@inproceedings{li-shah-2017-learning,
title = "Learning Stock Market Sentiment Lexicon and Sentiment-Oriented Word Vector from {S}tock{T}wits",
author = "Li, Quanzhi and
Shah, Sameena",
editor = "Levy, Roger and
Specia, Lucia",
booktitle = "Proceedings of the 21st Conference on Computational Natural Language Learning ({C}o{NLL} 2017)",
month = aug,
year = "2017",
address = "Vancouver, Canada",
publisher = "Association for Computational Linguistics",
url = "https://aclanthology.org/K17-1031/",
doi = "10.18653/v1/K17-1031",
pages = "301--310",
abstract = "Previous studies have shown that investor sentiment indicators can predict stock market change. A domain-specific sentiment lexicon and sentiment-oriented word embedding model would help the sentiment analysis in financial domain and stock market. In this paper, we present a new approach to learning stock market lexicon from StockTwits, a popular financial social network for investors to share ideas. It learns word polarity by predicting message sentiment, using a neural net-work. The sentiment-oriented word embeddings are learned from tens of millions of StockTwits posts, and this is the first study presenting sentiment-oriented word embeddings for stock market. The experiments of predicting investor sentiment show that our lexicon outperformed other lexicons built by the state-of-the-art methods, and the sentiment-oriented word vector was much better than the general word embeddings."
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%0 Conference Proceedings
%T Learning Stock Market Sentiment Lexicon and Sentiment-Oriented Word Vector from StockTwits
%A Li, Quanzhi
%A Shah, Sameena
%Y Levy, Roger
%Y Specia, Lucia
%S Proceedings of the 21st Conference on Computational Natural Language Learning (CoNLL 2017)
%D 2017
%8 August
%I Association for Computational Linguistics
%C Vancouver, Canada
%F li-shah-2017-learning
%X Previous studies have shown that investor sentiment indicators can predict stock market change. A domain-specific sentiment lexicon and sentiment-oriented word embedding model would help the sentiment analysis in financial domain and stock market. In this paper, we present a new approach to learning stock market lexicon from StockTwits, a popular financial social network for investors to share ideas. It learns word polarity by predicting message sentiment, using a neural net-work. The sentiment-oriented word embeddings are learned from tens of millions of StockTwits posts, and this is the first study presenting sentiment-oriented word embeddings for stock market. The experiments of predicting investor sentiment show that our lexicon outperformed other lexicons built by the state-of-the-art methods, and the sentiment-oriented word vector was much better than the general word embeddings.
%R 10.18653/v1/K17-1031
%U https://aclanthology.org/K17-1031/
%U https://doi.org/10.18653/v1/K17-1031
%P 301-310
Markdown (Informal)
[Learning Stock Market Sentiment Lexicon and Sentiment-Oriented Word Vector from StockTwits](https://aclanthology.org/K17-1031/) (Li & Shah, CoNLL 2017)
ACL