一种基于混合特征的中文情感词典扩展方法

覆盖面广且领域适应性好的情感词典可以有效提高文本情感分析效能。设计了基于连词语言特征和词性特征向量统计特征的中文情感词典扩展算法,提出了综合两种方法的混合特征算法。算法计算得到词语的细粒度的积极和消极情感极性值,并对通用情感词典在领域内进行扩展以提高覆盖度,对词典进行领域内调整以提高适应性。实验结果表明,算法在领域内扩展获得的词典比通用情感词典覆盖度和适应性更好,在情感分类任务中性能接近有监督方法。     

一种面向情感分析的微博表情情感词典构建及应用

表情符号作为一种新的网络语言,在微博中被广泛采用,在一定程度上代表了用户的情绪和思想,也将影响微博情感倾向分析的结果。该文提出基于微博统计数据为表情符号构建情感词典的思想,通过对大量微博中与表情＂共现＂的文本的情感倾向分析,确定表情的情感倾向,以此构建面向情感倾向分析的表情情感词典,旨在为微博乃至其它采用表情符号的Web用户生成信息的情感倾向分析提供支持。进而,该文将表情情感词典反作用于对应的微博文本,重新度量其中情感词的倾向值,改进现有的情感词典,旨在获得更准确的情感倾向分析结果。实验表明了该方法的有效性,并分析了相关阈值的设置对结果的影响。     

一种基于情感词典和朴素贝叶斯的中文文本情感分类方法*

基于朴素贝叶斯理论提出了一种新的中文文本情感分类方法。这种方法利用情感词典对文本进行处理和表示,基于朴素贝叶斯理论构建文本情感分类器,并以互联网上宾馆中文评论作为分类研究的对象。实验表明,使用提出的方法构成的分类器具有分类速度快、分类准确度高、鲁棒性强等特点,并且适合于大量中文文本情感分类应用系统。     

一种基于语义相似性的情感分类方法

情感词典有助于情感分析,可以通过词语匹配来进行情感分类。但是,情感词典在词汇覆盖和领域适应方面存在一定的局限性。为此,文中提出了一种基于语义相似性度量和嵌入表示的情感分类方法,该方法计算了待分类文本与情感词典之间的语义相似度,将语义距离和基于嵌入的特征结合起来进行情感分类,有助于解决语义特征利用不足的问题。文中分别采用词向量、情感词典匹配和所提方法提取的特征向量来对情感分类性能进行了评估。实验结果表明,所提方法整体上优于对比方法。在3种电商评论测试语料中,所提方法的F1平均值达到了83.46%,相比对比方法提升了8.26%。其中,利用词嵌入与ECSD(E-Commerce Sentiment Dictionary)相结合提取的语义分类效果最佳,性能提升达到了9%,表明通过结合语义相似度可以丰富提取的情感语义特征,能够有效提升情感分类的性能。     

基于情感词典与机器学习的旅游网络评价情感分析研究

针对旅游网络评价使用的旅游情感词汇量不多的特点,提出一种基于旅游情感词典和机器学习相结合的方法,用于旅游网络点评的情感倾向性分析研究。采用向量空间模型表示旅游评价文本,使用旅游情感词典对特征空间进行降维,采用TF-IDF特征权重法计算权重,利用SVM机器学习模型对评价进行分类,实验结果表明,该方法能够有效地进行旅游网络评价分类。     

基于时间序列模型和情感分析的情感趋势预测

为解决传统情感分析方法无法对公众未来情感走势变化有效预测的问题,提出一种将时间序列模型与情感分析相结合的情感趋势预测方法.采用深度学习模型对股市论坛实时评论信息进行情感分类,统计固定时间单位的情感值,构建情感值时间序列,提出ARIMA-GARCH时间序列模型,对情感值时间序列进行建模分析,预测投资者的情感走势.实验结果表明,该方法对于情感趋势的预测结果合理,误差较小.同时,发现投资者情感趋势与股市涨跌幅走势相似,为投资决策提供了参考.     

一种基于OCC模型的文本情感挖掘方法

观点挖掘（或情感分析）作为面向网络社会媒体分析挖掘领域的一个核心研究课题,具有重要的研究意义和应用价值。针对传统观点挖掘方法存在的不足和局限性,本文设计并实现了一种基于OCC情感模型的观点挖掘方法。该方法首先采用统计方法,利用WordNet词典、句法依存关系及少量标注数据,自动构建情感维度词典;其次,对所构建的情感维度词典进行求精,通过语义、情感倾向的不一致性处理和非情感词的过滤,得到高质量的情感维度词典;最后,基于所得到的情感维度词典,结合OCC模型中情感维度值与情感类型的对应关系,生成6种主要的情感类型。实验方法表明,此方法在使用灵活性、可解释性和有效性上具有明显的优势。     

