Next, we describe how we created a large gold standard to properly compare all the considered sentiment analysis methods.
The negative pick matrix, which models the reversal effect of sentiment-induced mispricing, exhibits the best performance of all considered sentiment strategies (i.e., versions of the pick matrix).
Carefully written, the apology -- boldly, considering the sentiment today -- does not apologize for being anti-war.
In my current career, I often find myself considering a sentiment expressed by the famous Arab poet Khalil Gibran, "You give but little when you give of your possessions.
Yet, what we observed from our analysis is that when an individual shares news articles that conflict with his own political view, it is about his friends' interests rather than his own, and this stays valid even thought we do not consider the sentiment of tweets.
This feature set also considers the sentiment with which review was written, categorizing the sentiment in positive and negative classes.
It is very important to compare the sentiment strategy against the initial market strategy so as to assess whether sentiment information improves on the results of a strategy that does not consider the sentiment effect.
Also, it would be interesting to consider other sentiment analysis methods than SentiWordNet [63], or extend machine learning approach to sentiment analysis (e.g. [28, 44]).
To obtain a discrete variable, we used a logistic regression model and considered a sentiment of 1 if it was greater than the median (more positive comments) and a sentiment of 0 if the sentiment was less than the median (namely there were more positive comments).
Consider the sentiment measure kept by Investors Intelligence, an advisory newsletter edited by Michael Burke.
