guijinSON / FinABSALinks
FinABSA is a T5-Large model trained for Aspect-Based Sentiment Analysis specifically for financial domains.
☆31Updated last year
Alternatives and similar repositories for FinABSA
Users that are interested in FinABSA are comparing it to the libraries listed below
Sorting:
- ☆38Updated 2 years ago
- FiNER: Financial Numeric Entity Recognition for XBRL Tagging☆70Updated 3 years ago
- ☆25Updated 2 years ago
- Repository for "Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks"☆25Updated 2 years ago
- ☆34Updated 4 years ago
- ☆66Updated 4 years ago
- [ACL 2021-Findings] Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading."☆122Updated 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☆98Updated last year
- ☆10Updated 4 years ago
- When FLUE Meets FLANG: Benchmarks and Large Pretrained Language Model for Financial Domain☆56Updated 11 months ago
- TweetFinSent: A Dataset of Stock Sentiments on Twitter☆13Updated 3 years ago
- Token and sentence level embeddings from FinBERT model (Finance Domain)☆39Updated 2 years ago
- ☆21Updated 5 years ago
- The sentiment analysis system which participate of FiQA 2018 Task 1 (https://sites.google.com/view/fiqa)☆11Updated 7 years ago
- The earnings conference call dataset of S&P 500 companies☆150Updated 3 years ago
- ☆58Updated 5 years ago
- Code for WWW-20 Paper: HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction☆62Updated 2 years ago
- ☆21Updated 3 years ago
- ☆20Updated 3 years ago
- Dataset published in paper "FinRED: A Dataset for Relation Extraction in Financial Domain"☆30Updated 3 years ago
- Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks☆54Updated 3 years ago
- Fama French model on a subset of Canadian Equity data with Python☆50Updated 6 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆81Updated last year
- A curated list of resources dedicated to Deep Hedging☆87Updated 3 years ago
- Dataset and codes for SEntFiN☆10Updated 2 years ago
- Model news data in short, medium and long term for stock price trend prediction☆20Updated 7 years ago
- ☆22Updated 3 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆72Updated 8 months ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 years ago
- ☆16Updated last year