Enhancing Volatility Forecasting in Financial Markets: A General Numeral Attachment Dataset for Understanding Earnings Calls
Ming-Xuan Shi, Chung-Chi Chen, Hen-Hsen Huang, Hsin-Hsi Chen
- Anthology ID:
- 2023.ijcnlp-short.5
- Volume:
- Proceedings of the 13th International Joint Conference on Natural Language Processing and the 3rd Conference of the Asia-Pacific Chapter of the Association for Computational Linguistics (Volume 2: Short Papers)
- Month:
- November
- Year:
- 2023
- Address:
- Nusa Dua, Bali
- Editors:
- Jong C. Park, Yuki Arase, Baotian Hu, Wei Lu, Derry Wijaya, Ayu Purwarianti, Adila Alfa Krisnadhi
- Venues:
- IJCNLP | AACL
- SIG:
- Publisher:
- Association for Computational Linguistics
- Note:
- Pages:
- 37–42
- Language:
- URL:
- https://preview.aclanthology.org/ingest_wac_2008/2023.ijcnlp-short.5/
- DOI:
- 10.18653/v1/2023.ijcnlp-short.5
- Cite (ACL):
- Ming-Xuan Shi, Chung-Chi Chen, Hen-Hsen Huang, and Hsin-Hsi Chen. 2023. Enhancing Volatility Forecasting in Financial Markets: A General Numeral Attachment Dataset for Understanding Earnings Calls. In Proceedings of the 13th International Joint Conference on Natural Language Processing and the 3rd Conference of the Asia-Pacific Chapter of the Association for Computational Linguistics (Volume 2: Short Papers), pages 37–42, Nusa Dua, Bali. Association for Computational Linguistics.
- Cite (Informal):
- Enhancing Volatility Forecasting in Financial Markets: A General Numeral Attachment Dataset for Understanding Earnings Calls (Shi et al., IJCNLP-AACL 2023)
- PDF:
- https://preview.aclanthology.org/ingest_wac_2008/2023.ijcnlp-short.5.pdf