Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models

Sentiment analysis is a vital tool for uncovering insights from financial articles, news, and social media, shaping our understanding of market movements. Despite the impressive capabilities of large language models (LLMs) in financial natural language processing (NLP), they still struggle with accurately interpreting numerical values and grasping financial context, limiting their effectiveness in predicting financial sentiment. In this paper, we introduce a simple yet effective instruction tuning approach to address these issues. By transforming a small portion of supervised financial sentiment analysis data into instruction data and fine-tuning a general-purpose LLM with this method, we achieve remarkable advancements in financial sentiment analysis. In the experiment, our approach outperforms state-of-the-art supervised sentiment analysis models, as well as widely used LLMs like ChatGPT and LLaMAs, particularly in scenarios where numerical understanding and contextual comprehension are vital.Comment: FinLLM Symposium at IJCAI 202

Transformer-based Subject Entity Detection in Wikipedia Listings

In tasks like question answering or text summarisation, it is essential to have background knowledge about the relevant entities. The information about entities - in particular, about long-tail or emerging entities - in publicly available knowledge graphs like DBpedia or CaLiGraph is far from complete. In this paper, we present an approach that exploits the semi-structured nature of listings (like enumerations and tables) to identify the main entities of the listing items (i.e., of entries and rows). These entities, which we call subject entities, can be used to increase the coverage of knowledge graphs. Our approach uses a transformer network to identify subject entities at the token-level and surpasses an existing approach in terms of performance while being bound by fewer limitations. Due to a flexible input format, it is applicable to any kind of listing and is, unlike prior work, not dependent on entity boundaries as input. We demonstrate our approach by applying it to the complete Wikipedia corpus and extracting 40 million mentions of subject entities with an estimated precision of 71% and recall of 77%. The results are incorporated in the most recent version of CaLiGraph.Comment: Published at Deep Learning for Knowledge Graphs workshop (DL4KG) at International Semantic Web Conference 2022 (ISWC 2022

A Deep Multi-Level Attentive network for Multimodal Sentiment Analysis

Multimodal sentiment analysis has attracted increasing attention with broad application prospects. The existing methods focuses on single modality, which fails to capture the social media content for multiple modalities. Moreover, in multi-modal learning, most of the works have focused on simply combining the two modalities, without exploring the complicated correlations between them. This resulted in dissatisfying performance for multimodal sentiment classification. Motivated by the status quo, we propose a Deep Multi-Level Attentive network, which exploits the correlation between image and text modalities to improve multimodal learning. Specifically, we generate the bi-attentive visual map along the spatial and channel dimensions to magnify CNNs representation power. Then we model the correlation between the image regions and semantics of the word by extracting the textual features related to the bi-attentive visual features by applying semantic attention. Finally, self-attention is employed to automatically fetch the sentiment-rich multimodal features for the classification. We conduct extensive evaluations on four real-world datasets, namely, MVSA-Single, MVSA-Multiple, Flickr, and Getty Images, which verifies the superiority of our method.Comment: 11 pages, 7 figure

Role of sentiment classification in sentiment analysis: a survey

Through a survey of literature, the role of sentiment classification in sentiment analysis has been reviewed. The review identifies the research challenges involved in tackling sentiment classification. A total of 68 articles during 2015 – 2017 have been reviewed on six dimensions viz., sentiment classification, feature extraction, cross-lingual sentiment classification, cross-domain sentiment classification, lexica and corpora creation and multi-label sentiment classification. This study discusses the prominence and effects of sentiment classification in sentiment evaluation and a lot of further research needs to be done for productive results

Assessing causality among topics and sentiments: The case of the G20 discussion on Twitter

