FinXABSA: Explainable Finance through Aspect-Based Sentiment Analysis
Asian Institute of Digital Finance（亚洲数字金融学院）；National University of Singapore（新加坡国立大学）；School of Computer Science and Engineering（计算机科学与工程学院）；Nanyang Technological University（南洋理工大学）；Institute of High Performance Computing (IHPC)（高性能计算研究所）；Agency for Science, Technology and Research (A*STAR)（新加坡科技研究局）；College of Design & Engineering（设计与工程学院）
Keane Ong, Wihan van der Heever, Ranjan Satapathy, Erik Cambria, Gianmarco Mengaldo
This paper presents a novel approach for explainability in financial analysis by deriving financially-explainable statistical relationships through aspect-based sentiment analysis, Pearson correlation, Granger causality & uncertainty coefficient. The proposed methodology involves constructing an aspect list from financial literature and applying aspect-based sentiment analysis on social media text to compute sentiment scores for each aspect. Pearson correlation is then applied to uncover financially explainable relationships between aspect sentiment scores and stock prices. Findings for derived relationships are made robust by applying Granger causality to determine the forecasting ability of each aspect sentiment score for stock prices. Finally, an added layer of interpretability is added by evaluating uncertainty coefficient scores between aspect sentiment scores and stock prices. This allows us to determine the aspects whose sentiment scores are most statistically significant for stock prices. Relative to other methods, our approach provides a more informative and accurate understanding of the relationship between sentiment analysis and stock prices. Specifically, this methodology enables an interpretation of the statistical relationship between aspect-based sentiment scores and stock prices, which offers explainability to AI-driven financial decision-making.
In this paper, we conduct a sentence level sentiment analysis on the product reviews from Amazon and thorough analysis on the model interpretability. For the sentiment analysis task, we use the BiLSTM model with attention mechanism. For the study of interpretability, we consider the attention weights distribution of single sentence and the attention weights of main aspect terms. The model has an accuracy of up to 0.96. And we find that the aspect terms have the same or even more attention weights than the sentimental words in sentences.
The increasing use of social media sites in countries like India has given rise to large volumes of code-mixed data. Sentiment analysis of this data can provide integral insights into people's perspectives and opinions. Developing robust explainability techniques which explain why models make their predictions becomes essential. In this paper, we propose an adequate methodology to integrate explainable approaches into code-mixed sentiment analysis.
The topic of aspect-based sentiment analysis (ABSA) has been explored for a variety of industries, but it still remains much unexplored in finance. The recent release of data for an open challenge (FiQA) from the companion proceedings of WWW '18 has provided valuable finance-specific annotations. FiQA contains high quality labels, but it still lacks data quantity to apply traditional ABSA deep learning architecture. In this paper, we employ high-level semantic representations and methods of inductive transfer learning for NLP. We experiment with extensions of recently developed domain adaptati…
Leveraging Explainable AI to Analyze Researchers' Aspect-Based Sentiment about ChatGPT
California State University Fullerton（加州州立大学富勒顿分校）；Western Michigan University（西密歇根大学）；Office of the Deputy Assistant Secretary of the Army (Procurement), ASA (ALT)（陆军副助理部长办公室（采购），陆军助理部长（后勤与资源））
Sentiment Analysis in Finance: From Transformers Back to eXplainable Lexicons (XLex)
Department of Computer Science, Metropolitan College, Boston University, Boston, MA 02215, USA（波士顿大学计算机科学系）；Faculty of Computer Science（计算机科学系）；Methodius University, 1000 Skopje, North Macedonia（Methodius大学）
Arabic Sentiment Analysis with Noisy Deep Explainable Model
Virginia Tech（弗吉尼亚理工大学）；Fraunhofer Institute for Applied Information Technology FIT（弗劳恩霍夫应用信息技术研究所）；University of Siegen（锡根大学）；UITS（达卡大学信息技术学院）；Bonn-Rhein-Sieg University of Applied Sciences（波恩-莱茵-锡根应用科学大学）
Beyond Correlation: Refutation-Validated Aspect-Based Sentiment Analysis for Explainable Energy Market Returns
College of Computing and Data Science, Nanyang Technological University（南洋理工大学计算与数据科学学院）；Institute of High Performance Computing, Agency for Science, Technology and Research（科技研究局高性能计算研究所）；College of Design and Engineering, National University of Singapore（新加坡国立大学设计与工程学院）
University of Edinburgh（爱丁堡大学）；Huawei Research Centre（华为研究中心）
Aspect Based Sentiment Analysis is a dominant research area with potential applications in social media analytics, business, finance, and health. Prior works in this area are primarily based on supervised methods, with a few techniques using weak supervision limited to predicting a single aspect category per review sentence. In this paper, we present an extremely weakly supervised multi-label Aspect Category Sentiment Analysis framework which does not use any labelled data. We only rely on a single word per class as an initial indicative information. We further propose an automatic word select…
In recent years, pretrained language models have revolutionized the NLP world, while achieving state of the art performance in various downstream tasks. However, in many cases, these models do not perform well when labeled data is scarce and the model is expected to perform in the zero or few shot setting. Recently, several works have shown that continual pretraining or performing a second phase of pretraining (inter-training) which is better aligned with the downstream task, can lead to improved results, especially in the scarce data setting. Here, we propose to leverage sentiment-carrying di…
