A Network based Scheme for Financial News Representation and Sentiment Propagation
A research project by Chang Luo, PhD student at The University of Edinburgh.
This project aims at developing a Geometric Deep Learning based algorithm to gain an understanding of:
- how financial news sentiment propagates through the company network,
- and its consequential impacts on the investor and stock movements.
The propagation is iterated over the news-affected companies (the minority class) to the remaining companies (the majority class). This approach is broadly applicable to instances where one has available a sparse signal (e.g., news sentiment for a subset of nodes or accounting information of listed companies) and would like to understand how the available signal measurements propagate through the network to the remaining nodes.