FiNCAT: Financial Numeral Claim Analysis Tool

While making investment decisions by reading financial documents, investors need to differentiate between in-claim and outof-claim numerals. In this paper, we present a tool which does it automatically. It extracts context embeddings of the numerals using one of the transformer based pre-trained lan...

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Bibliographic Details
Published in:arXiv.org 2022-01
Main Authors: Ghosh, Sohom, Naskar, Sudip Kumar
Format: Article
Language:English
Subjects:
Decision analysis
Regression models
Online Access:Get full text
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Summary:While making investment decisions by reading financial documents, investors need to differentiate between in-claim and outof-claim numerals. In this paper, we present a tool which does it automatically. It extracts context embeddings of the numerals using one of the transformer based pre-trained language model called BERT. After this, it uses a Logistic Regression based model to detect whether the numerals is in-claim or out-of-claim. We use FinNum-3 (English) dataset to train our model. After conducting rigorous experiments we achieve a Macro F1 score of 0.8223 on the validation set. We have open-sourced this tool and it can be accessed from https://github.com/sohomghosh/FiNCAT_Financial_Numeral_Claim_Analysis_Tool
ISSN:2331-8422
DOI:10.48550/arxiv.2202.00631