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The paper describes the work that the team submitted to FinCausal 2020 Shared Task. This work is associated with the first sub-task of identifying causality in sentences. The various models used in the experiments tried to obtain a latent…

Computation and Language · Computer Science 2020-11-17 Arka Mitra , Harshvardhan Srivastava , Yugam Tiwari

We present KPI-BERT, a system which employs novel methods of named entity recognition (NER) and relation extraction (RE) to extract and link key performance indicators (KPIs), e.g. "revenue" or "interest expenses", of companies from…

Computation and Language · Computer Science 2022-08-04 Lars Hillebrand , Tobias Deußer , Tim Dilmaghani , Bernd Kliem , Rüdiger Loitz , Christian Bauckhage , Rafet Sifa

This paper presents an augmented deep factor model that generates latent factors for cross-sectional asset pricing. The conventional security sorting on firm characteristics for constructing long-short factor portfolio weights is nonlinear…

Methodology · Statistics 2024-12-11 Guanhao Feng , Jingyu He , Nicholas G. Polson , Jianeng Xu

Image classification is an essential part of computer vision which assigns a given input image to a specific category based on the similarity evaluation within given criteria. While promising classifiers can be obtained through deep…

Computer Vision and Pattern Recognition · Computer Science 2024-07-09 Emma Andrews , Prabhat Mishra

Deep Reinforcement Learning (DRL) has achieved remarkable success in sequential decision-making tasks across diverse domains, yet its reliance on black-box neural architectures hinders interpretability, trust, and deployment in high-stakes…

Machine Learning · Computer Science 2025-02-12 Zelei Cheng , Jiahao Yu , Xinyu Xing

Organizations around the world face an array of risks impacting their operations globally. It is imperative to have a robust risk identification process to detect and evaluate the impact of potential risks before they materialize. Given the…

Artificial Intelligence · Computer Science 2021-09-21 Mahmoud Mahfouz , Armineh Nourbakhsh , Sameena Shah

Financial disclosures such as 10-K filings present challenging retrieval problems due to their length, regulatory section hierarchy, and domain-specific language, which standard retrieval-augmented generation (RAG) models underuse. We…

Computational Engineering, Finance, and Science · Computer Science 2025-09-16 Ying Li , Mengyu Wang , Miguel de Carvalho , Sotirios Sabanis , Tiejun Ma

With the development of the financial industry, credit default prediction, as an important task in financial risk management, has received increasing attention. Traditional credit default prediction methods mostly rely on machine learning…

Risk Management · Quantitative Finance 2024-12-25 Yuhan Wang , Zhen Xu , Yue Yao , Jinsong Liu , Jiating Lin

Earnings calls influence stock prices and are traditionally analyzed using sentiment and linguistic traces. Our research introduces a "Topic-Switching Index," a novel metric quantified through the transformer model FinBERT, to measure…

Computational Engineering, Finance, and Science · Computer Science 2023-09-12 Xuan Zhou , Yushen Huang

In recent years, there has been a significant surge in malware attacks, necessitating more advanced preventive measures and remedial strategies. While several successful AI-based malware classification approaches exist categorized into…

Cryptography and Security · Computer Science 2024-04-22 Quincy Card , Daniel Simpson , Kshitiz Aryal , Maanak Gupta , Sheikh Rabiul Islam

Fake news detection has become a major task to solve as there has been an increasing number of fake news on the internet in recent years. Although many classification models have been proposed based on statistical learning methods showing…

Computation and Language · Computer Science 2022-07-26 Daesoo Lee

The explainability of black-box machine learning algorithms, commonly known as Explainable Artificial Intelligence (XAI), has become crucial for financial and other regulated industrial applications due to regulatory requirements and the…

Machine Learning · Computer Science 2024-08-14 Gregory Yampolsky , Dhruv Desai , Mingshu Li , Stefano Pasquali , Dhagash Mehta

Student opinions for a course are important to educators and administrators, regardless of the type of the course or the institution. Reading and manually analyzing open-ended feedback becomes infeasible for massive volumes of comments at…

Computation and Language · Computer Science 2023-10-30 Anna Koufakou

Deploying deep neural networks for risk-sensitive tasks necessitates an uncertainty estimation mechanism. This paper introduces hierarchical selective classification, extending selective classification to a hierarchical setting. Our…

Machine Learning · Computer Science 2025-01-07 Shani Goren , Ido Galil , Ran El-Yaniv

In the realm of human activity recognition (HAR), the integration of explainable Artificial Intelligence (XAI) emerges as a critical necessity to elucidate the decision-making processes of complex models, fostering transparency and trust.…

Artificial Intelligence · Computer Science 2024-08-22 Yiran Huang , Yexu Zhou , Haibin Zhao , Till Riedel , Michael Beigl

The field of explainable Automatic Fact-Checking (AFC) aims to enhance the transparency and trustworthiness of automated fact-verification systems by providing clear and comprehensible explanations. However, the effectiveness of these…

Artificial Intelligence · Computer Science 2025-04-08 Islam Eldifrawi , Shengrui Wang , Amine Trabelsi

The rise of manipulating fake news as a political weapon has become a global concern and highlighted the incapability of manually fact checking against rapidly produced fake news. Thus, statistical approaches are required if we are to…

Computation and Language · Computer Science 2021-07-15 Guojun Wu

Process Reward Models (PRMs) supervise intermediate reasoning steps in large language models (LLMs), but existing PRMs are mainly trained on general-domain data and struggle with the structured, symbolic, and fact-sensitive nature of…

Computation and Language · Computer Science 2026-05-05 Jie Zhu , Yuanchen Zhou , Shuo Jiang , Junhui Li , Lifan Guo , Feng Chen , Chi Zhang

Transformer models achieve state-of-the-art performance across domains and tasks, yet their deeply layered representations make their predictions difficult to interpret. Existing explainability methods rely on final-layer attributions,…

Computation and Language · Computer Science 2026-05-21 Melkamu Abay Mersha , Jugal Kalita

Artificial Intelligence (AI) has created the single biggest technology revolution the world has ever seen. For the finance sector, it provides great opportunities to enhance customer experience, democratize financial services, ensure…

Risk Management · Quantitative Finance 2021-03-02 Branka Hadji Misheva , Joerg Osterrieder , Ali Hirsa , Onkar Kulkarni , Stephen Fung Lin