ahmedrachid/FinancialBERT-Sentiment-Analysis

FinancialBERT for Sentiment Analysis

FinancialBERT is a BERT model pre-trained on a large corpora of financial texts. The purpose is to enhance financial NLP research and practice in financial domain, hoping that financial practitioners and researchers can benefit from this model without the necessity of the significant computational resources required to train the model.

The model was fine-tuned for Sentiment Analysis task on Financial PhraseBank dataset. Experiments show that this model outperforms the general BERT and other financial domain-specific models.

More details on FinancialBERT's pre-training process can be found at: https://www.researchgate.net/publication/358284785_FinancialBERT_-_A_Pretrained_Language_Model_for_Financial_Text_Mining

Training data

FinancialBERT model was fine-tuned on Financial PhraseBank, a dataset consisting of 4840 Financial News categorised by sentiment (negative, neutral, positive).

Fine-tuning hyper-parameters

• learning_rate = 2e-5
• batch_size = 32
• max_seq_length = 512
• num_train_epochs = 5

Evaluation metrics

The evaluation metrics used are: Precision, Recall and F1-score. The following is the classification report on the test set.

sentiment	precision	recall	f1-score	support
negative	0.96	0.97	0.97	58
neutral	0.98	0.99	0.98	279
positive	0.98	0.97	0.97	148
macro avg	0.97	0.98	0.98	485
weighted avg	0.98	0.98	0.98	485

How to use

The model can be used thanks to Transformers pipeline for sentiment analysis.

from transformers import BertTokenizer, BertForSequenceClassification
from transformers import pipeline

model = BertForSequenceClassification.from_pretrained("ahmedrachid/FinancialBERT-Sentiment-Analysis",num_labels=3)
tokenizer = BertTokenizer.from_pretrained("ahmedrachid/FinancialBERT-Sentiment-Analysis")

nlp = pipeline("sentiment-analysis", model=model, tokenizer=tokenizer)

sentences = ["Operating profit rose to EUR 13.1 mn from EUR 8.7 mn in the corresponding period in 2007 representing 7.7 % of net sales.",  
             "Bids or offers include at least 1,000 shares and the value of the shares must correspond to at least EUR 4,000.", 
             "Raute reported a loss per share of EUR 0.86 for the first half of 2009 , against EPS of EUR 0.74 in the corresponding period of 2008.", 
             ]
results = nlp(sentences)
print(results)

[{'label': 'positive', 'score': 0.9998133778572083},
 {'label': 'neutral', 'score': 0.9997822642326355},
 {'label': 'negative', 'score': 0.9877365231513977}]

Created by Ahmed Rachid Hazourli