FinLex: An effective use of word embeddings for financial lexicon generation

We present a simple and effective methodology for the generation of lexicons (word lists) that may be used in natural language scoring applications. In particular, in the finance industry, word lists have become ubiquitous for sentiment scoring. These have been derived from dictionaries such as the...

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Bibliographic Details
Main Authors: Sanjiv R. Das, Michele Donini, Muhammad Bilal Zafar, John He, Krishnaram Kenthapadi
Format: Article
Language:English
Published: KeAi Communications Co., Ltd. 2022-11-01
Series:Journal of Finance and Data Science
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2405918821000131