1,097 research outputs found
Combination of Domain Knowledge and Deep Learning for Sentiment Analysis of Short and Informal Messages on Social Media
Sentiment analysis has been emerging recently as one of the major natural
language processing (NLP) tasks in many applications. Especially, as social
media channels (e.g. social networks or forums) have become significant sources
for brands to observe user opinions about their products, this task is thus
increasingly crucial. However, when applied with real data obtained from social
media, we notice that there is a high volume of short and informal messages
posted by users on those channels. This kind of data makes the existing works
suffer from many difficulties to handle, especially ones using deep learning
approaches. In this paper, we propose an approach to handle this problem. This
work is extended from our previous work, in which we proposed to combine the
typical deep learning technique of Convolutional Neural Networks with domain
knowledge. The combination is used for acquiring additional training data
augmentation and a more reasonable loss function. In this work, we further
improve our architecture by various substantial enhancements, including
negation-based data augmentation, transfer learning for word embeddings, the
combination of word-level embeddings and character-level embeddings, and using
multitask learning technique for attaching domain knowledge rules in the
learning process. Those enhancements, specifically aiming to handle short and
informal messages, help us to enjoy significant improvement in performance once
experimenting on real datasets.Comment: A Preprint of an article accepted for publication by Inderscience in
IJCVR on September 201
PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin
Bitcoin, with its ever-growing popularity, has demonstrated extreme price
volatility since its origin. This volatility, together with its decentralised
nature, make Bitcoin highly subjective to speculative trading as compared to
more traditional assets. In this paper, we propose a multimodal model for
predicting extreme price fluctuations. This model takes as input a variety of
correlated assets, technical indicators, as well as Twitter content. In an
in-depth study, we explore whether social media discussions from the general
public on Bitcoin have predictive power for extreme price movements. A dataset
of 5,000 tweets per day containing the keyword `Bitcoin' was collected from
2015 to 2021. This dataset, called PreBit, is made available online. In our
hybrid model, we use sentence-level FinBERT embeddings, pretrained on financial
lexicons, so as to capture the full contents of the tweets and feed it to the
model in an understandable way. By combining these embeddings with a
Convolutional Neural Network, we built a predictive model for significant
market movements. The final multimodal ensemble model includes this NLP model
together with a model based on candlestick data, technical indicators and
correlated asset prices. In an ablation study, we explore the contribution of
the individual modalities. Finally, we propose and backtest a trading strategy
based on the predictions of our models with varying prediction threshold and
show that it can used to build a profitable trading strategy with a reduced
risk over a `hold' or moving average strategy.Comment: 21 pages, submitted preprint to Elsevier Expert Systems with
Application
ALGA: Automatic Logic Gate Annotator for Building Financial News Events Detectors
We present a new automatic data labelling framework called ALGA - Automatic Logic Gate Annotator. The framework helps to create large amounts of annotated data for training domain-specific financial news events detection classifiers quicker. ALGA framework implements a rules-based approach to annotate a training dataset. This method has following advantages: 1) unlike traditional data labelling methods, it helps to filter relevant news articles from noise; 2) allows easier transferability to other domains and better interpretability of models trained on automatically labelled data. To create this framework, we focus on the U.S.-based companies that operate in the Apparel and Footwear industry. We show that event detection classifiers trained on the data generated by our framework can achieve state-of-the-art performance in the domain-specific financial events detection task. Besides, we create a domain-specific events synonyms dictionary
Econometrics meets sentiment : an overview of methodology and applications
The advent of massive amounts of textual, audio, and visual data has spurred the development of econometric methodology to transform qualitative sentiment data into quantitative sentiment variables, and to use those variables in an econometric analysis of the relationships between sentiment and other variables. We survey this emerging research field and refer to it as sentometrics, which is a portmanteau of sentiment and econometrics. We provide a synthesis of the relevant methodological approaches, illustrate with empirical results, and discuss useful software
Adaptive sentiment analysis
Domain dependency is one of the most challenging problems in the field of sentiment analysis. Although most sentiment analysis methods have decent performance if they are targeted at a specific domain and writing style, they do not usually work well with texts that are originated outside of their domain boundaries. Often there is a need to perform sentiment analysis in a domain where no labelled document is available. To address this
scenario, researchers have proposed many domain adaptation or unsupervised sentiment analysis methods. However, there is still much room for improvement, as those methods typically cannot match conventional supervised sentiment analysis methods. In this thesis, we propose a novel aspect-level sentiment analysis method that seamlessly integrates lexicon- and learning-based methods. While its performance is comparable to existing approaches, it is less sensitive to domain boundaries and can be applied to cross-domain sentiment analysis when the target domain is similar to the source domain. It also offers more structured and readable results by detecting individual topic aspects and determining their sentiment strengths. Furthermore, we investigate a novel approach to automatically constructing domain-specific sentiment lexicons based on distributed word representations (aka word embeddings). The induced lexicon has quality on a par with a handcrafted one and could be used directly in a lexiconbased algorithm for sentiment analysis, but we find that a two-stage bootstrapping strategy could further boost the sentiment classification performance. Compared to existing methods, such an end-to-end nearly-unsupervised approach to domain-specific sentiment analysis works out of the box for any target domain, requires no handcrafted lexicon or labelled corpus, and achieves sentiment classification accuracy comparable to that of fully supervised approaches. Overall, the contribution of this Ph.D. work to the research field of sentiment analysis is twofold. First, we develop a new sentiment analysis system which can — in a nearlyunsupervised manner—adapt to the domain at hand and perform sentiment analysis with minimal loss of performance. Second, we showcase this system in several areas (including finance, politics, and e-business), and investigate particularly the temporal
dynamics of sentiment in such contexts
- …