The use of robo-readers to analyze news texts is an emerging technology trend
in computational finance. In recent research, a substantial effort has been
invested to develop sophisticated financial polarity-lexicons that can be used
to investigate how financial sentiments relate to future company performance.
However, based on experience from other fields, where sentiment analysis is
commonly applied, it is well-known that the overall semantic orientation of a
sentence may differ from the prior polarity of individual words. The objective
of this article is to investigate how semantic orientations can be better
detected in financial and economic news by accommodating the overall
phrase-structure information and domain-specific use of language. Our three
main contributions are: (1) establishment of a human-annotated finance
phrase-bank, which can be used as benchmark for training and evaluating
alternative models; (2) presentation of a technique to enhance financial
lexicons with attributes that help to identify expected direction of events
that affect overall sentiment; (3) development of a linearized phrase-structure
model for detecting contextual semantic orientations in financial and economic
news texts. The relevance of the newly added lexicon features and the benefit
of using the proposed learning-algorithm are demonstrated in a comparative
study against previously used general sentiment models as well as the popular
word frequency models used in recent financial studies. The proposed framework
is parsimonious and avoids the explosion in feature-space caused by the use of
conventional n-gram features.

本文主要研究如何利用人工智能技术分析经济新闻中的情感倾向，提出一种基于人工标注金融短语库、同时考虑上下文结构信息和特征属性的线性短语结构模型，并与现有情感分析模型进行比较。