Sentiment Textual data - useR! 2019user2019.r-project.org/static/pres/lt255084.pdf ·...

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Textual data Sentiment

Transcript of Sentiment Textual data - useR! 2019user2019.r-project.org/static/pres/lt255084.pdf ·...

Page 1: Sentiment Textual data - useR! 2019user2019.r-project.org/static/pres/lt255084.pdf · 2019-07-26 · Textual data Sentiment. The R package sentometrics to analyze textual sentiment

Textual dataSentiment

Page 2: Sentiment Textual data - useR! 2019user2019.r-project.org/static/pres/lt255084.pdf · 2019-07-26 · Textual data Sentiment. The R package sentometrics to analyze textual sentiment
Page 3: Sentiment Textual data - useR! 2019user2019.r-project.org/static/pres/lt255084.pdf · 2019-07-26 · Textual data Sentiment. The R package sentometrics to analyze textual sentiment

The R package sentometricsto analyze textual sentiment

AggregateCompute Predict

Page 4: Sentiment Textual data - useR! 2019user2019.r-project.org/static/pres/lt255084.pdf · 2019-07-26 · Textual data Sentiment. The R package sentometrics to analyze textual sentiment

Sentometrics is about econometrics meeting sentiment!

Transformation of qualitative data into quantitative

sentiment variables

Application in econometric analysis of the relationships

between sentiment and other variables

Page 5: Sentiment Textual data - useR! 2019user2019.r-project.org/static/pres/lt255084.pdf · 2019-07-26 · Textual data Sentiment. The R package sentometrics to analyze textual sentiment

Corpus

Word lists (lexicons)

Valence shifters

Within-document weighting

Sentiment

matrix

Metadata features

Page 6: Sentiment Textual data - useR! 2019user2019.r-project.org/static/pres/lt255084.pdf · 2019-07-26 · Textual data Sentiment. The R package sentometrics to analyze textual sentiment

Sentiment

matrix

Frequency

Across-document weighting

Across-time weightings

Sentiment

time series

Further

aggregation

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Many time series obtained across

lexicons, features and time aggregation schemes

lexiconfeature time

aggregation

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target other variables sentiment

Model

Sentiment time series

Other variables

Model specifications

Output

Forecasting

Precision

Attribution

Insights

Page 9: Sentiment Textual data - useR! 2019user2019.r-project.org/static/pres/lt255084.pdf · 2019-07-26 · Textual data Sentiment. The R package sentometrics to analyze textual sentiment

Corpus

Page 10: Sentiment Textual data - useR! 2019user2019.r-project.org/static/pres/lt255084.pdf · 2019-07-26 · Textual data Sentiment. The R package sentometrics to analyze textual sentiment

Valence shifters

Sentiment matrix

Lexicons

Page 11: Sentiment Textual data - useR! 2019user2019.r-project.org/static/pres/lt255084.pdf · 2019-07-26 · Textual data Sentiment. The R package sentometrics to analyze textual sentiment

Weightings

Frequency

Sentiment

time series

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Specifications

Target variable

Output

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Attribution

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Use the sentometrics R package!

To aggregate textual data into

sentiment variables…

… & insights

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Ardia, Bluteau, Borms and Boudt (2018). “The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment”. Available at: http://dx.doi.org/10.2139/ssrn.3067734.

Repository: https://github.com/sborms/sentometrics.

Project website: https://www.sentometrics.org.

Samuel [email protected]