|
|
--- |
|
|
language: en |
|
|
license: mit |
|
|
tags: |
|
|
- nlp |
|
|
- sentiment-analysis |
|
|
- finance |
|
|
- trading |
|
|
- bert |
|
|
--- |
|
|
|
|
|
# financial_sentiment_transformer_v2 |
|
|
|
|
|
## Overview |
|
|
`financial_sentiment_transformer_v2` is a BERT-based model specifically fine-tuned on financial news, earnings call transcripts, and specialized social media feeds (e.g., StockTwits). It is designed to capture the nuanced language of market volatility and economic forecasting. |
|
|
|
|
|
## Model Architecture |
|
|
The model uses a standard **BERT-Base** (Bidirectional Encoder Representations from Transformers) backbone with a sequence classification head. |
|
|
|
|
|
|
|
|
|
|
|
- **Pre-training:** Initially trained on general-purpose text (Wikipedia/BooksCorpus). |
|
|
- **Fine-tuning:** Domain-specific fine-tuning on over 500,000 labeled financial snippets. |
|
|
- **Nuance Handling:** Specifically trained to distinguish between general negativity and "financial negativity" (e.g., "Yields dropped" can be bullish or bearish depending on context). |
|
|
|
|
|
## Intended Use |
|
|
- **Algorithmic Trading:** Providing sentiment scores as features for quantitative models. |
|
|
- **Market Intelligence:** Aggregating sentiment trends across thousands of daily news articles. |
|
|
- **Risk Management:** Monitoring sudden shifts in public sentiment regarding specific tickers or sectors. |
|
|
|
|
|
## Limitations |
|
|
- **Temporal Bias:** Financial jargon changes rapidly (e.g., "transitory inflation"); the model may require retraining as economic cycles shift. |
|
|
- **Sarcasm:** Like most NLP models, it struggles with highly sarcastic or ironic statements common in retail trading forums. |
|
|
- **Short Context:** Limited to 512 tokens, which may be insufficient for long-form macroeconomic reports. |