Convolutional Neural Networks for Financial Text Regression (P19-2)

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Challenge: Recent studies have defined forecasting financial volatility from annual reports as text regression problem.
Approach: They propose to replace word features with word embedding vectors to remove lexicon dependency.
Outcome: The proposed model provides more accurate volatility predictions than lexicon based models.

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VolTAGE: Volatility Forecasting via Text Audio Fusion with Graph Convolution Networks for Earnings Calls (2020.emnlp-main)

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Challenge: Existing approaches to stock volatility forecasting ignore correlations between stocks.
Approach: They propose to combine vocal cues with verbal and financial cue data to create a multimodal stock volatility prediction model that accounts for stock interdependence via graph convolutions.
Outcome: The proposed model outperforms existing methods showing that it can predict volatility using multimodal learning.
KeFVP: Knowledge-enhanced Financial Volatility Prediction (2023.findings-emnlp)

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Challenge: Current studies ignore the role of financial metrics knowledge in earnings calls and little consideration is given to integrating text and price information.
Approach: They propose to integrate financial metrics knowledge into text comprehension by knowledge-enhanced adaptive pre-training and effectively incorporating text and price information by introducing a conditional time series prediction module.
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Measuring Consistency in Text-based Financial Forecasting Models (2023.acl-long)

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Challenge: Recent advances in natural language processing (NLP) have allowed financial forecasting to gain significant accuracy and reliability.
Approach: They propose a tool that assesses logical consistency in financial text and compares it with other models to assess their performance.
Outcome: The proposed evaluation tool assesses logical consistency in financial text.
DocFin: Multimodal Financial Prediction and Bias Mitigation using Semi-structured Documents (2022.findings-emnlp)

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Challenge: Existing research focuses on textual and audio modalities of financial disclosures but ignores the rich tabular data available in financial reports.
Approach: They propose to combine tabular financial data with text transcripts and audio recordings to improve stock volatility and price movement prediction by 5-12% and reduce gender bias by over 30%.
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What You Say and How You Say It Matters: Predicting Stock Volatility Using Verbal and Vocal Cues (P19-1)

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Challenge: Existing studies have shown that textual information in a firm’s financial statement can be used to predict its stock’s risk level.
Approach: They propose to model CEO’s verbal (from text) and vocal (from audio) information in a conference call.
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Encoding Sentiment Information into Word Vectors for Sentiment Analysis (C18-1)

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Challenge: Existing methods for embedding sentiment knowledge into word vectors are generally trained independently of the downstream task.
Approach: They propose to encode sentiment knowledge into pre-trained word vectors to improve sentiment analysis.
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Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization (2020.acl-main)

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Challenge: Recent studies have shown that news articles can be leveraged to improve price prediction.
Approach: They propose a method to encode the influence of news articles through a vector representation of stocks . they use a deep learning framework to acquire the vector representation using news articles and price history .
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Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations (2020.emnlp-main)

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Challenge: Existing models that predict stock movements are based on time series and technical analysis, but price signals alone fail to capture market surprises and impacts of sudden unexpected events.
Approach: They propose a model that integrates chaotic temporal signals from financial data and social media to create hierarchical temporal networks.
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Financial Forecasting from Textual and Tabular Time Series (2024.findings-emnlp)

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Challenge: Existing models that combine multiple data sources and combine them to form accurate financial predictions are challenging to model without inductive biases.
Approach: They propose to use numerical financial results, macroeconomic states, and long financial documents to model company earnings relative to analyst expectations.
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Learning to Compare Financial Reports for Financial Forecasting (2024.findings-eacl)

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Challenge: Public companies in the US are required to publish annual reports that contain over 25,000 words across all sections and a high percentage of boilerplate content that does not change much year-to-year.
Approach: They propose to model complex, cross-document relationships between financial reports using paired financial reports.
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