會議論文
| 學年 | 110 |
|---|---|
| 學期 | 1 |
| 發表日期 | 2021-09-13 |
| 作品名稱 | XRR: Explainable Risk Ranking for Financial Reports |
| 作品名稱（其他語言） | |
| 著者 | Ting-Wei Lin; Ruei-Yao Sun; Hsuan-Ling Chang; Chuan-Ju Wang; Ming-Feng Tsai |
| 作品所屬單位 | |
| 出版者 | |
| 會議名稱 | ECML-PKDD 2021 |
| 會議地點 | ONLINE conference |
| 摘要 | We propose an eXplainable Risk Ranking (XRR) model that uses multilevel encoders and attention mechanisms to analyze financial risks among companies. In specific, the proposed method utilizes the textual information in financial reports to rank the relative risks among companies and locate top high-risk companies; moreover, via attention mechanisms, XRR enables to highlight the critical words and sentences within financial reports that are most likely to influence financial risk and thus boasts better model explainability. Experimental results evaluated on 10-K financial reports show that XRR significantly outperforms several baselines, yielding up to 7.4% improvement in terms of ranking correlation metrics. Furthermore, in our experiments, the model explainability is evaluated by using finance-specific sentiment lexicons at word level and a newly-provided annotated reference list at the sentence level to examine the learned attention models. |
| 關鍵字 | Financial Risk Ranking;Finance Text Mining;Financial Sentiment Analysis |
| 語言 | en |
| 收錄於 | |
| 會議性質 | 國際 |
| 校內研討會地點 | 無 |
| 研討會時間 | 20210913~20210917 |
| 通訊作者 | |
| 國別 | TWN |
| 公開徵稿 | |
| 出版型式 | |
| 出處 | |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/121227 ) |