Título: | SENTIMENT ANALYSIS FOR FINANCIAL NEWS ABOUT PETROBRAS COMPANY | |||||||
Autor: |
PAULA DE CASTRO SONNENFELD VILELA |
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Colaborador(es): |
RUY LUIZ MILIDIU - Orientador |
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Catalogação: | 21/DEZ/2011 | Língua(s): | PORTUGUESE - BRAZIL |
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Tipo: | TEXT | Subtipo: | THESIS | |||||
Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
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Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=18823&idi=1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=18823&idi=2 |
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DOI: | https://doi.org/10.17771/PUCRio.acad.18823 | |||||||
Resumo: | ||||||||
A huge amount of information is available online, in particular regarding
financial news. Current research indicate that stock news have a strong
correlation to market variables such as trade volumes, volatility, stock prices
and firm earnings. Here, we investigate a Sentiment Analysis problem for
financial news. Our goal is to classify financial news as favorable or unfavorable
to Petrobras, an oil and gas company with stocks in the Stock Exchange
market. We explore Natural Language Processing techniques in a way to
improve the sentiment classification accuracy of a classical bag of words
approach. We filter on topic phrases for each Petrobras related news and build
syntactic and stylistic input features. For sentiment classification, Support
Vector Machines algorithm is used. Moreover we apply four feature selection
methods and build a committee of SVM models. Additionally, we introduce
Petronews, a Portuguese financial news annotated corpus about Petrobras.
It is composed by a collection of one thousand and fifty online financial news
from 06/02/2006 to 01/29/2010. Our experiments indicate that our method
is 5.29 per cent better than a standard bag-of-words approach, reaching 87.14 per cent
accuracy rate for this domain.
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