EFSA: Towards Event-Level Financial Sentiment Analysis

In this paper, we extend financial sentiment analysis~(FSA) to event-level since events usually serve as the subject of the sentiment in financial text. Though extracting events from the financial text may be conducive to accurate sentiment predictions, it has specialized challenges due to the lengthy and discontinuity of events in a financial text. To this end, we reconceptualize the event extraction as a classification task by designing a categorization comprising coarse-grained and fine-grained event categories. Under this setting, we formulate the \textbf{E}vent-Level \textbf{F}inancial \textbf{S}entiment \textbf{A}nalysis~(\textbf{EFSA} for short) task that outputs quintuples consisting of (company, industry, coarse-grained event, fine-grained event, sentiment) from financial text. A large-scale Chinese dataset containing $12,160$ news articles and $13,725$ quintuples is publicized as a brand new testbed for our task. A four-hop Chain-of-Thought LLM-based approach is devised for this task. Systematically investigations are conducted on our dataset, and the empirical results demonstrate the benchmarking scores of existing methods and our proposed method can reach the current state-of-the-art. Our dataset and framework implementation are available at https://anonymous.4open.science/r/EFSA-645E

Discovering Protagonist of Sentiment with Aspect Reconstructed Capsule Network

Most recent existing aspect-term level sentiment analysis (ATSA) approaches combined various neural network models with delicately carved attention mechanisms built upon given aspect and context to generate refined sentence representations for better predictions. In these methods, aspect terms are always provided in both training and testing process which may degrade aspect-level analysis into sentence-level prediction. However, the annotated aspect term might be unavailable in real-world scenarios which may challenge the applicability of the existing methods. In this paper, we aim to improve ATSA by discovering the potential aspect terms of the predicted sentiment polarity when the aspect terms of a test sentence are unknown. We access this goal by proposing a capsule network based model named CAPSAR. In CAPSAR, sentiment categories are denoted by capsules and aspect term information is injected into sentiment capsules through a sentiment-aspect reconstruction procedure during the training. As a result, coherent patterns between aspects and sentimental expressions are encapsulated by these sentiment capsules. Experiments on three widely used benchmarks demonstrate these patterns have potential in exploring aspect terms from test sentence when only feeding the sentence to the model. Meanwhile, the proposed CAPSAR can clearly outperform SOTA methods in standard ATSA tasks.