of performance in the context of participative video making. It reviews literature on curiosity and engagement characteristics of interaction mechanisms for public displays and anticipates requirements for social network analysis of relevant public videos from WP6 task 6.3. Thus, to support JuxtaLearn performance it proposes a reflective performance framework that encompasses the material environment and objects required, the participants, and the knowledge needed