Financial Keyword Expansion via Continuous Word Vector Representations

Ming-Feng Tsai, Chuan-Ju Wang

Abstract: This paper proposes to apply the continuous vector representations of words for discovering keywords from a financial sentiment lexicon. In order to capture more keywords, we also incorporate syntactic information into the Continuous Bag-ofWords (CBOW) model. Experimental results on a task of financial risk prediction using the discovered keywords demonstrate that the proposed approach is good at predicting financial risk.