arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2512.03464cs.LG

多模态意见整合用于金融情绪分析的跨模态注意力

Multi-Modal Opinion Integration for Financial Sentiment Analysis using Cross-Modal Attention

College of Computing Georgia Institute of Technology Atlanta, USA(计算学院 佐治亚理工学院 美国亚特兰大);College of Engineering University of Pennsylvania Philadelphia, USA(工程学院 宾夕法尼亚大学 美国费城)

Yujing Liu, Chen Yang

AI总结:

本文提出了一种多模态注意力机制,用于整合金融意见的时效和流行度模态,以提高金融情绪分析的准确性。

摘要:

近年来,公众意见的金融情绪分析在市场预测和风险评估中变得越来越重要。然而,现有方法往往难以有效整合多样化的意见模态并捕捉其中的细粒度交互。本文提出了一种端到端的深度学习框架,通过一种专门为金融情绪分析设计的新型跨模态注意力机制,整合两种不同的金融意见模态:时效模态(及时意见)和流行度模态(流行意见)。虽然这两种模态都由文本数据组成,但它们代表了 fundamentally 不同的信息通道:时效驱动的市场更新与流行度驱动的集体情绪。我们的模型首先使用BERT(中文wwm-ext)进行特征嵌入,然后采用我们提出的新 Financial Multi-Head Cross-Attention(FMHCA)结构来促进这些不同意见模态之间的信息交换。处理后的特征通过变压器层进行优化,并使用多模态因子双线性池化进行融合,以分类为负面、中性和正面情绪。在涵盖837家公司的综合数据集上进行的大量实验表明,我们的方法在准确率上达到了83.5%,显著优于包括BERT+Transformer在内的基线方法,提高了21个百分点。这些结果突显了我们的框架在支持更准确的金融决策和风险管理方面的潜力。

英文摘要:

In recent years, financial sentiment analysis of public opinion has become increasingly important for market forecasting and risk assessment. However, existing methods often struggle to effectively integrate diverse opinion modalities and capture fine-grained interactions across them. This paper proposes an end-to-end deep learning framework that integrates two distinct modalities of financial opinions: recency modality (timely opinions) and popularity modality (trending opinions), through a novel cross-modal attention mechanism specifically designed for financial sentiment analysis. While both modalities consist of textual data, they represent fundamentally different information channels: recency-driven market updates versus popularity-driven collective sentiment. Our model first uses BERT (Chinese-wwm-ext) for feature embedding and then employs our proposed Financial Multi-Head Cross-Attention (FMHCA) structure to facilitate information exchange between these distinct opinion modalities. The processed features are optimized through a transformer layer and fused using multimodal factored bilinear pooling for classification into negative, neutral, and positive sentiment. Extensive experiments on a comprehensive dataset covering 837 companies demonstrate that our approach achieves an accuracy of 83.5%, significantly outperforming baselines including BERT+Transformer by 21 percent. These results highlight the potential of our framework to support more accurate financial decision-making and risk management.

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。

↑