Argument-Based Sentiment Analysis on Forward-Looking Statements

Chin-Yi Lin, Chung-Chi Chen, Hen-Hsen Huang, Hsin-Hsi Chen


Abstract
This paper introduces a novel approach to analyzing the forward-looking statements in equity research reports by integrating argument mining with sentiment analysis. Recognizing the limitations of traditional models in capturing the nuances of future-oriented analysis, we propose a refined categorization of argument units into claims, premises, and scenarios, coupled with a unique sentiment analysis framework. Furthermore, we incorporate a temporal dimension to categorize the anticipated impact duration of market events. To facilitate this study, we present the Equity Argument Mining and Sentiment Analysis (Equity-AMSA) dataset. Our research investigates the extent to which detailed domain-specific annotations can be provided, the necessity of fine-grained human annotations in the era of large language models, and whether our proposed framework can improve performance in downstream tasks over traditional methods. Experimental results reveal the significance of manual annotations, especially for scenario identification and sentiment analysis. The study concludes that our annotation scheme and dataset contribute to a deeper understanding of forward-looking statements in equity research reports.
Anthology ID:
2024.findings-acl.820
Volume:
Findings of the Association for Computational Linguistics: ACL 2024
Month:
August
Year:
2024
Address:
Bangkok, Thailand
Editors:
Lun-Wei Ku, Andre Martins, Vivek Srikumar
Venue:
Findings
SIG:
Publisher:
Association for Computational Linguistics
Note:
Pages:
13804–13815
Language:
URL:
https://aclanthology.org/2024.findings-acl.820
DOI:
10.18653/v1/2024.findings-acl.820
Bibkey:
Cite (ACL):
Chin-Yi Lin, Chung-Chi Chen, Hen-Hsen Huang, and Hsin-Hsi Chen. 2024. Argument-Based Sentiment Analysis on Forward-Looking Statements. In Findings of the Association for Computational Linguistics: ACL 2024, pages 13804–13815, Bangkok, Thailand. Association for Computational Linguistics.
Cite (Informal):
Argument-Based Sentiment Analysis on Forward-Looking Statements (Lin et al., Findings 2024)
Copy Citation:
PDF:
https://aclanthology.org/2024.findings-acl.820.pdf