In this work, we propose an effective neural network architecture GABi-LSTM to address fine-grained financial target-dependent sentiment analysis from financial microblogs and news. We first adopt a gated mechanism to adaptively integrate character level and word level embeddings for word representation, then present an attention-based Bi-LSTM component to embed target-dependent information into sentence representation, and finally use a linear regression layer to predict sentiment score with respect to target company. Comparative experiments on financial benchmark datasets show that our proposed GABi-LSTM model outperforms baselines and previous top systems by a large margin and achieves the state-of-the-art performance.
CITATION STYLE
Jiang, M., Wang, J., Lan, M., & Wu, Y. (2017). An effective gated and attention-based neural network model for fine-grained financial target-dependent sentiment analysis. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 10412 LNAI, pp. 42–54). Springer Verlag. https://doi.org/10.1007/978-3-319-63558-3_4
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