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Deep learning based Chinese text sentiment mining and stock market correlation research

2022-05-10 · Chenrui Zhang

We explore how to crawl financial forum data such as stock bars and combine them with deep learning models for sentiment analysis. In this paper, we will use the BERT model to train against the financial corpus and predict the SZSE Component Index, and find that applying the BERT model to the financial corpus through the maximum information coefficient comparison study. The obtained sentiment features will be able to reflect the fluctuations in the stock market and help to improve the prediction accuracy effectively. Meanwhile, this paper combines deep learning with financial text, in further exploring the mechanism of investor sentiment on stock market through deep learning method, which will be beneficial for national regulators and policy departments to develop more reasonable policy guidelines for maintaining the stability of stock market.

📄 PDF Abstract BibTeX arXiv:2205.04743

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Tasks

Deep LearningSentiment Analysis

Methods 이 논문이 사용한 방법론

Multi-Head Attention 설명 없음
Attention 설명 없음
Linear Layer A Linear Layer is a projection $\mathbf{XW + b}$.
Dense Connections Dense Connections, or Fully Connected Connections, are a type of layer in a deep neural network that use a linear operation where every input is connected to every output…
Dropout Dropout is a regularization technique for neural networks that drops a unit (along with connections) at training time with a specified probability $p$ (a common value is…
Softmax The Softmax output function transforms a previous layer's output into a vector of probabilities. It is commonly used for multiclass classification. Given an input vector $x$…
Layer Normalization Unlike batch normalization, Layer Normalization directly estimates the normalization statistics from the summed inputs…
Linear Warmup With Linear Decay Linear Warmup With Linear Decay is a learning rate schedule in which we increase the learning rate linearly for $n$ updates and then linearly decay afterwards.

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