INF-UFRGS at SemEval-2017 Task 5: A Supervised Identification of Sentiment Score in Tweets and Headlines

25204

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nan

Abstract

AbstractThis paper describes a supervised solution for detecting the polarity scores of tweets or headline news in the financial domain, submitted to the SemEval 2017 Fine-Grained Sentiment Analysis on Financial Microblogs and News Task. The premise is that it is possible to understand market reaction over a company stock by measuring the positive/negative sentiment contained in the financial tweets and news headlines, where polarity is measured in a continuous scale ranging from -1.0 (very bearish) to 1.0 (very bullish). Our system receives as input the textual content of tweets or news headlines, together with their ids, stock cashtag or name of target company, and the polarity score gold standard for the training dataset. Our solution retrieves features from these text instances using n-gram, hashtags, sentiment score calculated by a external APIs and others features to train a regression model capable to detect continuous score of these sentiments with precision.

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Proceedings of the 11th International Workshop on Semantic Evaluations (SemEval-2017), pages 837–841, Vancouver, Canada, August 3 - 4, 2017. c⃝2017 Association for Computational Linguistics INF-UFRGS at SemEval-2017 Task 5: A Supervised Identification of Sentiment Score in Tweets and Headlines Tiago Zini and Marcelo Dias and Karin Becker Instituto de Inform´atica (INF) Universidade Federal do Rio Grande do Sul Porto Alegre, RS, Brazil {tiago.zini, marcelo.dias, karin.becker}@inf.ufrgs.br Abstract This paper describes a supervised solu- tion for detecting the polarity scores of tweets or headline news in the financial domain, submitted to the SemEval 2017 Fine-Grained Sentiment Analysis on Fi- nancial Microblogs and News Task. The premise is that it is possible to understand market reaction over a company stock by measuring the positive/negative sentiment contained in the financial tweets and news headlines, where polarity is measured in a continuous scale ranging from -1.0 (very bearish) to 1.0 (very bullish). Our sys- tem receives as input the textual content of tweets or news headlines, together with their ids, stock cashtag or name of target company, and the polarity score gold stan- dard for the training dataset. Our solution retrieves features from these text instances using n-gram, hashtags, sentiment score calculated by a external APIs and others features to train a regression model capa- ble to detect continuous score of these sen- timents with precision. 1 Introduction Sentiment analysis involves the automatic identifi- cation of opinions, feelings, evaluations, attitudes expressed by people in the written language. A popular line of work in this field is opinion mining (Liu, 2012; Tsytsarau and Palpanas, 2012). Grow- ing attention has been dedicated to sentiment anal- ysis in the financial domain, given its links to mar- ket dynamics. The challenges are to detect how sentiment is expressed in documents in this do- main, and how it can translate to a reaction over a company stock, ranging from bullish to bear- ish. This problem is addressed as part of SemEval- 2017 (International Workshop on Semantic Evalu- ation 2017), Task 51. The task was defined as fol- lows: ”given a text instance (microblog message in Track 1, news statement or headline in Track 2), predict the sentiment score for each of the compa- nies/stocks mentioned. Sentiment values need to be floating point values in the range of -1 (very negative/bearish) to 1 (very positive/bullish), with 0 designating neutral sentiment.” The task was di- vided into two subtasks, according to the type of document (i.e. tweets and financial headlines) and sentiment target, and this paper describes our so- lution for both problems. We addressed these sub-tasks by building a su- pervised model to do regression of sentiment value in the documents based solely on their textual con- tent. The target of the sentiment in Task 5-1 is the company stocks for which two sets of annotated tweets were supplied: a training corpus with 1700 annotated tweets and a test corpus with 800 unan- notated tweets for task evaluation purpose. Two sets of news headlines were made available as part of Task …

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Labeled Text

AbstractThis paper describes a supervised solution for detecting the polarity scores of tweets or headline news in the financial domain, submitted to the SemEval 2017 Fine-Grained Sentiment Analysis on Financial Microblogs and News Task. The premise is that it is possible to understand market reaction over a company stock by measuring the positive/negative sentiment contained in the financial tweets and news headlines, where polarity is measured in a continuous scale ranging from -1.0 (very bearish) to 1.0 (very bullish). Our system receives as input the textual content of tweets or news headlines, together with their ids, stock cashtag or name of target company, and the polarity score gold standard for the training dataset. Our solution retrieves features from these text instances using n-gram, hashtags, sentiment score calculated by a external APIs and others features to train a regression model capable to detect continuous score of these sentiments with precision.

Publication Details

Paper ID:
25204
Year:
2017
Publication:
TIPSTER
Publication Type:
conf
DOI:
nan