基于情感词典的酒店评论情感分析与可视化

为研究高端酒店服务中的亮点和不足,分析酒店用户评论舆情,文章对高端酒店用户评论进行情感分析和可视化,提出酒店优势与改进策略。文章采用通用情感词典Hownet与酒店评论相关的评论领域专业词典相结合的方式构建领域情感词典。结合所构建的领域情感词典和其他特殊词典,比如短语词典、否定词词典和副词词典等进行情感分类,然后将分类完成的三个极性的情感词进行词频统计和词云绘制,最后根据词云结果,给出高端酒店在经营策略上的改进建议。     

基于情感轮和情感词典的文本情感分布标记增强方法

情感分布学习是一种近年提出的用于处理存在情绪模糊性的多情绪分析模型,其核心思路是通过情感分布记录示例在各个情绪上的表达程度.不同于传统的单标记或多标记学习,情感分布学习可以定量地对多个情绪同时建模.目前,情感分布学习面临的一个重要困难是缺乏已标注情感分布的文本数据集.为了利用大量已有的单标记情感数据集,情感分布标记增强...     

基于情感常识的微博事件公众情感趋势预测

微博日益成为一个巨大而复杂的互联网舆论平台。分析微博中特定话题的情感趋势对于了解网络舆情、分析产品销量趋势显得尤为重要。该文使用微博进行真实事件公众情感趋势预测: 首先,考虑到微博特征稀疏、上下文缺失的特性,借助词语上下位语义关系对其进行语义扩充;其次,使用语义特征和情感常识知识构造双层分类方法进行情感分析;最后,对特定事件在连续时间段内的微博使用时序情感分析方法进行公众情感趋势预测。实验证明,该情感分析方法准确率相对于传统分类方法有明显的提高,在此基础上的情感趋势预测符合事件的真实发展状况。     

A GA-weighted ANFIS model based on multiple stock market volatility causality for TAIEX forecasting

Stock market forecasting is important and interesting, because the successful prediction of stock prices may promise attractive benefits. The economy of Taiwan relies on international trade deeply, and the fluctuations of international stock markets will impact Taiwan stock market. For this reason, it is a practical way to use the fluctuations of other stock markets as forecasting factors for forecasting the Taiwan stock market. In this paper, the proposed model uses the fluctuations of other national stock markets as forecasting factors and employs a genetic algorithm (GA) to refine the weights of rules joining in an ANFIS model to forecast the Taiwan stock index. To evaluate the forecasting performances, the proposed model is compared with four different models: Chen's model, Yu's model, Huarng's model, and the ANFIS model. The results indicate that the proposed model is superior to the listing methods in terms of the root mean squared error (RMSE).     

A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting

In this paper we propose and validate a trading rule based on flag pattern recognition, incorporating important innovations with respect to the previous research. Firstly, we propose a dynamic window scheme that allows the stop loss and take profit to be updated on a quarterly basis. In addition, since the flag pattern is a trend-following pattern, we have added the EMA indicator to filter trades. This technical analysis indicator is calculated both for 15-min and 1-day timeframes, which enables short and medium terms to be considered simultaneously. We also filter the flags according to the price range on which they are developed and have limited the maximum loss of each trade to 100 points. The proposed methodology was applied to 91,309 intraday observations of the DJIA index, considerably improving the results obtained in the previous proposals and those obtained by the buy & hold strategy, both for profitability and risk, and also after taking into account the transaction costs. These results seem to challenge market efficiency in line with other similar studies, in the specific analysis carried out on the DJIA index and is also limited to the setup considered.     

Applying BERT to analyze investor sentiment in stock market

Neural Computing and Applications - This paper is an analysis of investor sentiment in the stock market based on the bidirectional encoder representations from transformers (BERT) model. First, we...     

A novel stock recommendation system using Guba sentiment analysis

Investment recommendation has been one of the hottest topics in the finance area which can help investors to get more profits and to avoid loss. Existing recommendation systems mostly depend on analysis of trading data and company profit prediction. Though many works show that there is a positive correlation between investors’ sentiment and the finance market trends, few recommendation theories have been built based on sentiment. The primary reason is the difficulty to measure investors’ sentiment. In this work, a novel stock recommendation system is developed based on a proposed theory concerning the correlation between Guba-based sentiment of the retail investors and the stock market trends in China. To verify four hypotheses of the theory, a novel method is proposed to measure the investors’ sentiment by exploiting the large volumes of emotion enriched texts posted in Guba, which is online social platform for individual investors to share news and opinions concerning their favorite stocks. Results show the correctness of the proposed theory: (1) there is a positive correlation between Guba-based sentiment and the stock market trends; 2) the higher the post volumes and agreement, more proficiency the bullishness would be; and (3) a long-lasting negative Guba-based sentiment indicates the arrival of the bear market. The proposed recommendation system consists of three criteria accordingly to ensure the portfolio to meet requirements of the theory. Finally, experiments are implemented using the real data of Chinese stock market from March 2009 to March 2016 and the results show the effectiveness of the proposed system in recommending lucrative stocks and the theoretical cumulate profit is about eight times of the CSI300 in the period.     

