Yu-Wen Liu, Liang-Chih Liu, Chuan-Ju Wang, and Ming-Feng Tsai.
FIN10K: A Web-based Information System for Financial Report
Analysis and Visualization. To appear in Proceedings of the
25th ACM Conference on Information and Knowledge Management
(CIKM'16), Indianapolis, 2016. (demo paper)
Ming-Feng Tsai and Chuan-Ju Wang. On the Risk Prediction and Analysis of Soft Information in Finance Reports.
To appear in European Journal of Operational Research (EJOR).
Ming-Feng Tsai, Chuan-Ju Wang, and Po-Chuan Chien. Discovering Finance Keywords via Continuous Space Language Models.
To appear in ACM Transactions on Management Information Systems (ACM TMIS).
Ming-Feng Tsai and Chuan-Ju Wang. Financial Keyword Expansion via Continuous Word Vector Representations.
Conference on Empirical Methods in Natural Language Processing
(EMNLP '14), Doha, 2014, pp. 1453-1458. [paper]
Chuan-Ju Wang, Ming-Feng Tsai, Tse Liu, and Chin-Ting Chang. Financial Sentiment Analysis for Risk Prediction.
In Proceedings of the 6th International Joint Conference on Natural Language Processing
(IJCNLP '13), Nagoya, 2013, pp. 802-808. [paper]
Ming-Feng Tsai and Chuan-Ju Wang. Risk Ranking from Financial Reports.
In Proceedings of the 35th annual European Conference on Information Retrieval
(ECIR '13), Moscow, 2013, pp. 804-807. (poster paper) [paper]
Ming-Feng Tsai and Chuan-Ju Wang. Visualization on Financial Terms
via Risk Ranking from Financial Reports. In Proceedings of the 24th International Conference on
Computational linguistics (Coling '12), Mumbai, 2012, pp. 447-452.
(demo paper) [paper]
張津挺(Chang, Chin-Ting),中文財務情緒字典建構與其在財務新聞分析之應用(On the Construction and Analysis of Chinese Financial Sentiment Lexicon for Financial News
),臺北市立大學,碩士論文,2015。[中文財務情緒字典]
Remarks and Acknowledgments
This system only searches on parts of the 10-K reports: Section 7
"management's discussion and analysis of financial conditions and results
of operations" (MD&A).
The 10-K Corpus (till 2006) is from http://www.ark.cs.cmu.edu/10K/.
Shimon Kogan, Dimitry Levin, Bryan R. Routledge, Jacob S. Sagi, and Noah
A. Smith, Predicting Risk from Financial Reports with
Regression, NAACL-HLT, 2009.
The Financial Sentiment Dictionaries is from http://www3.nd.edu/~mcdonald/Word_Lists.html.
Tim Loughran and Bill McDonald, When is a Liability not a Liability, Journal of Finance, 66, 35-65, 2011.
The word2vec is available at https://code.google.com/p/word2vec/.
Tomas Mikolov, Kai Chen, Greg Corrado, and Jeffrey Dean, Efficient Estimation of Word Representations in Vector Space. In Proceedings of Workshop at ICLR, 2013.