Financial Sentiment Analysis for Risk Prediction

University of Taipei > 理學院 > 資訊科學系 > 會議論文 > Item 987654321/16977

Please use this identifier to cite or link to this item: http://utaipeir.lib.utaipei.edu.tw/dspace/handle/987654321/16977

Title:	Financial Sentiment Analysis for Risk Prediction
Authors:	Wang, Chuan-Ju;王釧茹;Tsai, Ming-Feng;Liu, Tse;Chang, Chin-Ting
Contributors:	臺北市立大學資訊科學系
Date:	2013
Issue Date:	2019-02-14
Abstract:	This paper attempts to identify the importance of sentiment words in financial reports on financial risk. By using a financespecific sentiment lexicon, we apply regression and ranking techniques to analyze the relations between sentiment words and financial risk. The experimental results show that, based on the bag-of-words model, models trained on sentiment words only result in comparable performance to those on origin texts, which confirms the importance of financial sentiment words on risk prediction. Furthermore, the learned models suggest strong correlations between financial sentiment words and risk of companies. As a result, these findings are of great value for providing us more insight and understanding into the impact of financial sentiment words in financial reports.
Relation:	the 6th International Joint Conference on Natural Language Processing (IJCNLP’13)，Nagoya，2013
Appears in Collections:	[資訊科學系] 會議論文

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