Title
Predicting Sentence-Level Polarity Labels of Financial News Using Abnormal Stock Returns
Abstract
•We predict polarity labels of sentences in financial news based on stock returns.•Multi-instance learning to transfer information from documents to sentences.•Approach outperforms benchmark methods by 5.10% in terms of predictive accuracy.•Method assists investors and helps companies communicating their messages as intended.
Year
DOI
Venue
2020
10.1016/j.eswa.2020.113223
Expert Systems with Applications
Keywords
DocType
Volume
Financial news,Expert systems,Natural language processing,Multi-instance learning,Decision-making
Journal
148
Issue
ISSN
Citations 
C
0957-4174
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Bernhard Lutz112.03
Nicolas Prollochs2277.01
Dirk Neumann329437.29