Publications
Authors:
Denys Proux, Claude Roux, Agnes Sandor, Julien Perez
Citation:
Data Science for Macro-­Modeling with Financial and Economic Datasets (DSMM) Workshop / FEIII challenge, Chicago, USA, 18 May 2017
Abstract:
We report in this paper our contribution to the FEIII 2017 challenge addressing relevance ranking for information of passages extracted from 10-K and 10-Q regulatory fillings underlined by based on specific relationships they mention between mentioned financial entities and their role with respect to the reporting companies. We leveraged our previous works done on document structure and content analysis for regulatory fillings to train hybrid text analytics and decision making models. We designed and trained several layers of classifiers feed fed with linguistic and semantic features to improve relevance prediction. We present in this paper our experiments and the achieved results on the competition data set
Year:
2017
Report number:
2017/160