@inproceedings{li-shah-2017-learning,
    title = "Learning Stock Market Sentiment Lexicon and Sentiment-Oriented Word Vector from {S}tock{T}wits",
    author = "Li, Quanzhi  and
      Shah, Sameena",
    editor = "Levy, Roger  and
      Specia, Lucia",
    booktitle = "Proceedings of the 21st Conference on Computational Natural Language Learning ({C}o{NLL} 2017)",
    month = aug,
    year = "2017",
    address = "Vancouver, Canada",
    publisher = "Association for Computational Linguistics",
    url = "https://preview.aclanthology.org/jlcl-multiple-ingestion/K17-1031/",
    doi = "10.18653/v1/K17-1031",
    pages = "301--310",
    abstract = "Previous studies have shown that investor sentiment indicators can predict stock market change. A domain-specific sentiment lexicon and sentiment-oriented word embedding model would help the sentiment analysis in financial domain and stock market. In this paper, we present a new approach to learning stock market lexicon from StockTwits, a popular financial social network for investors to share ideas. It learns word polarity by predicting message sentiment, using a neural net-work. The sentiment-oriented word embeddings are learned from tens of millions of StockTwits posts, and this is the first study presenting sentiment-oriented word embeddings for stock market. The experiments of predicting investor sentiment show that our lexicon outperformed other lexicons built by the state-of-the-art methods, and the sentiment-oriented word vector was much better than the general word embeddings."
}