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Detecting context-based in-claim numerals in Financial Earnings Conference Calls

Most investors tend to make decisions after analysing financial documents of organizations available online. These documents include financial reports, conversations, brochures, etc. While reading these documents investors need to ensure that they rely only on facts and do not get swayed away by cla...

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Detalles Bibliográficos
Autores principales: Ghosh, Sohom, Naskar, Sudip Kumar
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Nature Singapore 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9107601/
https://www.ncbi.nlm.nih.gov/pubmed/35602417
http://dx.doi.org/10.1007/s41870-022-00952-7
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author Ghosh, Sohom
Naskar, Sudip Kumar
author_facet Ghosh, Sohom
Naskar, Sudip Kumar
author_sort Ghosh, Sohom
collection PubMed
description Most investors tend to make decisions after analysing financial documents of organizations available online. These documents include financial reports, conversations, brochures, etc. While reading these documents investors need to ensure that they rely only on facts and do not get swayed away by claims which representatives of organizations make. Thus, it is essential to have an automated system for detecting whether numerals present in financial texts are in-claim. In this paper, we discuss a system for evaluating whether numerals present in financial texts are in-claim or out-of-claim. It is trained on the English version of the FinNum-3 corpus using two variants of the FinBERT model and a BERT model augmented with handcrafted features. Our best model, an ensemble of these 3 models, produces a Macro-F1 score of 0.8671 on the validation set and outperforms the existing baselines.
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spelling pubmed-91076012022-05-16 Detecting context-based in-claim numerals in Financial Earnings Conference Calls Ghosh, Sohom Naskar, Sudip Kumar Int J Inf Technol Original Research Most investors tend to make decisions after analysing financial documents of organizations available online. These documents include financial reports, conversations, brochures, etc. While reading these documents investors need to ensure that they rely only on facts and do not get swayed away by claims which representatives of organizations make. Thus, it is essential to have an automated system for detecting whether numerals present in financial texts are in-claim. In this paper, we discuss a system for evaluating whether numerals present in financial texts are in-claim or out-of-claim. It is trained on the English version of the FinNum-3 corpus using two variants of the FinBERT model and a BERT model augmented with handcrafted features. Our best model, an ensemble of these 3 models, produces a Macro-F1 score of 0.8671 on the validation set and outperforms the existing baselines. Springer Nature Singapore 2022-05-15 2022 /pmc/articles/PMC9107601/ /pubmed/35602417 http://dx.doi.org/10.1007/s41870-022-00952-7 Text en © The Author(s), under exclusive licence to Bharati Vidyapeeth's Institute of Computer Applications and Management 2022 This article is made available via the PMC Open Access Subset for unrestricted research re-use and secondary analysis in any form or by any means with acknowledgement of the original source. These permissions are granted for the duration of the World Health Organization (WHO) declaration of COVID-19 as a global pandemic.
spellingShingle Original Research
Ghosh, Sohom
Naskar, Sudip Kumar
Detecting context-based in-claim numerals in Financial Earnings Conference Calls
title Detecting context-based in-claim numerals in Financial Earnings Conference Calls
title_full Detecting context-based in-claim numerals in Financial Earnings Conference Calls
title_fullStr Detecting context-based in-claim numerals in Financial Earnings Conference Calls
title_full_unstemmed Detecting context-based in-claim numerals in Financial Earnings Conference Calls
title_short Detecting context-based in-claim numerals in Financial Earnings Conference Calls
title_sort detecting context-based in-claim numerals in financial earnings conference calls
topic Original Research
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9107601/
https://www.ncbi.nlm.nih.gov/pubmed/35602417
http://dx.doi.org/10.1007/s41870-022-00952-7
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