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Faculty of Economics

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Conforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N.

Incorporating Stock Market Signals for Twitter Stance Detection

Proceedings of the 60th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers)

pp. 4074-4091 (2022)

Abstract: Research in stance detection has so far focused on models which leverage purely textual input. In this paper, we investigate the integration of textual and financial signals for stance detection in the financial domain. Specifically, we propose a robust multi-task neural architecture that combines textual input with high-frequency intra-day time series from stock market prices. Moreover, we extend wt–wt, an existing stance detection dataset which collects tweets discussing Mergers and Acquisitions operations, with the relevant financial signal. Importantly, the obtained dataset aligns with Stander, an existing news stance detection dataset, thus resulting in a unique multimodal, multi-genre stance detection resource. We show experimentally and through detailed result analysis that our stance detection system benefits from financial information, and achieves state-of-the-art results on the wt–wt dataset: this demonstrates that the combination of multiple input signals is effective for cross-target stance detection, and opens interesting research directions for future work.

Author links: Chryssi Giannitsarou  Flavio Toxvaerd  

Publisher's Link: https://aclanthology.org/2022.acl-long.281

Keynes Fund Project(s):
Mapping of Rumours and Information Diffusion (JHOQ)  


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