Stock market forecasting is very important in the planning of business activities. Stock price prediction has attracted many researchers in multiple disciplines including computer science, statistics, economics, finance, and operations research. Recent studies have shown that the vast amount of online information in the public domain such as Wikipedia usage pattern, news stories from the mainstream media, and social media discussions can have an observable effect on investors opinions towards financial markets. The reliability of the computational models on stock market prediction is important…
IBM Research - Almaden（IBM阿尔马登研究院）；Amazon Alexa AI（亚马逊Alexa人工智能部门）
Although deep neural networks have been widely employed and proven effective in sentiment analysis tasks, it remains challenging for model developers to assess their models for erroneous predictions that might exist prior to deployment. Once deployed, emergent errors can be hard to identify in prediction run-time and impossible to trace back to their sources. To address such gaps, in this paper we propose an error detection framework for sentiment analysis based on explainable features. We perform global-level feature validation with human-in-the-loop assessment, followed by an integration of …
Barcelona Supercomputing Center（巴塞罗那超级计算中心）；LHF Labs（LHF实验室）；Artificial Intelligence Finance Institute（人工智能金融研究所）；NYU Courant（纽约大学库朗数学科学研究所）
We introduce a new language representation model in finance called Financial Embedding Analysis of Sentiment (FinEAS). In financial markets, news and investor sentiment are significant drivers of security prices. Thus, leveraging the capabilities of modern NLP approaches for financial sentiment analysis is a crucial component in identifying patterns and trends that are useful for market participants and regulators. In recent years, methods that use transfer learning from large Transformer-based language models like BERT, have achieved state-of-the-art results in text classification tasks, incl…
Recursive neural networks (RvNN) have been shown useful for learning sentence representations and helped achieve competitive performance on several natural language inference tasks. However, recent RvNN-based models fail to learn simple grammar and meaningful semantics in their intermediate tree representation. In this work, we propose an attention mechanism over Tree-LSTMs to learn more meaningful and explainable parse tree structures. We also demonstrate the superior performance of our proposed model on natural language inference, semantic relatedness, and sentiment analysis tasks and compar…
Autonio Foundation Ltd.（Autonio基金会有限公司）；SingularityNET Foundation（SingularityNET基金会）；Novosibirsk State University（新西伯利亚国立大学）
In this paper, we explore the usability of different natural language processing models for the sentiment analysis of social media applied to financial market prediction, using the cryptocurrency domain as a reference. We study how the different sentiment metrics are correlated with the price movements of Bitcoin. For this purpose, we explore different methods to calculate the sentiment metrics from a text finding most of them not very accurate for this prediction task. We find that one of the models outperforms more than 20 other public ones and makes it possible to fine-tune it efficiently g…
Explainable Multimodal Aspect-Based Sentiment Analysis with Dependency-guided Large Language Model
Harbin Institute of Technology（哈尔滨工程大学）；Zhongguancun Academy（中关村学院）；Zhongguancun Institute of Artificial Intelligence（中关村人工智能研究院）；University of Science and Technology of China（中国科学技术大学）
Current Explainable AI (ExAI) methods, especially in the NLP field, are conducted on various datasets by employing different metrics to evaluate several aspects. The lack of a common evaluation framework is hindering the progress tracking of such methods and their wider adoption. In this work, inspired by offline information retrieval, we propose different metrics and techniques to evaluate the explainability of SA models from two angles. First, we evaluate the strength of the extracted "rationales" in faithfully explaining the predicted outcome. Second, we measure the agreement between ExAI m…
Joint Research Centre, European Commission（欧盟委员会联合研究中心）；Zicklin School of Business, Baruch College（巴鲁克学院齐克林商学院）
The goal of this paper is to evaluate the informational content of sentiment extracted from news articles about the state of the economy. We propose a fine-grained aspect-based sentiment analysis that has two main characteristics: 1) we consider only the text in the article that is semantically dependent on a term of interest (aspect-based) and, 2) assign a sentiment score to each word based on a dictionary that we develop for applications in economics and finance (fine-grained). Our data set includes six large US newspapers, for a total of over 6.6 million articles and 4.2 billion words. Our …
Aalto University School of Business（阿尔托大学商学院）；Department of Information and Service Economy（信息与服务经济系）；Department of Finance and Accounting（财务与会计系）；Aalto University（阿尔托大学）
The use of robo-readers to analyze news texts is an emerging technology trend in computational finance. In recent research, a substantial effort has been invested to develop sophisticated financial polarity-lexicons that can be used to investigate how financial sentiments relate to future company performance. However, based on experience from other fields, where sentiment analysis is commonly applied, it is well-known that the overall semantic orientation of a sentence may differ from the prior polarity of individual words. The objective of this article is to investigate how semantic orientati…
