Multiple recent research works in Finance try to quantify the exposure of market assets to various risks from text and how assets react if the risk materialize itself. We consider risk sections from french Financial Corporate Annual Reports, which are regulated documents with a mandatory section containing important risks the company is facing, to extract an accurate risk profile and exposure of companies. We identify multiple pitfalls of topic models when applied to corporate filing financial domain data for unsupervised risk distribution extraction which has not yet been studied on this domain. We propose two new metrics to evaluate the behavior of different types of topic models with respect to pitfalls previously mentioned about document risk distribution extraction. Our evaluation will focus on three aspects: regularizations, down-sampling and data augmentation. In our experiments, we found that classic Topic Models require down-sampling to obtain unbiased risks, while Topic Models using metadata and in-domain pre-trained word-embeddings partially correct the coherence imbalance per subdomain and remove sector’s specific language from the detected themes. We then demonstrate the relevance and usefulness of the extracted information with visualizations that help to understand the content of such corpus and its evolution along the years.

Recent advances in neural computing and word embeddings for semantic processing open many new applications areas which had been left unaddressed so far because of inadequate language understanding capacity. But this new kind of approaches rely even more on training data to be operational. Corpora for financial applications exists, but most of them concern stock market prediction and are in English. To address this need for the French language and regulation oriented applications which require a deeper understanding of the text content, we hereby present “DoRe”, a French and dialectal French Corpus for NLP analytics in Finance, Regulation and Investment. This corpus is composed of: (a) 1769 Annual Reports from 336 companies among the most capitalized companies in: France (Euronext Paris) & Belgium (Euronext Brussels), covering a time frame from 2009 to 2019, and (b) related MetaData containing information for each company about its ISIN code, capitalization and sector. This corpus is designed to be as modular as possible in order to allow for maximum reuse in different tasks pertaining to Economics, Finance and Regulation. After presenting existing resources, we relate the construction of the DoRe corpus and the rationale behind our choices, concluding on the spectrum of possible uses of this new resource for NLP applications.