MétaCan
Menu
Back to cohort
Record W4387502703 · doi:10.3390/jrfm16100440

Lightweight Scheme to Capture Stock Market Sentiment on Social Media Using Sparse Attention Mechanism: A Case Study on Twitter

2023· article· en· W4387502703 on OpenAlexvenueno aff
Sihan Wu, Fuyu Gu

Bibliographic record

VenueJournal of risk and financial management · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsStock marketSentiment analysisSocial mediaComputer scienceStock market predictionProfit (economics)Financial marketStock (firearms)BusinessArtificial intelligenceFinanceEconomicsMicroeconomicsWorld Wide Web

Abstract

fetched live from OpenAlex

Over through the years, people have invested in stock markets in order to maximize their profit from the money they possess. Financial sentiment analysis is an important topic in stock market businesses since it helps investors to understand the overall sentiment towards a company and the stock market, which helps them make better investment decisions. Recent studies show that stock sentiment has strong correlations with the stock market, and we can effectively monitor public sentiment towards the stock market by leveraging social media data. Consequently, it is crucial to develop a model capable of reliably and quickly capturing the sentiment of the stock market. In this paper, we propose a novel and effective sequence-to-sequence transformer model, optimized using a sparse attention mechanism, for financial sentiment analysis. This approach enables investors to understand the overall sentiment towards a company and the stock market, thereby aiding in better investment decisions. Our model is trained on a corpus of financial news items to predict sentiment scores for financial companies. When benchmarked against other models like CNN, LSTM, and BERT, our model is “lightweight” and achieves a competitive latency of 10.3 ms and a reduced computational complexity of 3.2 GFLOPS—which is faster than BERT’s 12.5 ms while maintaining higher computational complexity. This research has the potential to significantly inform decision making in the financial sector.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.009
Threshold uncertainty score0.019

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0010.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.128
GPT teacher head0.380
Teacher spread0.252 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations4
Published2023
Admission routes1
Has abstractyes

Explore more

Same venueJournal of risk and financial managementSame topicStock Market Forecasting MethodsFrench-language works237,207