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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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48 results for hierarchical sentiment classifier

HAGAN uses hierarchical attention to improve cross-domain sentiment classification.

problem Cross-domain sentiment classification with domain discrepancy.
method Hierarchical attention in GANs to produce domain-indistinguishable document representations.
result HAGAN outperforms existing methods on Amazon review dataset.

Improves financial sentiment analysis using performance indicators.

problem Accurately predicting the polarity of financial texts.
method Association rule mining based hierarchical sentiment classifier model using financial and non-financial performance indicators.
result The proposed model outperforms other state-of-the-art approaches.

A novel framework combines LLMs and RL for financial portfolio optimization.

problem Optimizing financial portfolios using sentiment analysis and market indicators.
method Hierarchical RL structure with base, meta, and super-agents.
result Achieved a 26% annualized return and Sharpe ratio of 1.2.

Paper presents a hybrid framework combining sentiment analysis and market indicators for financial portfolio optimization.

problem Improving financial portfolio optimization through better integration of sentiment and market data.
method A three-tier hierarchical RL framework integrating LLMs, DRL, and market data.
result Achieved a 26% annualized return and Sharpe ratio of 1.2, outperforming benchmarks.

ArSentD-LEV dataset improves sentiment analysis in Levantine Arabic tweets.

problem Challenges in sentiment analysis of Arabic tweets, especially Levantine dialect.
method Created a dataset of 4,000 Levantine Arabic tweets with detailed sentiment and topic annotations.
result Improved performance of sentiment classifiers with detailed annotations.

As machine learning ascends the peak of computer science zeitgeist, the usage and experimentation with sentiment analysis using various forms of textual data seems pervasive. The effect is especially pronounced in formulating securities trading strategies, due to a plethora of reasons including the relative ease of imp…

2017-12-30abs ↗pdf ↗

New formula classifies product reviews into higher and lower ratings based on sentiment analysis.

problem Lack of research on using sentiment analysis for classifying text into ratings.
method Redefined sentiment proportions as a triangle structure to derive variables for classifying text into higher and lower ratings.
result Proved a dependence exists between sentiments and ratings.

Bayesian classifier uses stock price as ground truth for profitable trading signals.

problem Using sentiment analysis to predict stock prices based on social media data.
method Bayesian classifier trained on stock-specific dictionaries generated from tweets labeled as Buy or Sell based on stock price movement.
result 5.18% return rate over 1 month, annualizing to 83% per annum.

This paper classifies tweets into positive and negative sentiments using distributed word and sentence representations.

problem Classifying tweets into positive and negative sentiments.
method Used distributed representations of words and sentences, and LSTM and CNN networks for classification.
result Achieved accuracies as high as 81%.

Model quantifies market sentiment using news data.

problem Quantifying high-frequency market sentiment for economists.
method Support vector machine classifiers for sentiment analysis; stochastic volatility model for joint evolution.
result News sentiment raises the threshold of volatility reversion.

In this project we analysed how much semantic information images carry, and how much value image data can add to sentiment analysis of the text associated with the images. To better understand the contribution from images, we compared models which only made use of image data, models which only made use of text data, an…

2017-12-03abs ↗pdf ↗

We propose a new method for learning word representations using hierarchical regularization in sparse coding inspired by the linguistic study of word meanings. We show an efficient learning algorithm based on stochastic proximal methods that is significantly faster than previous approaches, making it possible to perfor…

2014-06-08abs ↗pdf ↗

This study evaluates LLMs for sentiment analysis in stock price prediction.

problem Improving stock price prediction accuracy using LLMs for news sentiment analysis.
method Compared 3 LLMs (DeBERTa, RoBERTa, FinBERT) for sentiment-driven stock prediction.
result DeBERTa outperforms other models with 75% accuracy, and ensemble model increases accuracy to 80%.

FinLlama uses a fine-tuned Llama 2 model for financial sentiment analysis.

problem Accurate financial sentiment analysis for better trading decisions.
method Fine-tuning Llama 2 7B model on financial sentiment data, using a generator-classifier scheme.
result FinLlama provides nuanced insights into financial news articles, enhancing portfolio management.

This research uses BERT for financial sentiment analysis and LSTM for stock return prediction.

problem Traditional sentiment analysis in finance is limited; this research aims to improve it.
method BERT for sentiment analysis and LSTM for stock return prediction.
result Significant enhancement of BERT in financial sentiment analysis and improved stock return predictability.

