Sentiment Classification in the Financial Domain Using v-SVM and Multi-Objective Optimisation

Sun Fan, Ammar Belatreche, SA Coleman, TM McGinnity, Y Li

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Online financial textual information containing a large amount of investor sentiment is growing rapidly and an effective solution to automate the sentiment classification of such large amounts of text would be extremely beneficial. A novel approach to sentiment classification is the application of multi-objective optimization combined with v-SVM to improve the overall accuracy and hence we present a Multi-Objective Genetic Algorithm (MOGA) based approach to automatically adjust the free parameters of a v-SVM classifier to optimise sentiment classification performance. The approach is implemented and tested using two online financial textual datasets and experimental results show that the overall classification accuracy has improved (4%-7%) compared with other baseline approaches.
LanguageEnglish
Title of host publicationUnknown Host Publication
Pages910-916
Number of pages7
DOIs
Publication statusPublished - 6 Dec 2015
Event2015 IEEE Symposium Series on Computational Intelligence - Cape Town
Duration: 6 Dec 2015 → …

Conference

Conference2015 IEEE Symposium Series on Computational Intelligence
Period6/12/15 → …

Fingerprint

Multiobjective optimization
Classifiers
Genetic algorithms

Keywords

  • Sentiment
  • Finance

Cite this

Fan, Sun ; Belatreche, Ammar ; Coleman, SA ; McGinnity, TM ; Li, Y. / Sentiment Classification in the Financial Domain Using v-SVM and Multi-Objective Optimisation. Unknown Host Publication. 2015. pp. 910-916
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Fan, S, Belatreche, A, Coleman, SA, McGinnity, TM & Li, Y 2015, Sentiment Classification in the Financial Domain Using v-SVM and Multi-Objective Optimisation. in Unknown Host Publication. pp. 910-916, 2015 IEEE Symposium Series on Computational Intelligence, 6/12/15. https://doi.org/10.1109/SSCI.2015.134

Sentiment Classification in the Financial Domain Using v-SVM and Multi-Objective Optimisation. / Fan, Sun; Belatreche, Ammar; Coleman, SA; McGinnity, TM; Li, Y.

Unknown Host Publication. 2015. p. 910-916.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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