Spain

Financial causality detection is centered on identifying connections between different assets from financial news in order to improve trading strategies. FinCausal 2020 - Causality Identificationin Financial Documents – is a competition targeting to boost results in financial causality by obtaining an explanation of how different individual events or chain of events interact and generate subsequent events in a financial environment. The competition is divided into two tasks: (a) a binary classification task for determining whether sentences are causal or not, and (b) a sequence labeling task aimed at identifying elements related to cause and effect. Various Transformer-based language models were fine-tuned for the first task and we obtained the second place in the competition with an F1-score of 97.55% using an ensemble of five such language models. Subsequently, a BERT model was fine-tuned for the second task and a Conditional Random Fieldmodel was used on top of the generated language features; the system managed to identify the cause and effect relationships with an F1-score of 73.10%. We open-sourced the code and made it available at:https://github.com/avramandrei/FinCausal2020.

COLING 2020

Causality Analysis in Financial Documents using Pretrained Language Models

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.

poster

This paper reports on an approach to increase multi-token-term recall in a parsing task. We use a compliance-domain parser to extract, during the process of parsing raw text, terms that are unlisted in the terminology. The parser uses a similarity measure (Generalized Dice Coefficient) between listed terms and unlisted term candidates to (i) determine term status, (ii) serve puta- tive terms to the parser, (iii) decrease parsing complexity by glomming multi-tokens as lexical singletons, and (iv) automatically augment the terminology. We illustrate an experiment with examples from the tax-and-regulations domain. Bootstrapping the parsing process to detect out- of-vocabulary terms at runtime increases parsing accuracy in addition to producing other benefits to a natural-language-processing pipeline, which translates arithmetic calculations written in En- glish into computer-executable operations

Mitigating Silence in Compliance Terminology during Parsing of Utterances

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 a 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.

Hierarchical summarization of financial reports with RUNNER

In this paper, we perform modality prediction in financial dialogue. To this end, we introduce a new dataset and develop a binary classifier to detect strong or weak modal answers depending on surface, lexical, and semantic representations of the preceding question and financial features. To do so, we contrast different algorithms, feature categories, and fusion methods. Perhaps counter-intuitively, our results indicate that the strongest features for the given task are financial uncertainty measures such as market and individual firm risk.

Predicting Modality in Financial Dialogue

Based on a recently developed fine-grained event extraction dataset for the economic domain, we present in a pilot study for supervised economic event extraction. We investigate how a state-of-the-art model for event extraction performs on the trigger and argument identification and classification. While F1-scores of above 50% are obtained on the task of trigger identification, we observe a large gap in performance compared to results on the benchmark ACE05 dataset. We show that single-token triggers do not provide sufficient discriminative information for a fine-grained event detection setup in a closed domain such as economics, since many classes have a large degree of lexico-semantic and contextual overlap.

Extracting Fine-Grained Economic Events from Business News

In this presentation we describe our system submitted to the FinTOC-2020 shared task on financial document structure extraction. We propose a two-step approach to identify titles in financial documents and to extract their table of contents (TOC). First, we identify text blocks as candidates for titles using unsupervised learning based on character-level information of each document. Then, we apply supervised learning on a self-constructed regression task to predict the depth of each text block in the document structure hierarchy using transfer learning combined with document features and layout features. It is noteworthy that our single multilingual model performs well on both tasks and on different languages, which indicates the usefulness of transfer learning for title detection and TOC generation. Moreover, our approach is independent of the presence of actual TOC pages in the documents. It is also one of the few submissions to the FinTOC-2020 shared task addressing both subtasks in both languages, English and French, with one single model.

