An Effective Gated and Attention-Based Neural Network Model for Fine-Grained Financial Target-Dependent Sentiment Analysis

摘要

In this work, we propose an effective neural network architecture GABi-LSTM to address fine-grained financial target-dependent sentiment analysis from financial microblogs and news. We first adopt a gated mechanism to adaptively integrate character level and word level embeddings for word representation, then present an attention-based Bi-LSTM component to embed target-dependent information into sentence representation, and finally use a linear regression layer to predict sentiment score with respect to target company. Comparative experiments on financial benchmark datasets show that our proposed GABi-LSTM model outperforms baselines and previous top systems by a large margin and achieves the state-of-the-art performance.