Nowadays, financial data on social networks play an important role to predict the stock market. However, the exponential growth of financial information on social networks such as Twitter has led to a need for new technologies that automatically collect and categorise large volumes of information in a fast and easy manner. The Natural Language Processing (NLP) and sentiment analysis areas can solve this problem. In this respect, we propose a supervised machine learning method to detect the polarity of financial tweets. The method employs a set of lexico-morphological and semantic features, which were extracted with UMTextStats tool. Furthermore, we have conducted a comparison of the performance of three classification algorithms (J48, BayesNet, and SMO). The results showed that SMO provides better results than BayesNet and J48 algorithms, obtaining an F-measure of 73.2%.
CITATION STYLE
García-Díaz, J. A., Salas-Zárate, M. P., Hernández-Alcaraz, M. L., Valencia-García, R., & Gómez-Berbís, J. M. (2018). Machine learning based sentiment analysis on Spanish financial tweets. In Advances in Intelligent Systems and Computing (Vol. 745, pp. 305–311). Springer Verlag. https://doi.org/10.1007/978-3-319-77703-0_31
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