Deep-Learning-Based Financial Message Sentiment Classification in Business Management. (18th July 2022)

• Record Type: Journal Article
• Authors: Shao, Chen; Chen, Xiaochen
• Other Names: Ding Baiyuan Academic Editor.
• Is Part Of: Computational intelligence and neuroscience. Volume 2022(2022)
• Publication Date: 2022-07-18
• Subjects: Neurosciences -- Data processing -- Periodicals; Computational intelligence -- Periodicals; Computational neuroscience -- Periodicals; 612.80285
• DOI: 10.1155/2022/3888675
• Languages: English
• ISSNs: 1687-5265

Abstract

Abstract : A deep-learning-based financial text sentiment classification method is proposed in this paper, which can provide a reference for business management. In the proposed method, domain adaptation is adopted to solve the common problem of insufficient labeled samples in the financial textual domain. Specifically, in the classification process, the seq2seq model is firstly adopted to extract the abstract from the financial message, which can reduce the influence of invalid information and speed up processing. In the process of sentiment classification, a bidirectional LSTM model is adopted for classification, which can more comprehensively make use of context information. Experiments are carried out to testify the proposed method through the open-source data set. It can be seen that the proposed method can effectively transfer from the reduced Amazon data set to the StockTwits financial text data set. Compared with the parameter-frozen-based method and the SDA-based method, the recognition rates have improved by 0.5% and 6.8%, respectively. If the target domain data set can be directly adopted for training, the recognition rate of the proposed method is higher than that of the SVM method and the LSTM method by 8.3% and 4.5%, respectively.