We introduce KPI-EDGAR, a novel dataset for Joint Named Entity Recognition and Relation Extraction building on financial reports uploaded to the Electronic Data Gathering, Analysis, and Retrieval (EDGAR) system, where the main objective is to extract Key Performance Indicators (KPIs) from financial documents and link them to their numerical values and other attributes. We further provide four accompanying baselines for benchmarking potential future research. Additionally, we propose a new way of measuring the success of said extraction process by incorporating a word-level weighting scheme into the conventional F1 score to better model the inherently fuzzy borders of the entity pairs of a relation in this domain.
@article{arxiv.2210.09163,
title = {KPI-EDGAR: A Novel Dataset and Accompanying Metric for Relation Extraction from Financial Documents},
author = {Tobias Deußer and Syed Musharraf Ali and Lars Hillebrand and Desiana Nurchalifah and Basil Jacob and Christian Bauckhage and Rafet Sifa},
journal= {arXiv preprint arXiv:2210.09163},
year = {2023}
}