基于时间卷积网络和bert的金融预测多标签情绪分析

IF 2.4 Q3 COMPUTER SCIENCE, INFORMATION SYSTEMS Information (Switzerland) Pub Date : 2023-11-03 DOI:10.3390/info14110596
Charalampos M. Liapis, Sotiris Kotsiantis
{"title":"基于时间卷积网络和bert的金融预测多标签情绪分析","authors":"Charalampos M. Liapis, Sotiris Kotsiantis","doi":"10.3390/info14110596","DOIUrl":null,"url":null,"abstract":"The use of deep learning in conjunction with models that extract emotion-related information from texts to predict financial time series is based on the assumption that what is said about a stock is correlated with the way that stock fluctuates. Given the above, in this work, a multivariate forecasting methodology incorporating temporal convolutional networks in combination with a BERT-based multi-label emotion classification procedure and correlation feature selection is proposed. The results from an extensive set of experiments, which included predictions of three different time frames and various multivariate ensemble schemes that capture 28 different types of emotion-relative information, are presented. It is shown that the proposed methodology exhibits universal predominance regarding aggregate performance over six different metrics, outperforming all the compared schemes, including a multitude of individual and ensemble methods, both in terms of aggregate average scores and Friedman rankings. Moreover, the results strongly indicate that the use of emotion-related features has beneficial effects on the derived forecasts.","PeriodicalId":38479,"journal":{"name":"Information (Switzerland)","volume":"1 9","pages":"0"},"PeriodicalIF":2.4000,"publicationDate":"2023-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Temporal Convolutional Networks and BERT-Based Multi-Label Emotion Analysis for Financial Forecasting\",\"authors\":\"Charalampos M. Liapis, Sotiris Kotsiantis\",\"doi\":\"10.3390/info14110596\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The use of deep learning in conjunction with models that extract emotion-related information from texts to predict financial time series is based on the assumption that what is said about a stock is correlated with the way that stock fluctuates. Given the above, in this work, a multivariate forecasting methodology incorporating temporal convolutional networks in combination with a BERT-based multi-label emotion classification procedure and correlation feature selection is proposed. The results from an extensive set of experiments, which included predictions of three different time frames and various multivariate ensemble schemes that capture 28 different types of emotion-relative information, are presented. It is shown that the proposed methodology exhibits universal predominance regarding aggregate performance over six different metrics, outperforming all the compared schemes, including a multitude of individual and ensemble methods, both in terms of aggregate average scores and Friedman rankings. Moreover, the results strongly indicate that the use of emotion-related features has beneficial effects on the derived forecasts.\",\"PeriodicalId\":38479,\"journal\":{\"name\":\"Information (Switzerland)\",\"volume\":\"1 9\",\"pages\":\"0\"},\"PeriodicalIF\":2.4000,\"publicationDate\":\"2023-11-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Information (Switzerland)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3390/info14110596\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"COMPUTER SCIENCE, INFORMATION SYSTEMS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Information (Switzerland)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3390/info14110596","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"COMPUTER SCIENCE, INFORMATION SYSTEMS","Score":null,"Total":0}
引用次数: 0

摘要

将深度学习与从文本中提取情感相关信息的模型结合起来预测金融时间序列,是基于这样一个假设:关于股票的言论与股票波动的方式相关。鉴于上述情况,本文提出了一种将时间卷积网络与基于bert的多标签情感分类过程和相关特征选择相结合的多元预测方法。本文介绍了一系列广泛的实验结果,其中包括对三种不同时间框架的预测和捕捉28种不同类型的情感相关信息的各种多元集成方案。研究表明,所提出的方法在六个不同的指标上表现出总体表现的普遍优势,优于所有比较的方案,包括大量的个人和集合方法,无论是在总体平均分还是弗里德曼排名方面。此外,研究结果强烈表明,情绪相关特征的使用对导出的预测有有益的影响。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Temporal Convolutional Networks and BERT-Based Multi-Label Emotion Analysis for Financial Forecasting
The use of deep learning in conjunction with models that extract emotion-related information from texts to predict financial time series is based on the assumption that what is said about a stock is correlated with the way that stock fluctuates. Given the above, in this work, a multivariate forecasting methodology incorporating temporal convolutional networks in combination with a BERT-based multi-label emotion classification procedure and correlation feature selection is proposed. The results from an extensive set of experiments, which included predictions of three different time frames and various multivariate ensemble schemes that capture 28 different types of emotion-relative information, are presented. It is shown that the proposed methodology exhibits universal predominance regarding aggregate performance over six different metrics, outperforming all the compared schemes, including a multitude of individual and ensemble methods, both in terms of aggregate average scores and Friedman rankings. Moreover, the results strongly indicate that the use of emotion-related features has beneficial effects on the derived forecasts.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Information (Switzerland)
Information (Switzerland) Computer Science-Information Systems
CiteScore
6.90
自引率
0.00%
发文量
515
审稿时长
11 weeks
期刊最新文献
Weakly Supervised Learning Approach for Implicit Aspect Extraction Science Mapping of Meta-Analysis in Agricultural Science An Integrated Time Series Prediction Model Based on Empirical Mode Decomposition and Two Attention Mechanisms Context-Aware Personalization: A Systems Engineering Framework Polarizing Topics on Twitter in the 2022 United States Elections
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1