Although the identification of topics and sentiments from social media content has attracted substantial research, little work has been carried out on the extraction of causal relationships among those topics and sentiments. This article proposes a methodology aimed at building a causal graph where nodes represent topics and emotions extracted from social media users? posts. To illustrate the proposed methodology, we collected a large multi-year dataset of tweets related to different editions of the G20 summit, which was locally indexed for further analysis. Topic-relevant queries are crafted from phrases extracted by experts from G20 output documents on four main recurring topics, namely government, society, environment and health and economics. Subsequently, sentiments are identified on the retrieved tweets using a lexicon based on Plutchik?s wheel of emotions. Finally, a causality test that uses stochastic dominance is applied to build a causal graph among topics and emotions by exploiting the asymmetries of explaining a variable from other variables. The applied causality discovery process relies on observational data only and does not require any assumptions of linearity, parametric definitions or temporal precedence. In our analysis, we observe that although the time series of topics and emotions always show high correlation coefficients, stochastic causality provides a means to tell apart causal relationships from other forms of associations. The proposed methodology can be applied to better understand social behaviour on social media, offering support to decision and policy making and their communication by government leaders.Fil: Fonseca, Mauro. Universidad Nacional del Sur. Departamento de Ciencias e Ingeniería de la Computación; ArgentinaFil: Delbianco, Fernando Andrés. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Matemática Bahía Blanca. Universidad Nacional del Sur. Departamento de Matemática. Instituto de Matemática Bahía Blanca; Argentina. Universidad Nacional del Sur. Departamento de Economía; ArgentinaFil: Maguitman, Ana Gabriela. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Ciencias e Ingeniería de la Computación. Universidad Nacional del Sur. Departamento de Ciencias e Ingeniería de la Computación. Instituto de Ciencias e Ingeniería de la Computación; ArgentinaFil: Soto, Axel Juan. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Ciencias e Ingeniería de la Computación. Universidad Nacional del Sur. Departamento de Ciencias e Ingeniería de la Computación. Instituto de Ciencias e Ingeniería de la Computación; Argentin

Thematic analysis of big data in financial institutions using NLP techniques with a cloud computing perspective : a systematic literature review

This literature review explores the existing work and practices in applying thematic analysis natural language processing techniques to financial data in cloud environments. This work aims to improve two of the five Vs of the big data system. We used the PRISMA approach (Preferred Reporting Items for Systematic Reviews and Meta-Analyses) for the review. We analyzed the research papers published over the last 10 years about the topic in question using a keywordbased search and bibliometric analysis. The systematic literature review was conducted in multiple phases, and filters were applied to exclude papers based on the title and abstract initially, then based on the methodology/conclusion, and, finally, after reading the full text. The remaining papers were then considered and are discussed here. We found that automated data discovery methods can be augmented by applying an NLP-based thematic analysis on the financial data in cloud environments. This can help identify the correct classification/categorization and measure data quality for a sentiment analysis

HOW DO LARGE STAKES INFLUENCE BITCOIN PERFORMANCE? EVIDENCE FROM THE MT.GOX LIQUIDATION CASE

Bitcoin as the first and still most important decentralized cryptocurrency has gained wide popu-larity due to the steep rise of its price during the second half of 2017. Because of its digital na-ture, Bitcoin cannot be valuated exclusively with fundamental approaches, which is why factors such as investor sentiment have become a common alternative to capture its performance. In this work, we studied whether and how the sale of Bitcoins from the insolvency assets of Mt.Gox, which represent about 1.1% of the current global total, relates to Bitcoin price movements. We used social media sentiment analysis of Twitter data to examine how investors are influenced in their decision to buy or sell Bitcoin when confronted with the trade actions of Nobuaki Koba-yashi, the trustee in charge of the Mt.Gox case. We built a vector error correction model to ana-lyze the long-run relationship between cointegrated variables. Our analysis confirms the posi-tive association of Bitcoin performance with positive Twitter sentiment and tweet volume and the negative association with negative sentiment. We further found empirical evidence that Mt.Gox selloff events have a lasting negative impact on the Bitcoin price and that we can measure this effect by Twitter sentiment and tweet volume