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Extracting Knowledge Graphs from Financial Filings

Jay Pujara
2017 Proceedings of the 3rd International Workshop on Data Science for Macro--Modeling with Financial and Economic Datasets - DSMM'17  
In this paper, we evaluate open information extraction (IE) and knowledge graph construction techniques for assessing the relevance of textual segments in the Financial Entity Identification and Information  ...  Textual corpora, such as financial documents, contain a wealth of knowledge.  ...  For example, given the sentence DSMM'17, May 14, 2017, Chicago, IL, USA © 2017 Copyright held by the owner/author(s). Publication rights licensed to Associa- tion for Computing Machinery.  ... 
doi:10.1145/3077240.3077246 dblp:conf/sigmod/Pujara17 fatcat:6ficuimatnhk3irceui76fltza

Entity relationship ranking using differential keyword-role affinity

Rohit Naini, Pawan Yadav
2017 Proceedings of the 3rd International Workshop on Data Science for Macro--Modeling with Financial and Economic Datasets - DSMM'17  
Relevance metrics are computed based on differential affinity of keywords to the roles observed in the training data.  ...  In this paper, we consider a tractable version of this wherein sample text snippets and corresponding roles are extracted and need to be ranked on relevance of text to the role.  ...  DSMM'17, May 14, 2017, Chicago, IL, USA © 2017 Association for Computing Machinery. ACM ISBN 978-1-4503-5031-0/17/05. . . $15.00 https://doi.org/http://dx.doi.org/10.1145/3077240.3077255  ... 
doi:10.1145/3077240.3077255 dblp:conf/sigmod/NainiY17 fatcat:lqjswigphfhf3akebc36vhnwzi

Understanding Relations using Concepts and Semantics

Jouyon Park, Hyunsouk Cho, Seung-won Hwang
2017 Proceedings of the 3rd International Workshop on Data Science for Macro--Modeling with Financial and Economic Datasets - DSMM'17  
We empirically evaluate the proposed classi cation model on the four-class classi cation (highly relevant, relevant, neutral, and irrelevant), and show that the proposed model increases 18% of F1-score  ...  e Financial Entity Identi cation and Information Integration (FEIII) task aims at the question of understanding relationships among nancial entities and their roles using three sentences extracted from  ...  A sentence DSMM'17, May 14, 2017, Chicago, IL, USA Jouyon Park, Hyunsouk Cho, and Seung-won Hwang Our hypothesis of using this feature is that, concept distributions should be similar between nancial  ... 
doi:10.1145/3077240.3077250 dblp:conf/sigmod/ParkCH17 fatcat:cofxmvr6cbd6nkp6zzi5cbnfim

Balance Sheet Driven Probability Factorization for Inferring Bank Holdings

Shawn Mankad, Celso Brunetti, Jeffrey Harris
2017 Proceedings of the 3rd International Workshop on Data Science for Macro--Modeling with Financial and Economic Datasets - DSMM'17  
DSMM'17, Chicago, IL, USA © 2017 Copyright held by the owner/author(s).  ...  x j Π i j + k W ik V ik = e i + x i + d i . (1) DSMM'17, May 14, 2017, Chicago, IL, USA Shawn Mankad, Celso Brune i, and Je rey Harris Wri en using matrix notation (with capital le ers), the balance sheet  ... 
doi:10.1145/3077240.3077243 dblp:conf/sigmod/MankadBH17 fatcat:qfjxx5jfrrhopehjbduwzu677i

Financial Entity Identification and Information Integration (FEIII) 2017 Challenge

Louiqa Raschid, Douglas Burdick, Mark Flood, John Grant, Joe Langsam, Ian Soboroff
2017 Proceedings of the 3rd International Workshop on Data Science for Macro--Modeling with Financial and Economic Datasets - DSMM'17  
This report presents the goals and outcomes of the 2017 Financial Entity Identification and Information Integration (FEIII) Challenge.  ...  We describe the dataset and challenge task and the protocol to create labeled data. The report summarizes the process, outcomes and plans for the 2018 Challenge.  ...  This research was partially supported by NIST award 70NANB15H194 and NSF grants CNS1305368 and DBI1147144 and the Smith School of Business.  ... 
doi:10.1145/3077240.3077248 dblp:conf/sigmod/RaschidBFGLS17 fatcat:lumyhrdownerrgyp3owvy53vem

Exploring Financial Relationships Using Probabilistic Topic Models (Demonstration Paper)

Louiqa Raschid, Zheng Xu, Elena Zotkina
2017 Proceedings of the 3rd International Workshop on Data Science for Macro--Modeling with Financial and Economic Datasets - DSMM'17  
In this demonstration paper, we consider datasets of financial documents that describe the activity or role played by a financial institution (FI), typically with respect to a financial product or another  ...  Our models are based on an intuitive assumption that FIs will form communities, and FIs within a community are more likely to collaborate with other FIs in that community, and to play the same role, in  ...  Figure 4 : 4 resMBS: Role-FI Communities (with Role displayed). Figure 5 : 5 FEIIIY2: FI Communities. '17, May 14, 2017, Chicago, IL, USA c 2017 ACM.  ... 
doi:10.1145/3077240.3077247 dblp:conf/sigmod/Raschid0Z17 fatcat:f3tq2ozpffft5aeeal2ktpn2wq

Tensor Factors to Monitor the Co-Movement of Equity Prices

Louiqa Raschid, Joe Langsam, Tharindu Pieris, Anushka Bandara
2017 Proceedings of the 3rd International Workshop on Data Science for Macro--Modeling with Financial and Economic Datasets - DSMM'17  
The equities are classified within industry sectors and we create a three mode tensor to represent the dataset; the dimensions of the three mode tensor correspond to the equity, the industry sector and  ...  the day on which the feature occurred.  ...  We thank Srinath Perera and the WSO2 team for feedback on using the Siddhi platform for feature extraction [8] .  ... 
doi:10.1145/3077240.3077242 dblp:conf/sigmod/RaschidLPB17 fatcat:f5t5enj2grabjorbet545mhtga