An effective gated and attention-based neural network model for fine-grained financial target-dependent sentiment analysis

  • Mengxiao Jiang
  • , Jianxiang Wang
  • , Man Lan*
  • , Yuanbin Wu
  • *Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

6 Scopus citations

Abstract

In this work, we propose an effective neural network architecture GABi-LSTM to address fine-grained financial target-dependent sentiment analysis from financial microblogs and news. We first adopt a gated mechanism to adaptively integrate character level and word level embeddings for word representation, then present an attention-based Bi-LSTM component to embed target-dependent information into sentence representation, and finally use a linear regression layer to predict sentiment score with respect to target company. Comparative experiments on financial benchmark datasets show that our proposed GABi-LSTM model outperforms baselines and previous top systems by a large margin and achieves the state-of-the-art performance.

Original languageEnglish
Title of host publicationKnowledge Science, Engineering and Management - 10th International Conference, KSEM 2017, Proceedings
EditorsZili Zhang, Yong Ge, Zhi Jin, Gang Li, Michael Blumenstein
PublisherSpringer Verlag
Pages42-54
Number of pages13
ISBN (Print)9783319635576
DOIs
StatePublished - 2017
Event10th International Conference on Knowledge Science, Engineering and Management, KSEM 2017 - Melbourne, Australia
Duration: 19 Aug 201720 Aug 2017

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume10412 LNAI
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference10th International Conference on Knowledge Science, Engineering and Management, KSEM 2017
Country/TerritoryAustralia
CityMelbourne
Period19/08/1720/08/17

Keywords

  • Attention neural network
  • Financial domain
  • Gate mechanism
  • Stock market prediction
  • Target-dependent sentiment analysis

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