Sentiment classification in the financial domain using SVM and multi-objective optimisation

Sun, F, Belatreche, A, Coleman, SA, Mcginnity, T and Li, Y 2016, Sentiment classification in the financial domain using SVM and multi-objective optimisation , in: 2015 IEEE Symposium Series on Computational Intelligence, 8-10 Dec 2015, Cape Town, South Africa.

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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.

Item Type: Conference or Workshop Item (Paper)
Schools: Schools > School of Computing, Science and Engineering > Salford Innovation Research Centre (SIRC)
Journal or Publication Title: 2015 IEEE Symposium Series on Computational Intelligence
Publisher: IEEE
Related URLs:
Depositing User: Yuhua Li
Date Deposited: 23 Aug 2017 09:39
Last Modified: 23 Aug 2017 14:05
URI: http://usir.salford.ac.uk/id/eprint/43591

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