FEUP at SemEval-2017 Task 5: Predicting Sentiment Polarity and Intensity with Financial Word Embeddings

Pedro Saleiro, Eduarda Mendes Rodrigues, Carlos Soares, Eugénio Oliveira


Abstract
This paper presents the approach developed at the Faculty of Engineering of University of Porto, to participate in SemEval 2017, Task 5: Fine-grained Sentiment Analysis on Financial Microblogs and News. The task consisted in predicting a real continuous variable from -1.0 to +1.0 representing the polarity and intensity of sentiment concerning companies/stocks mentioned in short texts. We modeled the task as a regression analysis problem and combined traditional techniques such as pre-processing short texts, bag-of-words representations and lexical-based features with enhanced financial specific bag-of-embeddings. We used an external collection of tweets and news headlines mentioning companies/stocks from S&P 500 to create financial word embeddings which are able to capture domain-specific syntactic and semantic similarities. The resulting approach obtained a cosine similarity score of 0.69 in sub-task 5.1 - Microblogs and 0.68 in sub-task 5.2 - News Headlines.
Anthology ID:
S17-2155
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:
904–908
Language:
URL:
https://aclanthology.org/S17-2155
DOI:
10.18653/v1/S17-2155
Bibkey:
Cite (ACL):
Pedro Saleiro, Eduarda Mendes Rodrigues, Carlos Soares, and Eugénio Oliveira. 2017. FEUP at SemEval-2017 Task 5: Predicting Sentiment Polarity and Intensity with Financial Word Embeddings. In Proceedings of the 11th International Workshop on Semantic Evaluation (SemEval-2017), pages 904–908, Vancouver, Canada. Association for Computational Linguistics.
Cite (Informal):
FEUP at SemEval-2017 Task 5: Predicting Sentiment Polarity and Intensity with Financial Word Embeddings (Saleiro et al., SemEval 2017)
Copy Citation:
PDF:
https://aclanthology.org/S17-2155.pdf
Code
 saleiro/Financial-Sentiment-Analysis +  additional community code