Our Related Papers and Work

  1. 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)
  2. 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).
  3. 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).
  4. 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]
  5. 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]
  6. 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]
  7. 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]
  8. 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

  1. 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).
  2. 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.
  3. 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.
  4. 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.
  5. This research project was supported in part by the Ministry of Science and Technology of Taiwan under grant MOST 104-2221-E-004-010.