Seoul National University（首尔国立大学）；Chung-Ang University（中央大学）；Yonsei University（延世大学）
As the first step to model emotional state of a person, we build sentiment analysis models with existing deep neural network algorithms and compare the models with psychological measurements to enlighten the relationship. In the experiments, we first examined psychological state of 64 participants and asked them to summarize the story of a book, Chronicle of a Death Foretold (Marquez, 1981). Secondly, we trained models using crawled 365,802 movie review data; then we evaluated participants' summaries using the pretrained model as a concept of transfer learning. With the background that emotion…
When people buy products online, they primarily base their decisions on the recommendations of others given in online reviews. The current work analyzed these online reviews by sentiment analysis and used the extracted sentiments as features to predict the product ratings by several machine learning algorithms. These predictions were disentangled by various meth-ods of explainable AI (XAI) to understand whether the model showed any bias during prediction. Study 1 benchmarked these algorithms (knn, support vector machines, random forests, gradient boosting machines, XGBoost) and identified rand…
Underwood International College, Yonsei University（延世大学安德伍德国际学院）；NCSOFT；KB Kookmin Bank（KB国民银行）；College of Business & Economics, Chung-Ang University（中央大学工商经济学院）
Extraction of sentiment signals from news text, stock message boards, and business reports, for stock movement prediction, has been a rising field of interest in finance. Building upon past literature, the most recent works attempt to better capture sentiment from sentences with complex syntactic structures by introducing aspect-level sentiment classification (ASC). Despite the growing interest, however, fine-grained sentiment analysis has not been fully explored in non-English literature due to the shortage of annotated finance-specific data. Accordingly, it is necessary for non-English langu…
Quantum Technology Foundation (Thailand)（泰国量子技术基金会）；Thailand Center of Excellence in Physics, Ministry of Higher Education, Science, Research and Innovation（高等教育、科学、研究和创新部泰国卓越物理中心）；Chulalongkorn University（朱拉隆功大学）；Mahidol University（玛希隆大学）；Blueqat Inc.（Blueqat公司）；Technical University of Crete（克里特理工大学）；National University of Singapore（新加坡国立大学）
Despite empirical successes of recurrent neural networks (RNNs) in natural language processing (NLP), theoretical understanding of RNNs is still limited due to intrinsically complex non-linear computations. We systematically analyze RNNs' behaviors in a ubiquitous NLP task, the sentiment analysis of movie reviews, via the mapping between a class of RNNs called recurrent arithmetic circuits (RACs) and a matrix product state (MPS). Using the von-Neumann entanglement entropy (EE) as a proxy for information propagation, we show that single-layer RACs possess a maximum information propagation capac…
A positive phrase or a sentence with an underlying negative motive is usually defined as sarcasm that is widely used in today's social media platforms such as Facebook, Twitter, Reddit, etc. In recent times active users in social media platforms are increasing dramatically which raises the need for an automated NLP-based system that can be utilized in various tasks such as determining market demand, sentiment analysis, threat detection, etc. However, since sarcasm usually implies the opposite meaning and its detection is frequently a challenging issue, data meaning extraction through an NLP-ba…
This paper describes our participation in Task 5 track 2 of SemEval 2017 to predict the sentiment of financial news headlines for a specific company on a continuous scale between -1 and 1. We tackled the problem using a number of approaches, utilising a Support Vector Regression (SVR) and a Bidirectional Long Short-Term Memory (BLSTM). We found an improvement of 4-6% using the LSTM model over the SVR and came fourth in the track. We report a number of different evaluations using a finance specific word embedding model and reflect on the effects of using different evaluation metrics.
Boosting Accuracy and Interpretability in Multilingual Hate Speech Detection Through Layer Freezing and Explainable AI
Department of Computer Science（计算机科学系）；University of South Carolina（南卡罗来纳大学）；Department of Civil, Environmental, and Ocean Engineering（土木、环境与海洋工程系）；Stevens Institute of Technology（史蒂文斯理工学院）；School of Computing（计算学院）；University of Nebraska–Lincoln（内布拉斯加大学林肯分校）；Bowling Green State University（鲍灵格林州立大学）
Disentangling Likes and Dislikes in Personalized Generative Explainable Recommendation
University of California San Diego（加州大学圣地亚哥分校）；ZOZO Research（ZOZO研究）；Waseda University（早稻田大学）；University of Southern California（南加州大学）；Chiba Institute of Technology（千叶科学技术大学）；The Hong Kong University of Science and Technology（香港科技大学）
Fine-tuning of lightweight large language models for sentiment classification on heterogeneous financial textual data
International Business School, Zhejiang University（浙江大学国际商务学院）；Center for Data Science, Zhejiang University（浙江大学数据科学中心）；Centre for Statistics, Georg-August-Universität Göttingen（哥廷根大学统计中心）
In this paper, we design an integrated algorithm to evaluate the sentiment of Chinese market. Firstly, with the help of the web browser automation, we crawl a lot of news and comments from several influential financial websites automatically. Secondly, we use techniques of Natural Language Processing(NLP) under Chinese context, including tokenization, Word2vec word embedding and semantic database WordNet, to compute Senti-scores of these news and comments, and then construct the sentimental factor. Here, we build a finance-specific sentimental lexicon so that the sentimental factor can reflect…
