yukit-k / financial-phrase-bert
Sentiment Analysis by Machine Learning, LSTM and BERT
☆67Updated last year
Alternatives and similar repositories for financial-phrase-bert:
Users that are interested in financial-phrase-bert are comparing it to the libraries listed below
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆73Updated 4 years ago
- 📈 A neural network regression model trained to predict the mean stock price percentage change everyday using financial factors like pre…☆51Updated 6 years ago
- This repository includes our work on extracting the digital transformation strategy of Fortune 500 companies from earnings calls transcri…☆28Updated 4 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 6 months ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 7 years ago
- Applying Deep Learning and NLP in Quantitative Trading☆105Updated 6 years ago
- Constructing Financial Sentimental Factors in Chinese Market Using Techniques of Natural Language Processing☆110Updated 5 years ago
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆64Updated last year
- Earnings Call Sentiment Analysis. This repository includes my work on extracting the focus area of companies from their earnings calls tr…☆15Updated 4 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 4 years ago
- Analyze central bank announcements☆68Updated last year
- ☆32Updated 3 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated last month
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆31Updated 6 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆98Updated 3 years ago
- Network Analysis for Financial Markets☆75Updated 7 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆38Updated 4 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆24Updated 4 years ago
- ☆59Updated 5 years ago
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆20Updated 5 years ago
- A dataset of financial news is used to fine-tune BERT in order to extract investment opportunities.☆25Updated 3 years ago
- https://arxiv.org/abs/1805.01104☆112Updated 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☆86Updated last year
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆23Updated 4 years ago
- Stock selection and portfolio performance based on ESG Scores☆14Updated 4 years ago
- ☆59Updated 5 years ago
- Please refer to attached full report. Introduction ESG is abbreviate of the environment, social responsibility, and corporate governanc…☆20Updated 6 years ago
- Deep Time Series Code (Stock Sentiment Prediction)☆82Updated 7 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆21Updated 6 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago