Yi-Shyuan Chiang

Also published as: Yi-shyuan Chiang


2025

Firm risk relations are crucial in financial applications, including hedging and portfolio construction. However, the complexity of extracting relevant information from financial reports poses significant challenges in quantifying these relations. To this end, we introduce SURF, a System to Unveil Explainable Risk Relations between Firms. SURF employs a domain-specific encoder and an innovative scoring mechanism to uncover latent risk connections from financial reports. It constructs a network graph to visualize these firm-level risk interactions and incorporates a rationale explainer to elucidate the underlying links. Our evaluation using stock data shows that SURF outperforms baseline methods in effectively capturing firm risk relations. The demo video of the system is publicly available.

2023

In this system demonstration, we seek to streamline the process of reviewing financial statements and provide insightful information for practitioners. We develop FISH, an interactive system that extracts and highlights crucial textual signals from financial statements efficiently and precisely. To achieve our goal, we integrate pre-trained BERT representations and a fine-tuned BERT highlighting model with a newly-proposed two-stage classify-then-highlight pipeline. We also conduct the human evaluation, showing FISH can provide accurate financial signals. FISH overcomes the limitations of existing research andmore importantly benefits both academics and practitioners in finance as they can leverage state-of-the-art contextualized language models with their newly gained insights. The system is available online at https://fish-web-fish.de.r.appspot.com/, and a short video for introduction is at https://youtu.be/ZbvZQ09i6aw.

2022

To tackle the challenge of accurate and timely communication regarding the COVID-19 pandemic, we present a COVID-19 Claim Radar to automatically extract supporting and refuting claims on a daily basis. We provide a comprehensive structured view of claims, including rich claim attributes (such as claimers and claimer affiliations) and associated knowledge elements as claim semantics (such as events, relations and entities), enabling users to explore equivalent, refuting, or supporting claims with structural evidence, such as shared claimers, similar centroid events and arguments. In order to consolidate claim structures at the corpus-level, we leverage Wikidata as the hub to merge coreferential knowledge elements. The system automatically provides users a comprehensive exposure to COVID-19 related claims, their importance, and their interconnections. The system is publicly available at GitHub and DockerHub, with complete documentation.