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Recent Advancements in Sentiment Analysis in Finance [article]

Constanze Bayer, Humboldt-Universität Zu Berlin
Sentiment analysis as deriving opinions or emotional content from written documents is an important tool in finance. It is used for prediction of stock markets, prediction of financial risk or distress, and detection of abnormal investor behavior by analyzing companies' reports, social media posts or news articles. To conduct the analysis, either word lists or machine learning algorithms are used. Taking context of sentence structures into account improves both research methods. This thesis
more » ... ds. This thesis applies these findings by analyzing German Corporate Social Responsibility reports and parts of annual reports to investigate an association with environmental, social and governance rating scores. The aim is to assess sentiment as a risk indicator for these issues. The results indicate that proportional sentiment scores proxy as metric for reporting quality rather than risk.
doi:10.18452/20866 fatcat:i6nfrd6r6nbtvaugjk3vu5wfre