Causal Reconstruction of Sentiment Signals from Sparse News Data

• URL: http://arxiv.org/abs/2603.23568v1
• Date: Tue, 24 Mar 2026 09:13:33 GMT
• Title: Causal Reconstruction of Sentiment Signals from Sparse News Data
• Abstract summary: Sentiment signals derived from sparse news are commonly used in financial analysis and technology monitoring.<n>We present a three-stage pipeline that aggregates article-level scores onto a regular temporal grid.<n>We evaluate the consistency of reconstructed signals against stock-price data for a dataset of AI-related news titles.
• Score: 0.0
• License: http://creativecommons.org/licenses/by-nc-nd/4.0/
• Abstract: Sentiment signals derived from sparse news are commonly used in financial analysis and technology monitoring, yet transforming raw article-level observations into reliable temporal series remains a largely unsolved engineering problem. Rather than treating this as a classification challenge, we propose to frame it as a causal signal reconstruction problem: given probabilistic sentiment outputs from a fixed classifier, recover a stable latent sentiment series that is robust to the structural pathologies of news data such as sparsity, redundancy, and classifier uncertainty. We present a modular three-stage pipeline that (i) aggregates article-level scores onto a regular temporal grid with uncertainty-aware and redundancy-aware weights, (ii) fills coverage gaps through strictly causal projection rules, and (iii) applies causal smoothing to reduce residual noise. Because ground-truth longitudinal sentiment labels are typically unavailable, we introduce a label-free evaluation framework based on signal stability diagnostics, information preservation lag proxies, and counterfactual tests for causality compliance and redundancy robustness. As a secondary external check, we evaluate the consistency of reconstructed signals against stock-price data for a multi-firm dataset of AI-related news titles (November 2024 to February 2026). The key empirical finding is a three-week lead lag pattern between reconstructed sentiment and price that persists across all tested pipeline configurations and aggregation regimes, a structural regularity more informative than any single correlation coefficient. Overall, the results support the view that stable, deployable sentiment indicators require careful reconstruction, not only better classifiers.

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