KoppelShtrimberg06 の履歴の現在との差分(No.0)


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http://www.springerlink.com/content/l722138386t42nn4/

''Good News or Bad News? Let the Market Decide''

Moshe Koppel, Itai Shtrimberg


書籍シリーズ	The Information Retrieval Series
ISSN	1387-5264
巻	Volume 20
書籍	Computing Attitude and Affect in Text: Theory and Applications
出版社	Springer Netherlands
DOI	10.1007/1-4020-4102-0
著作権	2006
ISBN	978-1-4020-4026-9 (Print) 978-1-4020-4102-0 (Online)
DOI	10.1007/1-4020-4102-0_22
ページ	297-301

A simple and novel method for generating labeled examples for sentiment analysis is introduced: news stories about publicly traded companies are labeled positive or negative according to price changes of the company stock. It is shown that there are many lexical markers for bad news but none for good news. Overall, learned models based on lexical features can distinguish good news from bad news with accuracy of about 70%. Unfortunately, this result does not yield profits since it works only when stories are labeled according to cotemporaneous price changes but does not work when they are labeled according to subsequent price changes.

Keywords  sentiment analysis - financial analysis - automated labelling

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