  This paper describes our participation in Task 5 track 2 of SemEval 2017 to
predict the sentiment of financial news headlines for a specific company on a
continuous scale between -1 and 1. We tackled the problem using a number of
approaches, utilising a Support Vector Regression (SVR) and a Bidirectional
Long Short-Term Memory (BLSTM). We found an improvement of 4-6% using the LSTM
model over the SVR and came fourth in the track. We report a number of
different evaluations using a finance specific word embedding model and reflect
on the effects of using different evaluation metrics.
