Search Results for author:
Found 10 papers, 5 papers with code
HYPHEN: Hyperbolic Hawkes Attention For Text Streams
Analyzing the temporal sequence of texts from sources such as social media, news, and parliamentary debates is a challenging problem as it exhibits time-varying scale-free properties and fine-grained timing irregularities.
Numerical Claim Detection in Finance: A New Financial Dataset, Weak-Supervision Model, and Market Analysis
In this paper, we investigate the influence of claims in analyst reports and earnings calls on financial market returns, considering them as significant quarterly events for publicly traded companies.
Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders
We use novel hourly-resolution data and Kendall's Tau correlation to explore the interconnectedness of the cryptocurrency market.
Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks
Recently large language models (LLMs) like ChatGPT have shown impressive performance on many natural language processing tasks with zero-shot.
Abnormal Trading Detection in the NFT Market
The Non-Fungible-Token (NFT) market has experienced explosive growth in recent years.
Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis
Monetary policy pronouncements by Federal Open Market Committee (FOMC) are a major driver of financial market returns.
FiNER: Financial Named Entity Recognition Dataset and Weak-Supervision Model
To set the benchmark for the dataset, we develop and test a weak-supervision-based framework for the NER task.
Benchmarking Machine Learning Models to Predict Corporate Bankruptcy
Using a comprehensive sample of 2, 585 bankruptcies from 1990 to 2019, we benchmark the performance of various machine learning models in predicting financial distress of publicly traded U. S. firms.
WHEN FLUE MEETS FLANG: Benchmarks and Large Pre-trained Language Model for Financial Domain
To this end, we contribute the Financial Language Understanding Evaluation (FLUE), an open-source comprehensive suite of benchmarks for the financial domain.
Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models
Further, we develop a set of sequence-to-sequence hyperbolic models suited to this multi-span identification task based on the power-law dynamics of cryptocurrencies and user behavior on social media.
