arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2001.05326cs.CL

A BERT based Sentiment Analysis and Key Entity Detection Approach for Online Financial Texts

Wuhan University of Technology(武汉理工大学)

Lingyun Zhao, Lin Li, Xinhao Zheng

英文摘要:

The emergence and rapid progress of the Internet have brought ever-increasing impact on financial domain. How to rapidly and accurately mine the key information from the massive negative financial texts has become one of the key issues for investors and decision makers. Aiming at the issue, we propose a sentiment analysis and key entity detection approach based on BERT, which is applied in online financial text mining and public opinion analysis in social media. By using pre-train model, we first study sentiment analysis, and then we consider key entity detection as a sentence matching or Machine Reading Comprehension (MRC) task in different granularity. Among them, we mainly focus on negative sentimental information. We detect the specific entity by using our approach, which is different from traditional Named Entity Recognition (NER). In addition, we also use ensemble learning to improve the performance of proposed approach. Experimental results show that the performance of our approach is generally higher than SVM, LR, NBM, and BERT for two financial sentiment analysis and key entity detection datasets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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