hristijanpeshov / SHAP-Explainable-Lexicon-Model
This project proposes a novel methodology to automatically learn financial lexicons that outperform the benchmark Loughran-McDonald lexicon in sentiment analysis tasks
☆11Updated 9 months ago
Related projects ⓘ
Alternatives and complementary repositories for SHAP-Explainable-Lexicon-Model
- A Pretrained BERT Model for Financial Communications. https://arxiv.org/abs/2006.08097☆568Updated last year
- A Chinese financial sentiment word dictionary☆156Updated 3 years ago
- Sentiment Analysis by Machine Learning, LSTM and BERT☆65Updated last year
- Astock☆206Updated last year
- Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading." In Findings of ACL2021☆101Updated 3 years ago
- 东方财富网股吧爬虫,爬取帖子及其评论的相关信息,并储存到数据库中(附详细操作说明)☆33Updated 3 weeks ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆23Updated 3 years ago
- [数据+代码] 经典的中文情感词典、情感分析停用词、程度副词、否定词表+中文金融情感词典(包括上市公司文本_正式和股吧社媒文本_非正式)...☆100Updated 2 years ago
- Financial Sentiment Analysis with BERT☆1,451Updated 2 years ago
- Researches for Natural Language Processing for Financial Domain☆403Updated 4 years ago
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆27Updated 3 years ago
- 一个基于中国市场的Fama-French五因子实证 研究☆32Updated 2 years ago
- stock trend prediction using multi-source data☆12Updated 3 years ago
- Code for stock movement prediction from tweets and historical stock prices.☆204Updated 5 years ago
- RFS2020年论文Emperical asset pricing via machine learning复现☆15Updated 2 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 2 months ago
- Implementation of (Re-)Imag(in)ing Price Trends☆44Updated 2 years ago
- ☆676Updated 7 months ago
- DCC GARCH modeling in Python☆85Updated 4 years ago
- BERT for Finance : UC Berkeley MIDS w266 Final Project☆197Updated 4 years ago
- ☆59Updated 4 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆43Updated 3 months ago
- Codebase for FOMC-NLP, accepted at ACL 2023 (main)☆46Updated 3 weeks ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆51Updated 3 years ago
- This is the project for deep learning in stock market prediction.☆211Updated last year
- 财经新闻情感分类数据集☆60Updated 5 years ago
- Implemented some mathematical processings used in the Barra risk model☆22Updated last year
- Built a sentiment analysis model to predict the sentiment of a Financial News article. A comparative study of different optimizers used f…☆10Updated 11 months ago
- A dataset of financial news is used to fine-tune BERT in order to extract investment opportunities.☆25Updated 3 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆68Updated 4 months ago