相关论文: Bank distress in the news: Describing events throu…

News is a pertinent source of information on financial risks and stress factors, which nevertheless is challenging to harness due to the sparse and unstructured nature of natural text. We propose an approach based on distributional…

In this paper we focus our attention on the exploitation of the information contained in financial news to enhance the performance of a classifier of bank distress. Such information should be analyzed and inserted into the predictive model…

Corporate distress models typically only employ the numerical financial variables in the firms' annual reports. We develop a model that employs the unstructured textual data in the reports as well, namely the auditors' reports and…

The explosion in the sheer magnitude and complexity of financial news data in recent years makes it increasingly challenging for investment analysts to extract valuable insights and perform analysis. We propose FactCheck in finance, a…

Disaster analysis in social media content is one of the interesting research domains having abundance of data. However, there is a lack of labeled data that can be used to train machine learning models for disaster analysis applications.…

A public firm's bankruptcy prediction is an important financial research problem because of the security price downside risks. Traditional methods rely on accounting metrics that suffer from shortcomings like window dressing and…

Identifying risks associated with a company is important to investors and the well-being of the overall financial market. In this study, we build a computational framework to automatically extract company risk factors from news articles.…

In the wake of the ongoing global financial crisis, interdependencies among banks have come into focus in trying to assess systemic risk. To date, such analysis has largely been based on numerical data. By contrast, this study attempts to…

Finance-related news such as Bloomberg News, CNN Business and Forbes are valuable sources of real data for market screening systems. In news, an expert shares opinions beyond plain technical analyses that include context such as political,…

Deep learning provides powerful methods to impute structured information from large-scale, unstructured text and image datasets. For example, economists might wish to detect the presence of economic activity in satellite images, or to…

Detecting important events in high volume news streams is an important task for a variety of purposes.The volume and rate of online news increases the need for automated event detection methods thatcan operate in real time. In this paper we…

We address the problem of extracting structured representations of economic events from a large corpus of news articles, using a combination of natural language processing and machine learning techniques. The developed techniques allow for…

In this paper, we introduce an event-driven trading strategy that predicts stock movements by detecting corporate events from news articles. Unlike existing models that utilize textual features (e.g., bag-of-words) and sentiments to…

Extraction of financial and economic events from text has previously been done mostly using rule-based methods, with more recent works employing machine learning techniques. This work is in line with this latter approach, leveraging…

Researchers and financial professionals require robust computerized tools that allow users to rapidly operationalize and assess the semantic textual content in financial news. However, existing methods commonly work at the document-level…

In the aftermath of the financial crisis, supervisory authorities have considerably altered the mode of operation of financial stress testing. Despite these efforts, significant concerns and extensive criticism have been raised by market…

It is reported that financial news, especially financial events expressed in news, provide information to investors' long/short decisions and influence the movements of stock markets. Motivated by this, we leverage financial event streams…

Financial news items are unstructured sources of information that can be mined to extract knowledge for market screening applications. Manual extraction of relevant information from the continuous stream of finance-related news is…

We explore the use of deep learning hierarchical models for problems in financial prediction and classification. Financial prediction problems -- such as those presented in designing and pricing securities, constructing portfolios, and risk…

Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…