FinLex: An effective use of word embeddings for financial lexicon generation

We present a simple and effective methodology for the generation of lexicons (word lists) that may be used in natural language scoring applications. In particular, in the finance industry, word lists have become ubiquitous for sentiment scoring. These have been derived from dictionaries such as the...

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Autores principales:	Sanjiv R. Das, Michele Donini, Muhammad Bilal Zafar, John He, Krishnaram Kenthapadi
Formato:	article
Lenguaje:	EN
Publicado:	KeAi Communications Co., Ltd. 2022
Materias:	Lexicons Embeddings Scoring Machine learning Electronic computers. Computer science QA75.5-76.95 Finance HG1-9999
Acceso en línea:	https://doaj.org/article/a9e7fbaa425b46cd8cd98d2d853264f8
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id	oai:doaj.org-article:a9e7fbaa425b46cd8cd98d2d853264f8
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spelling	oai:doaj.org-article:a9e7fbaa425b46cd8cd98d2d853264f82021-11-20T05:08:06ZFinLex: An effective use of word embeddings for financial lexicon generation2405-918810.1016/j.jfds.2021.10.001https://doaj.org/article/a9e7fbaa425b46cd8cd98d2d853264f82022-11-01T00:00:00Zhttp://www.sciencedirect.com/science/article/pii/S2405918821000131https://doaj.org/toc/2405-9188We present a simple and effective methodology for the generation of lexicons (word lists) that may be used in natural language scoring applications. In particular, in the finance industry, word lists have become ubiquitous for sentiment scoring. These have been derived from dictionaries such as the Harvard Inquirer and require manual curation. Here, we present an automated approach to the curation of lexicons, which makes automatic preparation of any word list immediate. We show that our automated word lists deliver comparable performance to traditional lexicons on machine learning classification tasks. This new approach will enable finance academics and practitioners to create and deploy new word lists in addition to the few traditional ones in a facile manner.Sanjiv R. DasMichele DoniniMuhammad Bilal ZafarJohn HeKrishnaram KenthapadiKeAi Communications Co., Ltd.articleLexiconsEmbeddingsScoringMachine learningElectronic computers. Computer scienceQA75.5-76.95FinanceHG1-9999ENJournal of Finance and Data Science, Vol 8, Iss , Pp 1-11 (2022)
institution	DOAJ
collection	DOAJ
language	EN
topic	Lexicons Embeddings Scoring Machine learning Electronic computers. Computer science QA75.5-76.95 Finance HG1-9999
spellingShingle	Lexicons Embeddings Scoring Machine learning Electronic computers. Computer science QA75.5-76.95 Finance HG1-9999 Sanjiv R. Das Michele Donini Muhammad Bilal Zafar John He Krishnaram Kenthapadi FinLex: An effective use of word embeddings for financial lexicon generation
description	We present a simple and effective methodology for the generation of lexicons (word lists) that may be used in natural language scoring applications. In particular, in the finance industry, word lists have become ubiquitous for sentiment scoring. These have been derived from dictionaries such as the Harvard Inquirer and require manual curation. Here, we present an automated approach to the curation of lexicons, which makes automatic preparation of any word list immediate. We show that our automated word lists deliver comparable performance to traditional lexicons on machine learning classification tasks. This new approach will enable finance academics and practitioners to create and deploy new word lists in addition to the few traditional ones in a facile manner.
format	article
author	Sanjiv R. Das Michele Donini Muhammad Bilal Zafar John He Krishnaram Kenthapadi
author_facet	Sanjiv R. Das Michele Donini Muhammad Bilal Zafar John He Krishnaram Kenthapadi
author_sort	Sanjiv R. Das
title	FinLex: An effective use of word embeddings for financial lexicon generation
title_short	FinLex: An effective use of word embeddings for financial lexicon generation
title_full	FinLex: An effective use of word embeddings for financial lexicon generation
title_fullStr	FinLex: An effective use of word embeddings for financial lexicon generation
title_full_unstemmed	FinLex: An effective use of word embeddings for financial lexicon generation
title_sort	finlex: an effective use of word embeddings for financial lexicon generation
publisher	KeAi Communications Co., Ltd.
publishDate	2022
url	https://doaj.org/article/a9e7fbaa425b46cd8cd98d2d853264f8
work_keys_str_mv	AT sanjivrdas finlexaneffectiveuseofwordembeddingsforfinanciallexicongeneration AT micheledonini finlexaneffectiveuseofwordembeddingsforfinanciallexicongeneration AT muhammadbilalzafar finlexaneffectiveuseofwordembeddingsforfinanciallexicongeneration AT johnhe finlexaneffectiveuseofwordembeddingsforfinanciallexicongeneration AT krishnaramkenthapadi finlexaneffectiveuseofwordembeddingsforfinanciallexicongeneration
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FinLex: An effective use of word embeddings for financial lexicon generation

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