Sentiment Analysis of

Tweets and Financial News

Headlines
Wyatt Steen
 Machine Learning – Sentiment Analysis

Project Overview

Goal:

- Retrieve recent tweets and financial news headlines that mention a keyword (in this case a stock ticker).

- Predict the sentiment of each word in the headline or tweet with machine learning.

- Calculate the sentiment of each headline or tweet by averaging the sentiment score of each word in the

string.

Research for a reason.

 Machine Learning – Sentiment Analysis
Datasets
Lexicons:
-Labeled English Words (Chen, Y., & -
Skiena, S. (2014). Building Sentiment
Lexicons for All Major Languages. In
ACL (2) (pp. 383-389).)
- German (E. Grave*, P.
-Labeled German Words
(Chen, Y., & Skiena, S. (2014).
Building Sentiment Lexicons for All
Major Languages. In ACL (2) (pp.
383-389).)
-Labeled Japanese Words
(Chen, Y., & Skiena, S. (2014).
Building Sentiment Lexicons for All
Major Languages. In ACL (2) (pp.
383-389).)
-Labeled Korean Words
(Chen, Y., & Skiena, S. (2014).
Building Sentiment Lexicons for All
Major Languages. In ACL (2) (pp.
383-389).)
Research for a reason.
Word Embeddings:
English (fastText English 16
Billion Token Word Embedding
Support Package, MATLAB®)
Labeled Tweets:
Bojanowski*, P. Gupta, A. Joulin,
T. Mikolov, Sentiment140 Dataset with 1.6
Learning Word Vectors for 157 La million tweets
nguages (Go, A., Bhayani, R. and Huang, L.,
) 2009. Twitter sentiment classification
using distant supervision. CS224N
- Japanese (E. Grave*, P. Project Report, Stanford, 1(2009),
Bojanowski*, P. Gupta, A. Joulin, p.12.)
T. Mikolov,
Learning Word Vectors for 157 La
nguages
)
- Korean(E. Grave*, P.
Bojanowski*, P. Gupta, A. Joulin,
T. Mikolov,
Learning Word Vectors for 157 La
nguages
)
 Machine Learning – Sentiment Analysis

Feature Extraction
Feature Extraction
- Convert each word in the processed text into word vectors.
- Word vectors are vectors of numbers that represent the meaning of a word. This allows for mapping of words
based on their relationship with other words. With word vectors, one can execute mathematical operations with
words.

Example:

King – Man + Woman = Queen

or
King is to Man as Queen is to Woman

Where each word above is represented as a 1x300 numerical vector.

- This was done by using the pretrained word embedding models. Each word embedding model used has a
vocabulary of one million or more words and their vector representation (text corpus). These pretrained models
predict the vector representation of new words by their relationships with word vectors in the model’s existing
text corpus.

Preprocessing
- Tokenize the text
- Erase punctuation in the text
- Remove stop words (I, am, the, was, etc.)
- Convert text to lowercase
- Remove HTML tags and URLs.

Research for a reason.

 Machine Learning – Sentiment Analysis

Models Investigated
- 150 machine learning models were

investigated.

- Each of them were of type Ensemble, K

Nearest Neighbor, Naïve Bayes, Support

Vector Machine, or Decision Tree with

different parameters.

- The MATLAB® function, fitcauto() was

used to train and evaluate each of these

models on the provided data using

Bayesian optimization to optimize models

accordingly and output their performance

metrics.

Research for a reason.

 Machine Learning – Sentiment Analysis

Model Performance Comparison

- Table of Top 5 machine learning model evaluation

Research for a reason.

 Machine Learning – Sentiment Analysis

Data Websites
Tweets - https://www.kaggle.com/kazanova/sentiment140
Foreign Lexicons - https://www.kaggle.com/rtatman/sentiment-lexicons-for-81-languages
English Lexicons – https://www.cs.uic.edu/~liub/FBS/sentiment-analysis.html#lexicon
Pretrained Word Embeddings (Foreign) – https://fasttext.cc/docs/en/crawl-vectors.html
Pretrained Word Embeddings (English) -
https://www.mathworks.com/matlabcentral/fileexchange/66229-text-analytics-toolbox-model-for-fasttext-engli
sh-16-billion-token-word-embedding

Thank You!

Research for a reason.