Total sentences:The total number of sentences in the news item. Can be used in
conjunction with First Mention to determine the relative position of the first mention
of the asset in the item.
Number of companies:The number of companies in the news item. The CO _IDS field
contains a list of company RICs for scoring and is assigned by the feed handler. It is
useful to determine if this asset is one of many discussed in the news item (e.g., a round-up
article).
Sentiment classification:This field indicates the predominant sentiment class for a news
item with respect to this asset. The indicated class is the one with the highest probability.
Values are 1¼positive; 0¼neutral; 1 ¼negative. Scores are assigned to specific entities
(or commodity topics) within the news item.
POS:Positive Sentiment Probability: The probability that the sentiment of the news
item was positive for the asset. Range 0–1.0. The three probabilities (POS, NEU, NEG)
sum to 1.0. Probability scores are assigned to specific entities (or commodity topics)
within the news item.
NEU:Neutral Sentiment Probability: The probability that the sentiment of the news
item was neutral for the asset. Range 0–1.0. The three probabilities (POS, NEU, NEG)
sum to 1.0. Probability scores are assigned to specific entities (or commodity topics)
within the news item.
NEG:Negative Sentiment Probability: The probability that the sentiment of the news
item was negative for the asset. Range 0–1.0. The three probabilities (POS, NEU, NEG)
sum to 1.0. Probability scores are assigned to specific entities (or commodity topics)
within the news item.
Novelty fields (30 in total):Thomson Reuters News Analytics calculates the novelty of
the content within a news item by comparing it with a cache of previous news items that
contain the current asset. The comparison between items is done using a linguistic
fingerprint, and if the news items are similar for that given asset, they are termed as
being ‘‘linked’’. There are five history periods that are used in the comparison, by default
they are 12 hours, 24 hours, 3 days, 5 days, and 7 days prior to the news item’s
Timestamp. Customers with deployed solutions can set their own historical look-back
period lengths.
Two sets of scores are given:
.Within feed novelty News items are only compared with previous items from the
same feed.
.Across feed novelty News items are compared across all feeds attached to the
system.
Each set of scores contain the following fields:
LNKD _CNTn:The count of linked articles in a particular time period gives a
measure of the novelty of the news being reported—the higher the linked count value,
the less novel the story is for the given asset. If the count is zero, then the current item
can be considered novel as there are no similar items reporting the story within the
history period.Applications of news analytics in finance: A review 27