Multilingual Document Structure Extraction using Transfer Learning

This paper presents our participation to the FinCausal-2020 Shared Task whose ultimate aim is toextract cause-effect relations from a given financial text. Our participation includes two systemsfor the two sub-tasks of the FinCausal-2020 Shared Task. The first sub-task (Task-1) consists ofthe binary classification of the given sentences as causal meaningful (1) or causal meaningless(0). Our approach for the Task-1 includes applying linear support vector machines after trans-forming the input sentences into vector representations using term frequency-inverse documentfrequency scheme with 3-grams. The second sub-task (Task-2) consists of the identification ofthe cause-effect relations in the sentences, which are detected as causal meaningful. Our ap-proach for the Task-2 is a CRF-based model which uses linguistically informed features. For theTask-1, the obtained results show that there is a small difference between the proposed approachbased on linear support vector machines (F-score 94%) , which requires less time compared to theBERT-based baseline (F-score 95%). For the Task-2, although a minor modifications such as thelearning algorithm type and the feature representations are made in the conditional random fieldsbased baseline (F-score 52%), we have obtained better results (F-score 60%). The source codesfor the both tasks are available online (https://github.com/ozenirgokberk/FinCausal2020.git/).

ISIKUN at the FinCausal 2020: Linguistically informed Machine-learningApproach for Causality Identification in Financial Documents

Title Detection and Table of Contents Generation are important components in detecting document structure. In particular, these two elements serve to provide the skeleton of the document, providing users with an understanding of organization, as well as the relevance of information, and where to find information within the document. Here, we show that using tesseract with Levenstein distance, a feature set inspired by Alk et al., we were able to correctly classify the title to an F1 measure 0.73 and 0.87, and the table-of-contents to a harmonic mean of 0.36 and 0.39, in English and French respectively. Our methodology works with both PDF and scanned documents, giving it a wide range of applicability within the document engineering and storage domains.

DNLP@FinTOC'20: Table of Contents Detection in Financial Documents

This paper presents the FinTOC-2020 Shared Task on structure extraction from financial documents, its participants results and their findings. This shared task was organized as part of The 1st Joint Workshop on Financial Narrative Processing and MultiLing Financial Summarisation (FNP-FNS 2020), held at The 28th International Conference on Computational Linguistics (COLING’2020). This shared task aimed to stimulate research in systems for extracting table-of-contents (TOC) from investment documents (such as financial prospectuses) by detecting the document titles and organizing them hierarchically into a TOC. For the second edition of this shared task, two subtasks were presented to the participants: one with English documents and the other one with French documents.

The Financial Document Structure Extraction Shared task: FinToc2020

We present the tasks and the newly created dataset associated with the FinCausal Shared task on Causality modelling and automatic detection in Financial news. 


Financial Document Causality Detection Shared Task (FinCausal 2020)

Arabic dialect identification is a complex problem for a number of inherent properties of the language itself. In this paper, we present the experiments conducted, and the models developed by our competing team, Mawdoo3 AI, along the way to achieving our winning solution to subtask 1 of the Nuanced Arabic Dialect Identification (NADI) shared task. The dialect identification subtask provides 21,000 country-level labeled tweets covering all 21 Arab countries. An unlabeled corpus of 10M tweets from the same domain is also presented by the competition organizers for optional use. Our winning solution itself came in the form of an ensemble of different training iterations of our pre-trained BERT model, which achieved a micro-averaged F1-score of 26.78% on the subtask at hand. We publicly release the pre-trained language model component of our winning solution under the name of Multi-dialect-Arabic-BERT model, for any interested researcher out there.

Causality Analysis in Financial Documents using Pretrained Language Models

Downloads

Next from COLING 2020

Mitigating Silence in Compliance Terminology during Parsing of Utterances

Similar lecture

End-to-end Training For Financial Report Summarization

Causality Analysis in Financial Documents using Pretrained Language Models

.css-70qvj9{display:-webkit-box;display:-webkit-flex;display:-ms-flexbox;display:flex;-webkit-align-items:center;-webkit-box-align:center;-ms-flex-align:center;align-items:center;}Downloads

Next from COLING 2020

Mitigating Silence in Compliance Terminology during Parsing of Utterances

Similar lecture

End-to-end Training For Financial Report Summarization

Downloads