Financial sentiment classification with fresh and hot public opinions

Financial sentiment analysis aims to extract public opinion about an institution to help financial researchers make better decisions. To predict sentiment more accurately, it is necessary for models to improve their capability to capture long-term temporal information and support multi-user interaction. However, existing methods only analyze sentiment based on one comment from a user, which fails to fully exploit the latent emotions of the public, and they lack effective temporal modeling and interaction capabilities. In this paper, we analyze a company from two perspectives to alleviate the above issues: (1) the fresh opinions can reflect timely public attitudes towards a company, while (2) the hot opinions provide the most influential views. A comprehensive exploration of fresh and hot financial sentiment can help researchers make more accurate determinations. To this end, we propose a novel financial sentiment classification framework (FSCN), that can capture temporal information and interact with the opinions of users to make a more comprehensive decision. Our approach takes into account the inherent temporal dependencies in public opinions and combines both views of information to achieve an accurate classification of financial sentiment. Specifically, the FSCN contains (1) a multi-opinion extractor to filter and extract features from massively fresh and hot opinions, respectively. (2) a fresh-hot bilinear pooling (FHBP) module to effectively fuse fresh and hot features. Additionally, to verify the effectiveness of the proposed method, we crawl data from the Internet and create a real-world public opinion dataset that consists of 79,350 comments from 837 companies. Extensive experiments demonstrate that our framework achieves state-of-the-art results on this real-world dataset and is capable of providing reliable service in the financial system. Codes will be released at https://github.com/zjfgh2015/FSCN.