IITP at SemEval-2017 Task 5: An Ensemble of Deep Learning and Feature Based Models for Financial Sentiment Analysis

Deepanway Ghosal, Shobhit Bhatnagar, Md Shad Akhtar, Asif Ekbal, Pushpak Bhattacharyya


Abstract
In this paper we propose an ensemble based model which combines state of the art deep learning sentiment analysis algorithms like Convolution Neural Network (CNN) and Long Short Term Memory (LSTM) along with feature based models to identify optimistic or pessimistic sentiments associated with companies and stocks in financial texts. We build our system to participate in a competition organized by Semantic Evaluation 2017 International Workshop. We combined predictions from various models using an artificial neural network to determine the opinion towards an entity in (a) Microblog Messages and (b) News Headlines data. Our models achieved a cosine similarity score of 0.751 and 0.697 for the above two tracks giving us the rank of 2nd and 7th best team respectively.
Anthology ID:
S17-2154
Volume:
Proceedings of the 11th International Workshop on Semantic Evaluation (SemEval-2017)
Month:
August
Year:
2017
Address:
Vancouver, Canada
Editors:
Steven Bethard, Marine Carpuat, Marianna Apidianaki, Saif M. Mohammad, Daniel Cer, David Jurgens
Venue:
SemEval
SIG:
SIGLEX
Publisher:
Association for Computational Linguistics
Note:
Pages:
899–903
Language:
URL:
https://aclanthology.org/S17-2154
DOI:
10.18653/v1/S17-2154
Bibkey:
Cite (ACL):
Deepanway Ghosal, Shobhit Bhatnagar, Md Shad Akhtar, Asif Ekbal, and Pushpak Bhattacharyya. 2017. IITP at SemEval-2017 Task 5: An Ensemble of Deep Learning and Feature Based Models for Financial Sentiment Analysis. In Proceedings of the 11th International Workshop on Semantic Evaluation (SemEval-2017), pages 899–903, Vancouver, Canada. Association for Computational Linguistics.
Cite (Informal):
IITP at SemEval-2017 Task 5: An Ensemble of Deep Learning and Feature Based Models for Financial Sentiment Analysis (Ghosal et al., SemEval 2017)
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PDF:
https://aclanthology.org/S17-2154.pdf