UPB at FinCausal-2020, Tasks 1 & 2: Causality Analysis in Financial Documents using Pretrained Language Models

Marius Ionescu, Andrei-Marius Avram, George-Andrei Dima, Dumitru-Clementin Cercel, Mihai Dascalu


Abstract
Financial causality detection is centered on identifying connections between different assets from financial news in order to improve trading strategies. FinCausal 2020 - Causality Identification in Financial Documents – is a competition targeting to boost results in financial causality by obtaining an explanation of how different individual events or chain of events interact and generate subsequent events in a financial environment. The competition is divided into two tasks: (a) a binary classification task for determining whether sentences are causal or not, and (b) a sequence labeling task aimed at identifying elements related to cause and effect. Various Transformer-based language models were fine-tuned for the first task and we obtained the second place in the competition with an F1-score of 97.55% using an ensemble of five such language models. Subsequently, a BERT model was fine-tuned for the second task and a Conditional Random Field model was used on top of the generated language features; the system managed to identify the cause and effect relationships with an F1-score of 73.10%. We open-sourced the code and made it available at: https://github.com/avramandrei/FinCausal2020.
Anthology ID:
2020.fnp-1.8
Volume:
Proceedings of the 1st Joint Workshop on Financial Narrative Processing and MultiLing Financial Summarisation
Month:
December
Year:
2020
Address:
Barcelona, Spain (Online)
Editors:
Dr Mahmoud El-Haj, Dr Vasiliki Athanasakou, Dr Sira Ferradans, Dr Catherine Salzedo, Dr Ans Elhag, Dr Houda Bouamor, Dr Marina Litvak, Dr Paul Rayson, Dr George Giannakopoulos, Nikiforos Pittaras
Venue:
FNP
SIG:
Publisher:
COLING
Note:
Pages:
55–59
Language:
URL:
https://aclanthology.org/2020.fnp-1.8
DOI:
Bibkey:
Cite (ACL):
Marius Ionescu, Andrei-Marius Avram, George-Andrei Dima, Dumitru-Clementin Cercel, and Mihai Dascalu. 2020. UPB at FinCausal-2020, Tasks 1 & 2: Causality Analysis in Financial Documents using Pretrained Language Models. In Proceedings of the 1st Joint Workshop on Financial Narrative Processing and MultiLing Financial Summarisation, pages 55–59, Barcelona, Spain (Online). COLING.
Cite (Informal):
UPB at FinCausal-2020, Tasks 1 & 2: Causality Analysis in Financial Documents using Pretrained Language Models (Ionescu et al., FNP 2020)
Copy Citation:
PDF:
https://preview.aclanthology.org/naacl-24-ws-corrections/2020.fnp-1.8.pdf
Code
 avramandrei/fincausal2020