Spain

In this poster, we describe the results of team LIORI at the FinCausal 2020 Shared task held as a part of the 1st Joint Workshop on Financial Narrative Processing and MultiLingual Financial Summarisation.

COLING 2020

LIORI at FinCausal 2020, Tasks 1 &amp; 2

relation extraction

sequence labeling

multi-task learning

stages 

COLING, the International Conference on Computational Linguistics, is one of the premier conferences for natural language processing and computational linguistics. Often grouped within the field of artificial intelligence, but actually pre-dating the development of artificial intelligence, advances in computational linguistics and natural language processing are now some of the major drivers behind the use of artificial intelligence for commercial and social applications – for example, on-line search, machine translation and with voice-assisted conversational devices.

First established in 1965, the biennial COLING conference is held in diverse parts of the globe and attracts participants from both top-ranked research centers and emerging countries. Today, the most important developments in our field are taking place not only in universities and academic research institutes, but also in industrial research departments and in technological startups. COLING conferences provide opportunities for all these communities to showcase their exciting developments.

COLING, the International Conference on Computational Linguistics, is one of the premier conferences for natural language processing and computational linguistics. Often grouped within the field of artificial intelligence, but actually pre-dating the development of artificial intelligence, advances in computational linguistics and natural language processing are now some of the major drivers behind the use of artificial intelligence for commercial and social applications – for example, on-line search, machine translation and with voice-assisted conversational devices.

LIORI at FinCausal 2020, Tasks 1 & 2

poster

This paper describes the approach we built for the Financial Document Causality Detection Shared Task (FinCausal-2020) Task 2: Cause and Effect Detection. Our approach is based on a multi-class classifier using BiLSTM with Graph Convolutional Neural Network (GCN) trained by minimizing the binary cross entropy loss. In our approach, we have not used any extra data source apart from combining the trial and practice dataset. We achieve weighted F1 score to 75.61 percent and are ranked at 7-th place.

Financial Document Causality Detection

The rapid growth of textual data published everyday on the web has prompted the need for automatic text summarization methodologies. In the financial domain, quoted companies are required to periodically publish a report in textual form.
Depending on the reader, those reports may contain redundant or irrelevant information. The proposed task aims at highlighting business-relevant information while analyzing the annual reports.
The proposed methodology exploit the advancements in the Natural Language Understanding field to create a fine-tuned architecture able to specialize the general knowledge towards the financial domain.

End-to-end Training For Financial Report Summarization

With the constantly growing amount of information, the need arises to automatically summarize this written information. One of the challenges in the summary is that it’s difficult to generalize. For example, summarizing a news article is very different from summarizing a financial earnings report. This paper reports an approach for summarizing financial texts, which are different from the documents from other domains at least in three parameters: length, structure, and format. Our
approach considers these parameters, it is adapted to hierarchical structure of sections, document length, and special “language”. The approach builds an hierarchical summary, visualized as a tree with summaries under different discourse topics. The approach was evaluated using extrinsic and intrinsic automated evaluations, which are reported in this paper. As all participants of the Financial Narrative Summarisation (FNS 2020) shared task, we used FNS2020 dataset for
evaluations.

SCE-SUMMARY at the FNS 2020 shared task

In our research work, we represent the content of the sentence in graphical form after extracting triples from the sentences. This poster gives an overview of novel methods to generate an extractive summary by scoring the triples. It also discusses the methods to generate extractive summary after performing binary classification using ML-based and DNN based approaches by utilizing features extracted from the triples. The poster concludes by highlighting the finding of our experiments.

Knowledge Graph and Deep Neural Network for Extractive Text Summarization by Utilizing Triples

We describe the work carried out by AMEX AI-LABS on an extractive summarization benchmark task focused on Financial Narratives Summarization (FNS). This task focuses on summarizing annual financial reports which pose two main challenges as compared to typical news document summarization tasks : i) annual reports are lengthier (average length about 80 pages) as compared to typical news documents, and ii) annual reports are more loosely structured e.g. comprising of tables, charts, textual data and images, which makes it challenging to effectively summarize. 

To address this summarization task we investigate a range of unsupervised, supervised and ensemble based techniques. We find that ensemble based techniques perform relatively better as compared to using only the unsupervised and supervised based techniques. Our ensemble based model achieved the highest rank of 9 out of 31 systems submitted for the benchmark task based on Rouge-L evaluation metric.

AMEX AI-Labs: An Investigative Study on Extractive Summarization of Financial Documents

FinCausal-2020 is the shared task which focuses on the causality detection of factual data for financial analysis. The financial data facts don’t provide much explanation on the variability of these data. This paper aims to propose an efficient method to classify the data into one which is having any financial cause or not. Many models were used to classify the data, out of which SVM model gave an F-Score of 0.9435, BERT with specific fine-tuning achieved best results with F-Score of 0.9677.

NITK NLP at FinCausal2020 Task 1 using BERT and Linear models

The FinCausal 2020 shared task aims to detect causality on financial news and identify those parts of the causal sentences related to the underlying cause and effect. We apply ensemble-based and sequence tagging methods for identifying causality, and extracting causal subsequences. Our models yield promising results on both sub-tasks, with the prospect of further improvement given more time and computing resources. With respect to task 1, we achieved an F1 score of 0.9429
on the evaluation data, and a corresponding ranking of 12/14. For task 2, we were ranked 6/10, with an F1 score of 0.76 and an ExactMatch score of 0.1912.

Using Ensemble Methods and Sequence Tagging to
Detect Causality in Financial Documents

In order to provide an explanation of machine learning models, causality detection attracts lots of attention in the artificial intelligence research community. In this paper, we explore the cause-effect detection in financial news and propose an approach, which combines the BIO scheme with the Viterbi decoder for addressing this challenge. Our approach is ranked the first in the official run of cause-effect detection (Task 2) of the FinCausal-2020 shared task. We not only report the implementation details and ablation analysis in this paper but also publish our code
for academic usage.

Improving Causality Detection Using Viterbi Decoder

This poster describes our system developed for the sub-task 1 of the FinCausal shared task in the FNP-FNS workshop held in conjunction with COLING-2020. The system classifies whether a financial news text segment contains causality or not. To address this task, we fine-tune and ensemble the generic and domain-specific BERT language models pre-trained on financial text corpora. The task data is highly imbalanced with the majority \textit{non-causal} class; therefore, we train the models using strategies such as under-sampling, cost-sensitive learning, and data augmentation. Our best system achieves a weighted F1-score of $96.98$ securing $4^{th}$ position on the evaluation leaderboard. The code is available at \url{https://github.com/sarthakTUM/fincausal}

Mixture of BERTs for Causal Sentence Identification in Financial Texts

This paper introduces our efforts at the FinCasual shared task for modeling causality in financial utterances.
Our approach uses the commonly and successfully applied strategy of fine-tuning a transformer-based language model with a twist, i.e. we modified the training and inference mechanism such that our model produces multiple predictions for the same instance.
By designing such a model that returns k>1 predictions at the same time, we not only obtain a more resource efficient training (as opposed to fine-tuning some pre-trained language model k independent times), but our results indicate that we are also capable of obtaining comparable or even better evaluation scores that way.
We compare multiple strategies for combining the k predictions of our model.
Our submissions got ranked third on both subtasks of the shared task.

LIORI at FinCausal 2020, Tasks 1 & 2

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