Yu-Chi Liang
2021
Numerical Relation Detection in Financial Tweets using Dependency-aware Deep Neural Network
Yu-Chi Liang
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Min-Chen Chen
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Wen-Chao Yeh
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Yung-Chun Chang
Proceedings of the 33rd Conference on Computational Linguistics and Speech Processing (ROCLING 2021)
Machine learning methods for financial document analysis have been focusing mainly on the textual part. However, the numerical parts of these documents are also rich in information content. In order to further analyze the financial text, we should assay the numeric information in depth. In light of this, the purpose of this research is to identify the linking between the target cashtag and the target numeral in financial tweets, which is more challenging than analyzing news and official documents. In this research, we developed a multi model fusion approach which integrates Bidirectional Encoder Representations from Transformers (BERT) and Convolutional Neural Network (CNN). We also encode dependency information behind text into the model to derive semantic latent features. The experimental results show that our model can achieve remarkable performance and outperform comparisons.
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