Christy-Lo / Financial-Fraud-Detection-Using-Text-Mining
Applied BERT based model to extract relations from 29 annual reports of listed companies and news; Used spaCy library and BERT model for name-entity recognition and relations extraction, and generated a network graph that summarises the key relation
☆12Updated 2 years ago
Alternatives and similar repositories for Financial-Fraud-Detection-Using-Text-Mining:
Users that are interested in Financial-Fraud-Detection-Using-Text-Mining are comparing it to the libraries listed below
- A dataset for business models for small companies and NLP research.☆17Updated 5 years ago
- Collecting news articles for all the companies in the R1000, for a pre-defined set of news outlets, using Diffbot's Knowledge Graph☆11Updated 2 years ago
- 知识图谱-金融知识图谱☆27Updated 5 years ago
- Open-domain Event Extraction and Embedding for Natural Gas Market Prediction☆14Updated 8 months ago
- A dataset of financial news is used to fine-tune BERT in order to extract investment opportunities.☆25Updated 3 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆23Updated 4 years ago
- Earnings-Call-Dataset / MAEC-A-Multimodal-Aligned-Earnings-Conference-Call-Dataset-for-Financial-Risk-PredictionRepository for CIKM 2020 resource track paper: MAEC: A Multimodal Aligned Earnings Conference Call Dataset for Financial Risk Prediction☆87Updated 11 months ago
- Repository for "Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks"☆24Updated last year
- Sentiment Analysis by Machine Learning, LSTM and BERT☆67Updated last year
- Export 15 years P&L and BS data from moneycontrol. Correlation analysis of various heads. Mean & Std. Graphs of YoY changes and projectin…☆26Updated 4 years ago
- This repository includes our work on extracting the digital transformation strategy of Fortune 500 companies from earnings calls transcri…☆27Updated 4 years ago
- ☆31Updated 2 years ago
- 基于QFactor模型的A股实证研究☆17Updated 5 years ago
- FinRAD: Financial Readability Assessment Dataset - 13,000+ Definitions of Financial Terms for Measuring Readability☆15Updated 2 months ago
- Investigate how mutual funds leverage credit derivatives by studying their routine filings to the SEC using NLP techniques 📈🤑☆51Updated 2 weeks ago
- Integrating ESG scores into asset allocation and portfolio optimization through a GUI application.☆28Updated 2 years ago
- Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading." In Findings of ACL2021☆107Updated 3 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 4 months ago
- Model news data in short, medium and long term for stock price trend prediction☆20Updated 6 years ago
- Hidden cost extractor for SEC filings.☆16Updated 2 years ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆16Updated 8 months ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆68Updated 4 years ago
- Notebooks for fine-tuning a BERT model and training a LSTM model for financial QA☆30Updated 4 years ago
- This repository contains the code and supplementary materials for our research paper on financial sentiment analysis, where we explore th…☆18Updated last year
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆14Updated 2 years ago
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆26Updated 3 years ago
- My replication of financial papers.☆18Updated 6 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆11Updated 6 years ago
- ☆14Updated 7 years ago
- Applying NLP framework to 10-K filings in equity markets☆13Updated 3 years ago