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

Sun, F; Belatreche, A; Coleman, SA; Mcginnity, T; Li, Y

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.

Citation

Sun, F., Belatreche, A., Coleman, S., Mcginnity, T., & Li, Y. (2015, December). Sentiment classification in the financial domain using SVM and multi-objective optimisation. Presented at 2015 IEEE Symposium Series on Computational Intelligence, Cape Town, South Africa

• Presentation Conference Type: Other
• Conference Name: 2015 IEEE Symposium Series on Computational Intelligence
• Conference Location: Cape Town, South Africa
• Start Date: Dec 8, 2015
• End Date: Dec 10, 2015
• Online Publication Date: Jan 11, 2016
• Publication Date: Jan 11, 2016
• Deposit Date: Aug 23, 2017
• Book Title: 2015 IEEE Symposium Series on Computational Intelligence
• DOI: https://doi.org/10.1109/SSCI.2015.134
• Publisher URL: http://dx.doi.org/10.1109/SSCI.2015.134
• Related Public URLs: http://ieeexplore.ieee.org/xpl/mostRecentIssue.jsp?punumber=7371400
• Additional Information: Event Type : Conference