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Chapter 10

Text Feature Engineering

Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.

20 referenced in this chapter 32 further reading

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FinBERT: Financial Sentiment Analysis with Pre-trained Language Models
Dogu Araci (2019)
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
Paul C. Tetlock (2005)
Sentence-BERT: Sentence Embeddings using Siamese BERT-Networks
Nils Reimers and Iryna Gurevych (2019)
LSTM can solve hard long time lag problems
Sepp Hochreiter and Jürgen Schmidhuber (1996)
The Probabilistic Relevance Framework: BM25 and Beyond
Stephen Robertson and Hugo Zaragoza (2009)
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