EFSA: Towards Event-Level Financial Sentiment Analysis

• URL: http://arxiv.org/abs/2404.08681v1
• Date: Mon, 8 Apr 2024 07:36:26 GMT
• Title: EFSA: Towards Event-Level Financial Sentiment Analysis
• Authors: Tianyu Chen, Yiming Zhang, Guoxin Yu, Dapeng Zhang, Li Zeng, Qing He, Xiang Ao,
• Abstract summary: We extend financial sentiment analysis(FSA) to event-level since events usually serve as the subject of the sentiment in financial text. We design a categorization comprising coarse-grained and fine-grained event categories. A large-scale Chinese dataset containing $12,160$ news articles and $13,725$ quintuples is publicized as a brand new testbed for our task.
• Score: 27.45063543020029
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: In this paper, we extend financial sentiment analysis~(FSA) to event-level since events usually serve as the subject of the sentiment in financial text. Though extracting events from the financial text may be conducive to accurate sentiment predictions, it has specialized challenges due to the lengthy and discontinuity of events in a financial text. To this end, we reconceptualize the event extraction as a classification task by designing a categorization comprising coarse-grained and fine-grained event categories. Under this setting, we formulate the \textbf{E}vent-Level \textbf{F}inancial \textbf{S}entiment \textbf{A}nalysis~(\textbf{EFSA} for short) task that outputs quintuples consisting of (company, industry, coarse-grained event, fine-grained event, sentiment) from financial text. A large-scale Chinese dataset containing $12,160$ news articles and $13,725$ quintuples is publicized as a brand new testbed for our task. A four-hop Chain-of-Thought LLM-based approach is devised for this task. Systematically investigations are conducted on our dataset, and the empirical results demonstrate the benchmarking scores of existing methods and our proposed method can reach the current state-of-the-art. Our dataset and framework implementation are available at https://anonymous.4open.science/r/EFSA-645E

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