Papers by Weizu Yang
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. |
| Outcome: | The proposed method outperforms state-of-the-art methods on three real-world datasets and is effective and reliable. |