In this paper, we describe a methodology to infer Bullish or Bearish sentiment towards companies brands. More specifically, our approach leverages affective lexica and word embeddings in combination with convolutional neural networks to infer the sentiment of financial news headlines towards a target company. Such architecture was used and evaluated in the context of the SemEval 2017 challenge (task 5, subtask 2), in which it obtained the best performance.
There is usually a trade-off between coverage (the amount of entries) and precision (the accuracy of the sentiment information). For instance, regarding sentiment lexica, @cite_7 , @cite_1 , associates each entry with the numerical scores, ranging from 0 (negative) to 1 (positive); following this approach, it has been possible to automatically obtain a list of 155k words, compensating a low precision with a high coverage @cite_11 . On the other side of the spectrum, we have methods such as @cite_3 , @cite_27 , @cite_10 with low coverage (from 1k to 14k words), but for which the precision is maximized. These scores were manually assigned by multiple annotators, and in some cases validated by crowd-sourcing @cite_27 .
@cite_7 @cite_1 @cite_3 @cite_27 @cite_10 @cite_11
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Deriving prior polarity lexica for sentiment analysis – where positive or negative scores are associated with words out of context – is a challenging task. Usually, a trade-off between precision and coverage is hard to find, and it depends on the methodology used to build the lexicon. Manually annotated lexica provide a high precision but lack in coverage, whereas automatic derivation from pre-existing knowledge guarantees high coverage at the cost of a lower precision. Since the automatic derivation of prior polarities is less time consuming than manual annotation, there has been a great bloom of these approaches, in particular based on the SentiWordNet resource. In this paper, we compare the most frequently used techniques based on SentiWordNet with newer ones and blend them in a learning framework (a so called ‘ensemble method’). By taking advantage of manually built prior polarity lexica, our ensemble method is better able to predict the prior value of unseen words and to outperform all the other SentiWordNet approaches. Using this technique we have built SentiWords , a prior polarity lexicon of approximately 155,000 words, that has both a high precision and a high coverage. We finally show that in sentiment analysis tasks, using our lexicon allows us to outperform both the single metrics derived from SentiWordNet and popular manually annotated sentiment lexica. Sentiment analysis often relies on a semantic orientation lexicon of positive and negative words. A number of approaches have been proposed for creating such lexicons, but they tend to be computationally expensive, and usually rely on significant manual annotation and large corpora. Most of these methods use WordNet. In contrast, we propose a simple approach to generate a high-coverage semantic orientation lexicon, which includes both individual words and multi-word expressions, using only a Roget-like thesaurus and a handful of affixes. Further, the lexicon has properties that support the Polyanna Hypothesis. Using the General Inquirer as gold standard, we show that our lexicon has 14 percentage points more correct entries than the leading WordNet-based high-coverage lexicon (SentiWordNet). In an extrinsic evaluation, we obtain significantly higher performance in determining phrase polarity using our thesaurus-based lexicon than with any other. Additionally, we explore the use of visualization techniques to gain insight into the our algorithm beyond the evaluations mentioned above. Semantic word spaces have been very useful but cannot express the meaning of longer phrases in a principled way. Further progress towards understanding compositionality in tasks such as sentiment detection requires richer supervised training and evaluation resources and more powerful models of composition. To remedy this, we introduce a Sentiment Treebank. It includes fine grained sentiment labels for 215,154 phrases in the parse trees of 11,855 sentences and presents new challenges for sentiment compositionality. To address them, we introduce the Recursive Neural Tensor Network. When trained on the new treebank, this model outperforms all previous methods on several metrics. It pushes the state of the art in single sentence positive negative classification from 80 up to 85.4 . The accuracy of predicting fine-grained sentiment labels for all phrases reaches 80.7 , an improvement of 9.7 over bag of features baselines. Lastly, it is the only model that can accurately capture the effects of negation and its scope at various tree levels for both positive and negative phrases. The explosion of Web opinion data has made essential the need for automatic tools to analyze and understand people's sentiments toward different topics. In most sentiment analysis applications, the sentiment lexicon plays a central role. However, it is well known that there is no universally optimal sentiment lexicon since the polarity of words is sensitive to the topic domain. Even worse, in the same domain the same word may indicate different polarities with respect to different aspects. For example, in a laptop review, "large" is negative for the battery aspect while being positive for the screen aspect. In this paper, we focus on the problem of learning a sentiment lexicon that is not only domain specific but also dependent on the aspect in context given an unlabeled opinionated text collection. We propose a novel optimization framework that provides a unified and principled way to combine different sources of information for learning such a context-dependent sentiment lexicon. Experiments on two data sets (hotel reviews and customer feedback surveys on printers) show that our approach can not only identify new sentiment words specific to the given domain but also determine the different polarities of a word depending on the aspect in context. In further quantitative evaluation, our method is proved to be effective in constructing a high quality lexicon by comparing with a human annotated gold standard. In addition, using the learned context-dependent sentiment lexicon improved the accuracy in an aspect-level sentiment classification task.