guijinSON / FinABSALinks
FinABSA is a T5-Large model trained for Aspect-Based Sentiment Analysis specifically for financial domains.
☆30Updated last year
Alternatives and similar repositories for FinABSA
Users that are interested in FinABSA are comparing it to the libraries listed below
Sorting:
- FiNER: Financial Numeric Entity Recognition for XBRL Tagging☆63Updated 3 years ago
- Repository for "Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks"☆24Updated last year
- ☆38Updated last year
- ☆24Updated last year
- [ACL 2021-Findings] Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading."☆117Updated 3 years ago
- ☆15Updated 10 months ago
- ☆34Updated 3 years ago
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆27Updated 4 years ago
- When FLUE Meets FLANG: Benchmarks and Large Pretrained Language Model for Financial Domain☆55Updated 5 months ago
- ☆14Updated 4 years ago
- ☆65Updated 4 years ago
- ☆10Updated 3 years ago
- ☆18Updated 4 years ago
- This repository relates to the paper "Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Oppor…☆21Updated 3 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☆88Updated last year
- The sentiment analysis system which participate of FiQA 2018 Task 1 (https://sites.google.com/view/fiqa)☆11Updated 6 years ago
- ☆21Updated 3 years ago
- The earnings conference call dataset of S&P 500 companies☆146Updated 2 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 years ago
- Dataset published in paper "FinRED: A Dataset for Relation Extraction in Financial Domain"☆27Updated 3 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- Code for WWW-20 Paper: HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction☆60Updated last year
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- FinRAD: Financial Readability Assessment Dataset - 13,000+ Definitions of Financial Terms for Measuring Readability☆15Updated 8 months ago
- ☆20Updated 2 years ago
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Updated 4 years ago
- Token and sentence level embeddings from FinBERT model (Finance Domain)☆39Updated 2 years ago
- Notebooks for fine-tuning a BERT model and training a LSTM model for financial QA☆33Updated 5 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆76Updated 7 months ago