In the last years, Deep Learning (DL) has revolutionised the potential of automatic systems that handle Natural Language Processing (NLP) tasks. We have witnessed a tremendous advance in the performance of these systems. Nowadays, we found embedded systems ubiquitously, determining the intent of the text we write, the sentiment of our tweets or our political views, for citing some examples.In this thesis, we proposed several NLP models for addressing tasks that deal with social media text. Concretely, this work is focused mainly on Sentiment Analysis and Personality Recognition tasks. Sentiment Analysis is one of the leading problems in NLP, consists of determining the polarity of a text, and it is a well-known task where the number of resources and models proposed is vast. In contrast, Personality Recognition is a breakthrough task that aims to determine the users' personality using their writing style, but it is more a niche task with fewer resources designed ad-hoc but with great potential.Despite the fact that the principal focus of this work was on the development of Deep Learning models, we have also proposed models based on linguistic resources and classical Machine Learning models. Moreover, in this more straightforward setup, we have explored the nuances of different language devices, such as the impact of emotions in the correct classification of the sentiment expressed in a text.Afterwards, DL models were developed, particularly Convolutional Neural Networks (CNNs), to address previously described tasks. In the case of Personality v • S'ha desenvolupat un marc teòric que permet interpretar xarxes neuronals convolucionals.