Awesome
Tracking Progress in FinNLP
News
Updates for ACL 2022:
- FiNER: Financial Numeric Entity Recognition for XBRL Tagging
- Guided Attention Multimodal Multitask Financial Forecasting with Inter-Company Relationships and Global and Local News
- Incorporating Stock Market Signals for Twitter Stance Detection
- Buy Tesla, Sell Ford: Assessing Implicit Stock Market Preference in Pre-trained Language Models
FinNLP@EMNLP2021:
FinNLP@ACL2021:
- Exploring the Efficacy of Automatically Generated Counterfactuals for Sentiment Analysis
- Multimodal Multi-Speaker Merger & Acquisition Financial Modeling: A New Task, Dataset, and Neural Baselines
- TAT-QA: A Question Answering Benchmark on a Hybrid of Tabular and Textual Content in Finance
FinNLP@AAAI2021:
- Coupling Macro-Sector-Micro Financial Indicators for Learning Stock Representations with Less Uncertainty
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks
- Stock Selection via Spatiotemporal Hypergraph Attention Network: A Learning to Rank Approach
- DeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding
- Deep Portfolio Optimization via Distributional Prediction of Residual Factors
- Commission Fee Is Not Enough: A Hierarchical Reinforced Framework for Portfolio Management
Table of contents
- Financial Index Forecasting
- Financial Event Prediction
- Financial Risk Analysis
- Financial Text Mining
- Fraud Detection
- Blockchain
Open-source Datasets
- Multi-modal Earnings Conference Call Datasets
- Pre-trained Word Embedding on Financial Communication Text
- Reuters TRC2 dataset
- Financial Phrase Bank
Open-source Datasets (In Chinese)
| 数据名称 | 数据字段 | 样本量 | 总量 | 下载链接 |
|---|---|---|---|---|
| 企业工商信息 | 名称,公司名称,公司介绍,工商,地址,工商注册id,成立时间,法人代表,注册资金,统一信用代码,网址 | 1万 | 50万 - (上市及中小型企业) | 下载 |
| 金融讯息新闻 | title-新闻标题,content-新闻内容,pub_ts-发稿日期 | 2万 | 210万 | 下载 |
| 专栏资讯 | title-新闻标题,content-新闻内容,pub_ts-发稿日期 | 1万 | 58万 | 下载 |
| 投资机构信息 | 机构名称,介绍,行业,规模,轮次 | 1K | 3万 | 下载 |
| 投资事件 | 事件资讯,投资方,融资方,融资事件,轮次,金额 | 2K | 7万 | 下载 |
| 36氪新闻 | title-新闻标题,content-新闻内容,url-网址 | 1万 | 11万 | 下载 |
Research Topics
Financial Index Forecasting (Financial News/Social Media/Professional Documents/Earning Conference Call/10K-10Q Report)
Tasks:
- Classification (Binary/Triple Classification)
- Regression (MSE): Volatility Prediction; Return Prediction
Financial Documents Analysis (Professional Documents)
Tasks: Correlation (ACL-19: Financial Analysts Rating-Earning Conference Call)
Investor Sentiment Analysis (Social Media/Financial News)
Tasks: Sentiment Analysis (Binary Classification / Five-class Classification)
Financial Event Prediction (Bankrupt/IPO/M&A)
Tasks: Classification (Event Prediction) Sentiment Analysis (Market Sentiment Prediction)