arXiv (Cornell University) · 2020 · 23 citations · 23 references
ComputingComputer ScienceFinanceMachine LearningNatural Language ProcessingText AnalyticsInformation ExtractionInvestor SentimentNamed Entity RecognitionOpinion MiningSentiment AnalysisText MiningEntity DetectionMachine Reading ComprehensionSentence MatchingTextual Sentiment Analysis
The emergence and rapid progress of the Internet have brought ever-increasing impact on financial domain. How to rapidly and accurately mine the key information from the massive negative financial texts has become one of the key issues for investors and decision makers. Aiming at the issue, we propose a sentiment analysis and key entity detection approach based on BERT, which is applied in online financial text mining and public opinion analysis in social media. By using pre-train model, we first study sentiment analysis, and then we consider key entity detection as a sentence matching or Machine Reading Comprehension (MRC) task in different granularity. Among them, we mainly focus on negative sentimental information. We detect the specific entity by using our approach, which is different from traditional Named Entity Recognition (NER). In addition, we also use ensemble learning to improve the performance of proposed approach. Experimental results show that the performance of our approach is generally higher than SVM, LR, NBM, and BERT for two financial sentiment analysis and key entity detection datasets.
23
Textual Analysis in Accounting and Finance: A Survey
Tim Loughran, Bill McDonald · Journal of Accounting Research · 2016 · 2.2K citations
Design challenges and misconceptions in named entity recognition
Lev Ratinov, Dan Roth · 2009 · 1.5K citations · Full text