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.
In this work, we exploit the DepecheMood affective lexicon proposed by @cite_13 : this resource has been built in a completely unsupervised fashion, from affective scores assigned by readers to news articles; notably, due to its automated crowd-sourcing-based approach, DepecheMood allows for both high-coverage and high-precision. DepecheMood provides scores for more than 37k entries, on the following affective dimensions: , , , , , , , , . We refer the reader to @cite_13 @cite_19 for more details.
@cite_19 @cite_13
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While many lexica annotated with words polarity are available for sentiment analysis, very few tackle the harder task of emotion analysis and are usually quite limited in coverage. In this paper, we present a novel approach for extracting - in a totally automated way - a high-coverage and high-precision lexicon of roughly 37 thousand terms annotated with emotion scores, called DepecheMood. Our approach exploits in an original way 'crowd-sourced' affective annotation implicitly provided by readers of news articles from rappler.com. By providing new state-of-the-art performances in unsupervised settings for regression and classification tasks, even using a na " ve approach, our experiments show the beneficial impact of harvesting social media data for affective lexicon building. We describe a state-of-the-art sentiment analysis system that detects (a) the sentiment of short informal textual messages such as tweets and SMS (message-level task) and (b) the sentiment of a word or a phrase within a message (term-level task). The system is based on a supervised statistical text classification approach leveraging a variety of surface-form, semantic, and sentiment features. The sentiment features are primarily derived from novel high-coverage tweet-specific sentiment lexicons. These lexicons are automatically generated from tweets with sentiment-word hashtags and from tweets with emoticons. To adequately capture the sentiment of words in negated contexts, a separate sentiment lexicon is generated for negated words. The system ranked first in the SemEval-2013 shared task 'Sentiment Analysis in Twitter' (Task 2), obtaining an F-score of 69.02 in the message-level task and 88.93 in the term-level task. Post-competition improvements boost the performance to an F-score of 70.45 (message-level task) and 89.50 (term-level task). The system also obtains state-of-the-art performance on two additional datasets: the SemEval-2013 SMS test set and a corpus of movie review excerpts. The ablation experiments demonstrate that the use of the automatically generated lexicons results in performance gains of up to 6.5 absolute percentage points. Algorithms for data-driven learning of domain-specific overcomplete dictionaries are developed to obtain maximum likelihood and maximum a posteriori dictionary estimates based on the use of Bayesian models with concave Schur-concave (CSC) negative log priors. Such priors are appropriate for obtaining sparse representations of environmental signals within an appropriately chosen (environmentally matched) dictionary. The elements of the dictionary can be interpreted as concepts, features, or words capable of succinct expression of events encountered in the environment (the source of the measured signals). This is a generalization of vector quantization in that one is interested in a description involving a few dictionary entries (the proverbial "25 words or less"), but not necessarily as succinct as one entry. To learn an environmentally adapted dictionary capable of concise expression of signals generated by the environment, we develop algorithms that iterate between a representative set of sparse representations found by variants of FOCUSS and an update of the dictionary using these sparse representations.Experiments were performed using synthetic data and natural images. For complete dictionaries, we demonstrate that our algorithms have improved performance over other independent component analysis (ICA) methods, measured in terms of signal-to-noise ratios of separated sources. In the overcomplete case, we show that the true underlying dictionary and sparse sources can be accurately recovered. In tests with natural images, learned overcomplete dictionaries are shown to have higher coding efficiency than complete dictionaries; that is, images encoded with an overcomplete dictionary have both higher compression (fewer bits per pixel) and higher accuracy (lower mean square error). We propose a supervised model for expanding an opinion lexicon for Twitter.We combine automatically annotated tweets with existing hand-made opinion lexicons.We use POS tags and associations between words and sentiment as word-level features.Expanded words are mapped to a positive, negative, and neutral distribution.We outperform the performance obtained by using PMI semantic orientation alone. Opinion lexicons, which are lists of terms labeled by sentiment, are widely used resources to support automatic sentiment analysis of textual passages. However, existing resources of this type exhibit some limitations when applied to social media messages such as tweets (posts in Twitter), because they are unable to capture the diversity of informal expressions commonly found in this type of media.In this article, we present a method that combines information from automatically annotated tweets and existing hand-made opinion lexicons to expand an opinion lexicon in a supervised fashion. The expanded lexicon contains part-of-speech (POS) disambiguated entries with a probability distribution for positive, negative, and neutral polarity classes, similarly to SentiWordNet.To obtain this distribution using machine learning, we propose word-level attributes based on (a) the morphological information conveyed by POS tags and (b) associations between words and the sentiment expressed in the tweets that contain them. We consider tweets with both hard and soft sentiment labels. The sentiment associations are modeled in two different ways: using point-wise-mutual-information semantic orientation (PMI-SO), and using stochastic gradient descent semantic orientation (SGD-SO), which learns a linear relationship between words and sentiment. The training dataset is labeled by a seed lexicon formed by combining multiple hand-annotated lexicons.Our experimental results show that our method outperforms the three-dimensional word-level polarity classification performance obtained by using PMI-SO alone. This is significant because PMI-SO is a state-of-the-art measure for establishing world-level sentiment. Additionally, we show that lexicons created with our method achieve significant improvements over SentiWordNet for classifying tweets into polarity classes, and also outperform SentiStrength in the majority of the experiments.