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arXiv 2202.00631q-fin.GNcs.CL
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FiNCAT:财务数字索赔分析工具

FiNCAT: Financial Numeral Claim Analysis Tool

Fidelity Investments(富达投资);Jadavpur University(贾达普大学)

Sohom Ghosh, Sudip Kumar Naskar

摘要:

在通过阅读财务文件做出投资决策时,投资者需要区分索赔中的数字和索赔中的数字。在本文中,我们提出了一个工具,它可以自动完成。它使用一个基于Transformer的预训练语言模型(称为BERT)提取数字的上下文嵌入。在此之后,它使用基于Logistic回归的模型来检测数字是在索赔中还是在索赔外。我们使用Finland-3(英文)数据集来训练我们的模型。在进行严格的实验后,我们在验证集上获得了0.8223的Macro F1得分。我们已经开源了这个工具,可以从https://github.com/sohomghosh/FiNCAT_Financial_Numeral_Claim_Analysis_Tool访问它

英文摘要:

While making investment decisions by reading financial documents, investors need to differentiate between in-claim and outof-claim numerals. In this paper, we present a tool which does it automatically. It extracts context embeddings of the numerals using one of the transformer based pre-trained language model called BERT. After this, it uses a Logistic Regression based model to detect whether the numerals is in-claim or out-of-claim. We use FinNum-3 (English) dataset to train our model. After conducting rigorous experiments we achieve a Macro F1 score of 0.8223 on the validation set. We have open-sourced this tool and it can be accessed from https://github.com/sohomghosh/FiNCAT_Financial_Numeral_Claim_Analysis_Tool

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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