04960523/FinNLP-Progress

NLP progress in Fintech. A repository to track the progress in Natural Language Processing (NLP) related to the domain of Finance, including the datasets, papers, and current state-of-the-art results for the most popular tasks.

Tracking Progress in FinNLP

News

As the acceptance paper list of AAAI-2021 has been released, we will update the AAAI-21 papers relevant to the FinNLP soon.

Table of contents

• Financial Index Forecasting
• Financial Event Prediction
• Financial Risk Analysis
• Financial Text Mining
• Fraud Detection
• Blockchain

Open-source Datasets

• Multi-modal Earnings Conference Call Datasets
• Pre-trained Word Embedding on Financial Communication Text
• Reuters TRC2 dataset
• Financial Phrase Bank

Research Topics

Financial Index Forecasting (Financial News/Social Media/Professional Documents/Earning Conference Call/10K-10Q Report)

Tasks:

1. Classification (Binary/Triple Classification)
2. Regression (MSE): Volatility Prediction; Return Prediction

Financial Documents Analysis (Professional Documents)

Tasks: Correlation (ACL-19: Financial Analysts Rating-Earning Conference Call)

Research Institutions: Bloomberg; CMU

Investor Sentiment Analysis (Social Media/Financial News)

Tasks: Sentiment Analysis (Binary Classification / Five-class Classification)

Financial Event Prediction (Bankrupt/IPO/M&A)

Tasks: Classification (Event Prediction) Sentiment Analysis (Market Sentiment Prediction)

Research Institutions: The Reuters, Bloomberg