Constructing Financial Sentiment Lexicons by Integrating Textual and Time-Series Data.
Kazuhiro SekiMasahiko ShibamotoPublished in: IRI (2017)
Keyphrases
- sentiment analysis
- sentiment classification
- opinion mining
- sentiment lexicon
- text classification
- social media content
- user generated
- automatic construction
- manually constructed
- positive and negative
- stock market
- multimedia
- sentence level
- financial news
- natural language
- public opinion
- financial time series
- feature selection
- stock price
- cross domain
- natural language processing
- keywords
- decision making
- risk management
- high dimensional
- human generated
- user comments
- metadata
- neural network
- sentiment polarity