Volatility Prediction using Financial Disclosures Sentiments with Word Embedding-based IR Models

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 specifically explore the use of recent Information Retrieval (IR) term weighting models that are effectively extended by related terms using word embeddings. In parallel to textual information, factual market data have been widely used as the mainstream approach to forecast market risk. We therefore study different fusion methods to combine text and market data resources. Our word embedding-based approach significantly outperforms state-of-the-art methods. In addition, we investigate the characteristics of the reports of the companies in different financial sectors

CARBD-Ko: A Contextually Annotated Review Benchmark Dataset for Aspect-Level Sentiment Classification in Korean

This paper explores the challenges posed by aspect-based sentiment classification (ABSC) within pretrained language models (PLMs), with a particular focus on contextualization and hallucination issues. In order to tackle these challenges, we introduce CARBD-Ko (a Contextually Annotated Review Benchmark Dataset for Aspect-Based Sentiment Classification in Korean), a benchmark dataset that incorporates aspects and dual-tagged polarities to distinguish between aspect-specific and aspect-agnostic sentiment classification. The dataset consists of sentences annotated with specific aspects, aspect polarity, aspect-agnostic polarity, and the intensity of aspects. To address the issue of dual-tagged aspect polarities, we propose a novel approach employing a Siamese Network. Our experimental findings highlight the inherent difficulties in accurately predicting dual-polarities and underscore the significance of contextualized sentiment analysis models. The CARBD-Ko dataset serves as a valuable resource for future research endeavors in aspect-level sentiment classification

A Multi-modal Approach to Fine-grained Opinion Mining on Video Reviews

Despite the recent advances in opinion mining for written reviews, few works have tackled the problem on other sources of reviews. In light of this issue, we propose a multi-modal approach for mining fine-grained opinions from video reviews that is able to determine the aspects of the item under review that are being discussed and the sentiment orientation towards them. Our approach works at the sentence level without the need for time annotations and uses features derived from the audio, video and language transcriptions of its contents. We evaluate our approach on two datasets and show that leveraging the video and audio modalities consistently provides increased performance over text-only baselines, providing evidence these extra modalities are key in better understanding video reviews.Comment: Second Grand Challenge and Workshop on Multimodal Language ACL 202