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FiNCAT: Financial Numeral Claim Analysis Tool

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  • Sohom Ghosh
  • Sudip Kumar Naskar

Abstract

While making investment decisions by reading financial documents, investors need to differentiate between in-claim and outof-claim numerals. In this paper, we present a tool which does it automatically. It extracts context embeddings of the numerals using one of the transformer based pre-trained language model called BERT. After this, it uses a Logistic Regression based model to detect whether the numerals is in-claim or out-of-claim. We use FinNum-3 (English) dataset to train our model. After conducting rigorous experiments we achieve a Macro F1 score of 0.8223 on the validation set. We have open-sourced this tool and it can be accessed from https://github.com/sohomghosh/FiNCAT_Financial_Numeral_Claim_Analysis_Tool

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  • Sohom Ghosh & Sudip Kumar Naskar, 2022. "FiNCAT: Financial Numeral Claim Analysis Tool," Papers 2202.00631, arXiv.org.
    • Handle: RePEc:arx:papers:2202.00631
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