Proceedings of the Fourth Workshop on Financial Technology and Natural Language Processing (FinNLP)最新文献

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DCU-ML at the FinNLP-2022 ERAI Task: Investigating the Transferability of Sentiment Analysis Data for Evaluating Rationales of Investors DCU-ML在FinNLP-2022 ERAI任务:调查情绪分析数据的可转移性,以评估投资者的基本原理
Chenyang Lyu, Tianbo Ji, Liting Zhou
{"title":"DCU-ML at the FinNLP-2022 ERAI Task: Investigating the Transferability of Sentiment Analysis Data for Evaluating Rationales of Investors","authors":"Chenyang Lyu, Tianbo Ji, Liting Zhou","doi":"10.18653/v1/2022.finnlp-1.14","DOIUrl":"https://doi.org/10.18653/v1/2022.finnlp-1.14","url":null,"abstract":"In this paper, we describe our system for the FinNLP-2022 shared task: Evaluating the Rationales of Amateur Investors (ERAI). The ERAI shared tasks focuses on mining profitable information from financial texts by predicting the possible Maximal Potential Profit (MPP) and Maximal Loss (ML) based on the posts from amateur investors. There are two sub-tasks in ERAI: Pairwise Comparison and Unsupervised Rank, both target on the prediction of MPP and ML. To tackle the two tasks, we frame this task as a text-pair classification task where the input consists of two documents and the output is the label of whether the first document will lead to higher MPP or lower ML. Specifically, we propose to take advantage of the transferability of Sentiment Analysis data with an assumption that a more positive text will lead to higher MPP or higher ML to facilitate the prediction of MPP and ML. In experiment on the ERAI blind test set, our systems trained on Sentiment Analysis data and ERAI training data ranked 1st and 8th in ML and MPP pairwise comparison respectively. Code available in this link.","PeriodicalId":331851,"journal":{"name":"Proceedings of the Fourth Workshop on Financial Technology and Natural Language Processing (FinNLP)","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134337730","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Ranking Environment, Social And Governance Related Concepts And Assessing Sustainability Aspect of Financial Texts 对环境、社会和治理相关概念进行排名,并评估金融文本的可持续性方面
Sohom Ghosh, S. Naskar
{"title":"Ranking Environment, Social And Governance Related Concepts And Assessing Sustainability Aspect of Financial Texts","authors":"Sohom Ghosh, S. Naskar","doi":"10.18653/v1/2022.finnlp-1.33","DOIUrl":"https://doi.org/10.18653/v1/2022.finnlp-1.33","url":null,"abstract":"Understanding Environmental, Social, and Governance (ESG) factors related to financial products has become extremely important for investors. However, manually screening through the corporate policies and reports to understand their sustainability aspect is extremely tedious. In this paper, we propose solutions to two such problems which were released as shared tasks of the FinNLP workshop of the IJCAI-2022 conference. Firstly, we train a Sentence Transformers based model which automatically ranks ESG related concepts for a given unknown term. Secondly, we fine-tune a RoBERTa model to classify financial texts as sustainable or not. Out of 26 registered teams, our team ranked 4th in sub-task 1 and 3rd in sub-task 2. The source code can be accessed from https://github.com/sohomghosh/Finsim4_ESG","PeriodicalId":331851,"journal":{"name":"Proceedings of the Fourth Workshop on Financial Technology and Natural Language Processing (FinNLP)","volume":"309 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115668310","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
A Taxonomical NLP Blueprint to Support Financial Decision Making through Information-Centred Interactions 通过以信息为中心的交互支持财务决策的分类NLP蓝图
Siavash Kazemian, Cosmin Munteanu, Gerald Penn
{"title":"A Taxonomical NLP Blueprint to Support Financial Decision Making through Information-Centred Interactions","authors":"Siavash Kazemian, Cosmin Munteanu, Gerald Penn","doi":"10.18653/v1/2022.finnlp-1.10","DOIUrl":"https://doi.org/10.18653/v1/2022.finnlp-1.10","url":null,"abstract":"Investment management professionals (IMPs) often make decisions after manual analysis of text transcripts of central banks’ conferences or companies’ earning calls. Their current software tools, while interactive, largely leave users unassisted in using these transcripts. A key component to designing speech and NLP techniques for this community is to qualitatively characterize