Carlos Soares
2017
FEUP at SemEval-2017 Task 5: Predicting Sentiment Polarity and Intensity with Financial Word Embeddings
Pedro Saleiro
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Eduarda Mendes Rodrigues
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Carlos Soares
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Eugénio Oliveira
Proceedings of the 11th International Workshop on Semantic Evaluation (SemEval-2017)
This paper presents the approach developed at the Faculty of Engineering of University of Porto, to participate in SemEval 2017, Task 5: Fine-grained Sentiment Analysis on Financial Microblogs and News. The task consisted in predicting a real continuous variable from -1.0 to +1.0 representing the polarity and intensity of sentiment concerning companies/stocks mentioned in short texts. We modeled the task as a regression analysis problem and combined traditional techniques such as pre-processing short texts, bag-of-words representations and lexical-based features with enhanced financial specific bag-of-embeddings. We used an external collection of tweets and news headlines mentioning companies/stocks from S&P 500 to create financial word embeddings which are able to capture domain-specific syntactic and semantic similarities. The resulting approach obtained a cosine similarity score of 0.69 in sub-task 5.1 - Microblogs and 0.68 in sub-task 5.2 - News Headlines.
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