How to predict the sentiment of the entities form the tweet?
If you have a fixed number of entities and a labelled dataset, then you can build a CNN multilabel classification model. The final layer of model has Nx3 binary outputs, where N is the number of entities. Each entity has 3 outputs, representing positive, negative and a NA sentiment. The NA is important, an entity may not be represented in a tweet.
The CNN is recommended over a standard dense network so that the model can take advantage of signal words in the neighborhood of entities to estimate the sentiment.