{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,10]],"date-time":"2026-06-10T15:52:12Z","timestamp":1781106732056,"version":"3.54.1"},"reference-count":24,"publisher":"IGI Global Scientific Publishing","issue":"1","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2018,1,1]]},"abstract":"<p>This article proposes an approach to constructing sentiment lexicons in the financial domain. The approach takes advantages of news bulletins and a given financial variable, such as stock prices, to generate candidates of sentiment expressions by fusing the two data sources. The candidates are then filtered based on their co-occurrences with financial seed words and are subsequently expanded by analogical reasoning using distributed representation of words. Evaluative experiments on real-world news and stock price data shows that the resulting lexicons are mostly reasonable and capture the characteristics of the target financial variables. As a potential application, trading simulation is also carried out based on the resulting financial sentiment lexicons, demonstrating the utility of the lexicons.<\/p>","DOI":"10.4018\/ijmdem.2018010102","type":"journal-article","created":{"date-parts":[[2017,12,26]],"date-time":"2017-12-26T10:40:23Z","timestamp":1514284823000},"page":"22-35","source":"Crossref","is-referenced-by-count":2,"title":["Construction and Application of Sentiment Lexicons in Finance"],"prefix":"10.4018","volume":"9","author":[{"given":"Kazuhiro","family":"Seki","sequence":"first","affiliation":[{"name":"Konan University, Kobe, Japan"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Masahiko","family":"Shibamoto","sequence":"additional","affiliation":[{"name":"Kobe University, Kobe, Japan"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"2432","reference":[{"key":"IJMDEM.2018010102-0","first-page":"2200","article-title":"SentiWordNet 3.0: An enhanced lexical resource for sentiment analysis and opinion mining.","author":"S.Baccianella","year":"2010","journal-title":"Proceedings of the International Conference on Language Resources and Evaluation 2010"},{"key":"IJMDEM.2018010102-1","first-page":"1137","article-title":"A neural probabilistic language model.","volume":"3","author":"Y.Bengio","year":"2003","journal-title":"Journal of Machine Learning Research"},{"key":"IJMDEM.2018010102-2","doi-asserted-by":"publisher","DOI":"10.1145\/2505515.2505574"},{"key":"IJMDEM.2018010102-3","doi-asserted-by":"crossref","DOI":"10.7551\/mitpress\/7287.001.0001","author":"C. D.Fellbaum","year":"1998","journal-title":"WordNet: an electronic lexical database"},{"key":"IJMDEM.2018010102-4","doi-asserted-by":"publisher","DOI":"10.3115\/976909.979640"},{"key":"IJMDEM.2018010102-5","doi-asserted-by":"crossref","unstructured":"Imran, M., Castillo, C., Diaz, F., and Vieweg, S. (2015). Processing social media messages in mass emergency: A survey. ACM Computing Surveys, 47(4), 67:1\u201367:38.","DOI":"10.1145\/2771588"},{"key":"IJMDEM.2018010102-6","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfineco.2013.08.018"},{"key":"IJMDEM.2018010102-7","first-page":"1115","article-title":"Using WordNet to measure semantic orientations of adjectives.","author":"J.Kamps","year":"2004","journal-title":"Proceedings of the 4th International Conference on Language Resources and Evaluation (LREC 2004)"},{"key":"IJMDEM.2018010102-8","first-page":"1170","article-title":"On the importance of text analysis for stock price prediction.","author":"H.Lee","year":"2014","journal-title":"Proceedings of the 9th International Conference on Language Resources and Evaluation (LREC 2014)"},{"key":"IJMDEM.2018010102-9","doi-asserted-by":"publisher","DOI":"10.1016\/j.knosys.2014.04.022"},{"key":"IJMDEM.2018010102-10","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9781139084789"},{"key":"IJMDEM.2018010102-11","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2010.01625.x"},{"key":"IJMDEM.2018010102-12","unstructured":"Maegawa, H., Nakahara, T., Okada, K., & Hamuro, Y. (2013). Return predictability in news: Na\u00efve-Bayes based investment model using bloomberg news. In Proceedings of SIG-FIN (pp. 7\u201313). (in Japanese)"},{"key":"IJMDEM.2018010102-13","unstructured":"Mikolov, T., Chen, K., Corrado, G., & Dean, J. (2013a). Efficient estimation of word representations in vector space. arXiv:1301.3781"},{"key":"IJMDEM.2018010102-14","first-page":"3111","article-title":"Distributed representations of words and phrases and their compositionality.","author":"T.Mikolov","year":"2013","journal-title":"Proceedings of Neural Information Processing Systems Conference 2013"},{"key":"IJMDEM.2018010102-15","first-page":"746","article-title":"Linguistic regularities in continuous space word representations.","author":"T.Mikolov","year":"2013","journal-title":"Proceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies (NAACL-HLT-2013)"},{"key":"IJMDEM.2018010102-16","doi-asserted-by":"publisher","DOI":"10.18653\/v1\/E17-1008"},{"key":"IJMDEM.2018010102-17","first-page":"45","article-title":"Software Framework for Topic Modelling with Large Corpora.","author":"R.\u0158eh\u016f\u0159ek","year":"2010","journal-title":"Proceedings of the LREC 2010 Workshop on New Challenges for NLP Frameworks"},{"key":"IJMDEM.2018010102-18","doi-asserted-by":"crossref","unstructured":"Schumaker, R. P. and Chen, H. (2009). Textual analysis of stock market prediction using breaking financial news: The azfin text system. ACM Transactions on Information Systems, 27(2), 12:1\u201312:19.","DOI":"10.1145\/1462198.1462204"},{"key":"IJMDEM.2018010102-19","doi-asserted-by":"publisher","DOI":"10.3115\/1219840.1219857"},{"key":"IJMDEM.2018010102-20","doi-asserted-by":"publisher","DOI":"10.3115\/v1\/P14-1146"},{"key":"IJMDEM.2018010102-21","first-page":"417","article-title":"Thumbs up or thumbs down?: Semantic orientation applied to unsupervised classification of reviews.","author":"P. D.Turney","year":"2002","journal-title":"Proceedings of the 40th Annual Meeting on Association for Computational Linguistics"},{"key":"IJMDEM.2018010102-22","first-page":"802","article-title":"Financial sentiment analysis for risk prediction.","author":"C.-J.Wang","year":"2013","journal-title":"Proceedings of the 6th International Joint Conference on Natural Language Processing"},{"key":"IJMDEM.2018010102-23","doi-asserted-by":"publisher","DOI":"10.1109\/BigData.Congress.2014.59"}],"container-title":["International Journal of Multimedia Data Engineering and Management"],"original-title":[],"language":"ng","link":[{"URL":"https:\/\/www.igi-global.com\/viewtitle.aspx?TitleId=196247","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,1,16]],"date-time":"2023-01-16T17:16:38Z","timestamp":1673889398000},"score":1,"resource":{"primary":{"URL":"https:\/\/services.igi-global.com\/resolvedoi\/resolve.aspx?doi=10.4018\/IJMDEM.2018010102"}},"subtitle":[""],"short-title":[],"issued":{"date-parts":[[2018,1,1]]},"references-count":24,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2018,1]]}},"URL":"https:\/\/doi.org\/10.4018\/ijmdem.2018010102","relation":{},"ISSN":["1947-8534","1947-8542"],"issn-type":[{"value":"1947-8534","type":"print"},{"value":"1947-8542","type":"electronic"}],"subject":[],"published":{"date-parts":[[2018,1,1]]}}}