Yue Zhou

Yue Zhou, Kerstin Voigt

Sentiment-based stock prediction systems aim to explore sentiment or event signals from online corpora and attempt to relate the signals to stock price variations. Both the feature-based and neural-networks-based approaches have delivered promising results. However, the frequently minor fluctuations of the stock prices restrict learning the sentiment of text from price patterns, and learning market sentiment from text can be biased if the text is irrelevant to the underlying market. In addition, when using discrete word features, the polarity of a certain term can change over time according to different events. To address these issues, we propose a two-stage system that consists of a sentiment extractor to extract the opinion on the market trend and a summarizer that predicts the direction of the index movement of following week given the opinions of the news over the current week. We adopt BERT with multitask learning which additionally predicts the worthiness of the news and propose a metric called Polarity-Over-Time to extract the word polarity among different event periods. A Weekly-Monday prediction framework and a new dataset, the 10-year Reuters financial news dataset, are also proposed.

Yue Zhou, Yan Zhang, JingTao Yao

Satirical news detection is an important yet challenging task to prevent spread of misinformation. Many feature based and end-to-end neural nets based satirical news detection systems have been proposed and delivered promising results. Existing approaches explore comprehensive word features from satirical news articles, but lack semantic metrics using word vectors for tweet form satirical news. Moreover, the vagueness of satire and news parody determines that a news tweet can hardly be classified with a binary decision, that is, satirical or legitimate. To address these issues, we collect satirical and legitimate news tweets, and propose a semantic feature based approach. Features are extracted by exploring inconsistencies in phrases, entities, and between main and relative clauses. We apply game-theoretic rough set model to detect satirical news, in which probabilistic thresholds are derived by game equilibrium and repetition learning mechanism. Experimental results on the collected dataset show the robustness and improvement of the proposed approach compared with Pawlak rough set model and SVM.