10 accepted papers
A multitude of interconnected risk events—ranging from regulatory changes to geopolitical tensions—can trigger ripple effects across firms. Identifying inter-firm risk relations is thus crucial for applications like portfolio management and investment strategy. Traditionally, such assessments rely o
Leveraging large language models (LLMs) for query expansion has proven highly effective across diverse tasks and languages. Yet, challenges remain in optimizing query formatting and prompting, often with less focus on handling retrieval results. In this paper, we introduce Multi-query Multi-passage…
Firm risk relations are crucial in financial applications, including hedging and portfolio construction. However, the complexity of extracting relevant information from financial reports poses significant challenges in quantifying these relations. To this end, we introduce SURF, a System to Unveil E…
In this paper, we address the challenge of discovering financial signals in narrative financial reports. As these documents are often lengthy and tend to blend routine information with new information, it is challenging for professionals to discern critical financial signals. To this end, we leverag…
Predicting extreme weather events such as tropical and extratropical cyclones is of vital scientific and societal importance. Of late, machine learning methods have found their way to weather analysis and prediction, but mostly, these methods use machine learning merely as a complement to traditiona…
In this demonstration, we develop an interactive tool, HIVE, to demonstrate the ability and versatility of an explainable risk ranking model with a special focus on financial use cases. HIVE is a web-based tool that provides users with automated highlighted financial statements, and HIVE is designed…
While internalized “implicit knowledge” in pretrained transformers has led to fruitful progress in many natural language understanding tasks, how to most effectively elicit such knowledge remains an open question. Based on the text-to-text transfer transformer (T5) model, this work explores a templa…
We propose the use of a word-level sentiment bidirectional LSTM in tandem with the self-attention mechanism for sentence-level sentiment prediction. In addition to the proposed model, we also present a finance report dataset for sentence-level financial risk detection. Experiments conducted on the p…
In this paper, we propose a novel optimization criterion that leverages features of the skew normal distribution to better model the problem of personalized recommendation. Specifically, the developed criterion borrows the concept and the flexibility of the skew normal distribution, based on which t…
This paper attempts to conduct a sentence-level sentiment analysis with respect to financial risk on a collection of financial reports. Specifically, we first propose a simple yet efficient algorithm to generate financial sentiment phrases (senti-phrases), and then with the obtained senti-phrases, w…