their perceptions of AI as well as their legitimate needs so as to (1) better apply existing NLP methods, (2) direct future research and (3) correct IMPs’ perceptions of what AI is capable of. This paper presents such a study, through a contextual inquiry with eleven IMPs, uncovering their information practices when using such transcripts. We then propose a taxonomy of user requirements and usability criteria to support IMP decision making, and validate the taxonomy through participatory design workshops with four IMPs. Our investigation suggests that: (1) IMPs view visualization methods and natural language processing algorithms primarily as time-saving tools that are incapable of enhancing either discovery or interpretation and (2) their existing software falls well short of the state of the art in both visualization and NLP.","PeriodicalId":331851,"journal":{"name":"Proceedings of the Fourth Workshop on Financial Technology and Natural Language Processing (FinNLP)","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123513717","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
It’s Time to Reason: Annotating Argumentation Structures in Financial Earnings Calls: The FinArg Dataset 是时候推理了:在财务财报电话会议中注释论证结构:FinArg数据集
Alaa Alhamzeh, Romain Fonck, Erwan Versmée, Elöd Egyed-Zsigmond, H. Kosch, L. Brunie
{"title":"It’s Time to Reason: Annotating Argumentation Structures in Financial Earnings Calls: The FinArg Dataset","authors":"Alaa Alhamzeh, Romain Fonck, Erwan Versmée, Elöd Egyed-Zsigmond, H. Kosch, L. Brunie","doi":"10.18653/v1/2022.finnlp-1.22","DOIUrl":"https://doi.org/10.18653/v1/2022.finnlp-1.22","url":null,"abstract":"With the goal of reasoning on the financial textual data, we present in this paper, a novel approach for annotating arguments, their components and relations in the transcripts of earnings conference calls (ECCs). The proposed scheme is driven from the argumentation theory at the micro-structure level of discourse. We further conduct a manual annotation study with four annotators on 136 documents. We obtained inter-annotator agreement of lpha_{U} = 0.70 for argument components and lpha = 0.81 for argument relations. The final created corpus, with the size of 804 documents, as well as the annotation guidelines are publicly available for researchers in the domains of computational argumentation, finance and FinNLP.","PeriodicalId":331851,"journal":{"name":"Proceedings of the Fourth Workshop on Financial Technology and Natural Language Processing (FinNLP)","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125568081","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Automatic Term and Sentence Classification Via Augmented Term and Pre-trained language model in ESG Taxonomy texts 基于扩充词和预训练语言模型的ESG分类文本术语和句子自动分类
Ke Tian, Zepeng Zhang, Hua Chen
{"title":"Automatic Term and Sentence Classification Via Augmented Term and Pre-trained language model in ESG Taxonomy texts","authors":"Ke Tian, Zepeng Zhang, Hua Chen","doi":"10.18653/v1/2022.finnlp-1.30","DOIUrl":"https://doi.org/10.18653/v1/2022.finnlp-1.30","url":null,"abstract":"In this paper, we present our solutions to the FinSim4 Shared Task which is co-located with the FinNLP workshop at IJCAI-2022. This new edition of FinSim4-ESG is extended to the “Environment, Social and Governance (ESG)” related issues in the financial domain. There are two sub-tasks in the FinSim4 shared task. The goal of sub-task1 is to develop a model to predict correctly a list of given terms from ESG taxonomy domain into the most relevant concepts. The aim of subtask2 is to design a system that can automatically classify the ESG Taxonomy text sentence into sustainable or unsustainable class. We have developed different classifiers to automatically classify the terms and sentences with augmented term and pre-trained language models: tf-idf vector, word2vec, Bert, Distill-Bert, Albert, Roberta. The result dashboard shows that our proposed methods yield a significant performance improvement compared to the baseline which ranked 1st in the subtask2 and 2rd of mean rank in the subtask1.","PeriodicalId":331851,"journal":{"name":"Proceedings of the Fourth Workshop on Financial Technology and Natural Language Processing (FinNLP)","volume":"223 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"113980720","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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