Incorporating Stock Market Signals for Twitter Stance Detection
Costanza Conforti, Jakob Berndt, Mohammad Taher Pilehvar, Chryssi Giannitsarou, Flavio Toxvaerd, Nigel Collier
Abstract
Research in stance detection has so far focused on models which leverage purely textual input. In this paper, we investigate the integration of textual and financial signals for stance detection in the financial domain. Specifically, we propose a robust multi-task neural architecture that combines textual input with high-frequency intra-day time series from stock market prices. Moreover, we extend wt–wt, an existing stance detection dataset which collects tweets discussing Mergers and Acquisitions operations, with the relevant financial signal. Importantly, the obtained dataset aligns with Stander, an existing news stance detection dataset, thus resulting in a unique multimodal, multi-genre stance detection resource. We show experimentally and through detailed result analysis that our stance detection system benefits from financial information, and achieves state-of-the-art results on the wt–wt dataset: this demonstrates that the combination of multiple input signals is effective for cross-target stance detection, and opens interesting research directions for future work.- Anthology ID:
- 2022.acl-long.281
- Volume:
- Proceedings of the 60th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers)
- Month:
- May
- Year:
- 2022
- Address:
- Dublin, Ireland
- Editors:
- Smaranda Muresan, Preslav Nakov, Aline Villavicencio
- Venue:
- ACL
- SIG:
- Publisher:
- Association for Computational Linguistics
- Note:
- Pages:
- 4074–4091
- Language:
- URL:
- https://aclanthology.org/2022.acl-long.281
- DOI:
- 10.18653/v1/2022.acl-long.281
- Cite (ACL):
- Costanza Conforti, Jakob Berndt, Mohammad Taher Pilehvar, Chryssi Giannitsarou, Flavio Toxvaerd, and Nigel Collier. 2022. Incorporating Stock Market Signals for Twitter Stance Detection. In Proceedings of the 60th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers), pages 4074–4091, Dublin, Ireland. Association for Computational Linguistics.
- Cite (Informal):
- Incorporating Stock Market Signals for Twitter Stance Detection (Conforti et al., ACL 2022)
- PDF:
- https://preview.aclanthology.org/emnlp-22-attachments/2022.acl-long.281.pdf
- Code
- cambridge-wtwt/acl2022-wtwt-stocks