A Bayesian regularized artificial neural network for stock market forecasting

In this paper a Bayesian regularized artificial neural network is proposed as a novel method to forecast financial market behavior. Daily market prices and financial technical indicators are utilized as inputs to predict the one day future closing price of individual stocks. The prediction of stock price movement is generally considered to be a challenging and important task for financial time series analysis. The accurate prediction of stock price movements could play an important role in helping investors improve stock returns. The complexity in predicting these trends lies in the inherent noise and volatility in daily stock price movement. The Bayesian regularized network assigns a probabilistic nature to the network weights, allowing the network to automatically and optimally penalize excessively complex models. The proposed technique reduces the potential for overfitting and overtraining, improving the prediction quality and generalization of the network. Experiments were performed with Microsoft Corp. and Goldman Sachs Group Inc. stock to determine the effectiveness of the model. The results indicate that the proposed model performs as well as the more advanced models without the need for preprocessing of data, seasonality testing, or cycle analysis.     

A multiple-kernel support vector regression approach for stock market price forecasting

Support vector regression has been applied to stock market forecasting problems. However, it is usually needed to tune manually the hyperparameters of the kernel functions. Multiple-kernel learning was developed to deal with this problem, by which the kernel matrix weights and Lagrange multipliers can be simultaneously derived through semidefinite programming. However, the amount of time and space required is very demanding. We develop a two-stage multiple-kernel learning algorithm by incorporating sequential minimal optimization and the gradient projection method. By this algorithm, advantages from different hyperparameter settings can be combined and overall system performance can be improved. Besides, the user need not specify the hyperparameter settings in advance, and trial-and-error for determining appropriate hyperparameter settings can then be avoided. Experimental results, obtained by running on datasets taken from Taiwan Capitalization Weighted Stock Index, show that our method performs better than other methods.     

The hasty wisdom of the mob: How market sentiment predicts stock market behavior

We explore the ability of sentiment metrics, extracted from micro-blogging sites, to predict stock markets. We also address sentiments’ predictive time-horizons. The data concern bloggers’ feelings about five major stocks. Taking independent bullish and bearish sentiment metrics, granular to two minute intervals, we model their ability to forecast stock price direction, volatility, and traded volume. We find evidence of a causal link from sentiments to stock price returns, volatility and volume. The predictive time-horizon is minutes, rather than hours or days. We argue that diverse and high volume sentiment is more predictive of price volatility and traded volume than near-consensus is predictive of price direction. Causality is ephemeral. In this sense, the crowd is more a hasty mob than a source of wisdom.     

A semi-supervised approach to sentiment analysis using revised sentiment strength based on SentiWordNet

Emergence of MapReduce (MR) framework for scaling data mining and machine learning algorithms provides for Volume, while handling of Variety and Velocity needs to be skilfully crafted in algorithms. So far, scalable clustering algorithms have focused solely on Volume, taking advantage of the MR framework. In this paper we present a MapReduce algorithm—data aware scalable clustering (DASC), which is capable of handling the 3 Vs of big data by virtue of being (i) single scan and distributed to handle Volume, (ii) incremental to cope with Velocity and (iii) versatile in handling numeric and categorical data to accommodate Variety. DASC algorithm incrementally processes infinitely growing data set stored on distributed file system and delivers quality clustering scheme while ensuring recency of patterns. The up-to-date synopsis is preserved by the algorithm for the data seen so far. Each new data increment is processed and merged with the synopsis. Since the synopsis itself may grow very large in size, the algorithm stores it as a file. This makes DASC algorithm truly scalable. Exclusive clusters are obtained on demand by applying connected component analysis (CCA) algorithm over the synopsis. CCA presents subtle roadblock to effective parallelism during clustering. This problem is overcome by accomplishing the task in two stages. In the first stage, hyperclusters are identified based on prevailing data characteristics. The second stage utilizes this knowledge to determine the degree of parallelism, thereby making DASC data aware. Hyperclusters are distributed over the available compute nodes for discovering embedded clusters in parallel. Staged approach for clustering yields dual advantage of improved parallelism and desired complexity in \(\mathcal {MRC}^0\) class. DASC algorithm is empirically compared with incremental Kmeans and Scalable Kmeans++ algorithms. Experimentation on real-world and synthetic data with approximately 1.2 billion data points demonstrates effectiveness of DASC algorithm. Empirical observations of DASC execution are in consonance with the theoretical analysis with respect to stability in resources utilization and execution time.     

基于遗传神经网络的负荷预测方法

针对遗传算法早熟的缺陷,提出了改进的交叉,变异策略,采用移民算子等方法改善遗传算法的性能.并把此方法应用到神经网络的训练中,对电力系统短期负荷进行预测取得了较为理想的效果.