Discriminative classifier for compositional data using hierarchical mixture of Generalized Dirichlet models.

problem Classifying compositional data, especially in spam detection and color space identification.
method Hierarchical mixture of discriminative Generalized Dirichlet classifiers, using variational approximation for parameter learning.
result First time a variational upper-bound for Generalized Dirichlet mixture is proposed in literature.

Deep learning predicts mismatched ratings in Amazon reviews.

problem Identifying reviews with mismatched ratings on Amazon.
method Converted reviews to vectors using paragraph vector, trained a recurrent neural network with gated recurrent unit, incorporated semantic relationships.
result Model accurately predicts rating mismatches and provides feedback.

This study introduces a new GAS blending ensemble model for Bitcoin price prediction.

problem Predicting Bitcoin price fluctuations in the cryptocurrency market.
method Integrates advanced ensemble learning methods, feature selection algorithms, and sentiment analysis.
result The GAS model demonstrates excellent performance in daily Bitcoin trend prediction.

Two new Hie-TAN and Hie-TAN-Lite algorithms improve TAN for hierarchical feature spaces.

problem Learning dependencies in hierarchical feature spaces.
method Exploits hierarchical parent-child relationships as constraints to learn a dependency tree.
result Hie-TAN-Lite outperforms Hie-TAN and other methods in predictive accuracy.

Classifies 3-manifold groups with equivariant hierarchically hyperbolic structures.

problem Classifying 3-manifold groups with equivariant hierarchically hyperbolic structures.
method Construction of suitable quasimorphisms on Seifert pieces to construct actions on quasi-lines.
result 3-manifold groups admit equivariant hierarchically hyperbolic structures.

Study uses ML to predict currency and bond returns from news sentiment.

problem Predicting financial returns from news sentiment.
method Pretrained FinBERT model on finance-specific language, XGBoost classifier, SHAP for interpretability.
result XGBoost strategy outperforms benchmarks with Sharpe ratios > 5.

New image classifier uses hierarchical max-pooling with local pooling.

problem Improving image classification accuracy with variable spatial relationships.
method Introduces a hierarchical max-pooling model with additional local pooling for convolutional neural networks.
result Demonstrates improved performance in estimating image features.

This paper studies users' perception regarding a controversial product, namely self-driving (autonomous) cars. To find people's opinion regarding this new technology, we used an annotated Twitter dataset, and extracted the topics in positive and negative tweets using an unsupervised, probabilistic model known as topic …

2018-04-05abs ↗pdf ↗

Quantification is a supervised learning task that consists in predicting, given a set of classes C and a set D of unlabelled items, the prevalence (or relative frequency) p(c|D) of each class c in C. Quantification can in principle be solved by classifying all the unlabelled items and counting how many of them have bee…

2018-09-04abs ↗pdf ↗

Word embeddings are representations of individual words of a text document in a vector space and they are often use- ful for performing natural language pro- cessing tasks. Current state of the art al- gorithms for learning word embeddings learn vector representations from large corpora of text documents in an unsu- pe…

2017-08-14abs ↗pdf ↗

This work proposes optimal decision rules for hierarchical classifiers to better align with evaluation metrics.

problem Heuristic decision rules in hierarchical classification do not align with evaluation metrics.
method Derives optimal decision rules for various prediction settings, focusing on hierarchical hFβhF_β scores.
result Optimal decision rules enhance the performance and reliability of hierarchical classifiers.

The paper analyzes sports commentary to automatically recognize events and extract insights.

problem Automatically recognizing and categorizing major actions in sports events from commentary.
method Used multiple Natural Language Processing techniques for classification and sentiment analysis.
result Identified insights from analyzing live sport commentaries and classifying major actions.

AI models predict stock trends using historical data and public sentiment.

problem Improving stock market prediction accuracy using AI.
method Employed regression and classification ML algorithms for technical and fundamental analysis respectively.
result Median performance suggests AI is not yet superior to stock markets.

Proposes RTL model for sentiment classification and key word detection in online reviews.

problem Sentiment classification and key word detection in online reviews for hospitality industry.
method Regularized Text Logistic (RTL) regression model.
result RTL model achieves satisfactory classification performance and identifies key word features.