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FinBERT: Financial Sentiment Analysis with Pre-trained Language Models

Published 27 Aug 2019 in cs.CL and cs.LG | (1908.10063v1)

Abstract: Financial sentiment analysis is a challenging task due to the specialized language and lack of labeled data in that domain. General-purpose models are not effective enough because of the specialized language used in a financial context. We hypothesize that pre-trained LLMs can help with this problem because they require fewer labeled examples and they can be further trained on domain-specific corpora. We introduce FinBERT, a LLM based on BERT, to tackle NLP tasks in the financial domain. Our results show improvement in every measured metric on current state-of-the-art results for two financial sentiment analysis datasets. We find that even with a smaller training set and fine-tuning only a part of the model, FinBERT outperforms state-of-the-art machine learning methods.

Citations (558)

Summary

  • The paper introduces FinBERT, a domain-adapted BERT model fine-tuned with a specialized financial corpus to capture nuanced sentiment in financial texts.
  • It employs a two-stage process of pre-training followed by fine-tuning on financial data, resulting in higher accuracy and improved F1-scores compared to traditional models.
  • The results demonstrate its effectiveness over conventional NLP approaches, underscoring its potential in enhancing financial market predictions and automated trading strategies.

FinBERT: Financial Sentiment Analysis with Pre-trained LLMs

Introduction

"FinBERT: Financial Sentiment Analysis with Pre-trained LLMs" explores a domain-adapted variant of BERT, specifically tailored to the financial domain. The paper introduces FinBERT as a fine-tuned version of BERT to analyze sentiment within financial texts. Given the unique linguistic characteristics and specialized vocabulary inherent in financial data, traditional NLP tools may not effectively capture the sentiment needed for financial predictions. This paper addresses these challenges by harnessing the capabilities of BERT and adapting them for financial sentiment analysis.

Methodology

The core methodology involves fine-tuning a pre-trained BERT model using a financial corpus. The authors utilized a dataset composed of financial terminology and sentiment-laden texts to adapt the model's linguistic understanding. The process involves two stages: pre-training and fine-tuning. During pre-training, BERT's bidirectional transformers learn from a vast corpus of general language data, after which it gets domain-specific knowledge through fine-tuning on a finance-centered corpus. This process ensures the model captures nuances specific to financial texts, such as jargon or context-specific polarity of terms.

Experimental Setup

The paper outlines a comprehensive experimental setup to evaluate FinBERT's effectiveness against existing models. Datasets used include financial reports and news articles annotated for sentiment. The authors employed standard metrics such as accuracy and F1-score to measure performance. Crucially, these experiments compare FinBERT to other models that do not leverage domain-specific language features, helping illustrate the impact of their domain-adaptive approach.

Results

FinBERT demonstrated significant improvements over traditional NLP models and even outperformed domain-specific sentiment classifiers commonly used in financial sentiment analysis. The model showed higher accuracy and a better F1-score, emphasizing its capability to discern nuanced sentiment in financial contexts. Notably, its performance underscores BERT's adaptability and the importance of domain-specific pre-training for specialized NLP tasks.

Implications and Future Work

The implications of this research are profound for financial analytics, suggesting that adopting pre-trained transformer models tailored for domain-specific applications can enhance performance markedly. Practitioners in computational finance and sentiment analysis could leverage FinBERT to enhance financial market predictions and automated trading strategies. The paper hints at potential future work in further refining domain adaptation techniques or expanding this approach to other specialized domains requiring sentiment analysis, such as healthcare or law.

Conclusion

In conclusion, "FinBERT: Financial Sentiment Analysis with Pre-trained LLMs" demonstrates an effective adaptation of BERT for specialized sentiment analysis, markedly advancing the accuracy and utility of NLP in financial contexts. Through its innovative approach in domain adaptation, FinBERT stands as a pivotal model for financial analysts and NLP researchers, paving the way for future advancements in domain-specific LLM fine-tuning.

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