Yet at the FinNLP-2022 ERAI Task: Modified models for evaluating the Rationales of Amateur Investors
Abstract
The financial reports usually reveal the recent development of the company and often cause the volatility in the company’s share price. The opinions causing higher maximal potential profit and lower maximal loss can help the amateur investors choose rational strategies. FinNLP-2022 ERAI task aims to quantify the opinions’ potentials of leading higher maximal potential profit and lower maximal loss. In this paper, different strategies were applied to solve the ERAI tasks. Valinna ‘RoBERTa-wwm’ showed excellent performance and helped us rank second in ‘MPP’ label prediction task. After integrating some tricks, the modified ‘RoBERTa-wwm’ outperformed all other models in ‘ML’ ranking task.- Anthology ID:
- 2022.finnlp-1.17
- Volume:
- Proceedings of the Fourth Workshop on Financial Technology and Natural Language Processing (FinNLP)
- Month:
- December
- Year:
- 2022
- Address:
- Abu Dhabi, United Arab Emirates (Hybrid)
- Editors:
- Chung-Chi Chen, Hen-Hsen Huang, Hiroya Takamura, Hsin-Hsi Chen
- Venue:
- FinNLP
- SIG:
- Publisher:
- Association for Computational Linguistics
- Note:
- Pages:
- 132–135
- Language:
- URL:
- https://aclanthology.org/2022.finnlp-1.17
- DOI:
- 10.18653/v1/2022.finnlp-1.17
- Cite (ACL):
- Yan Zhuang and Fuji Ren. 2022. Yet at the FinNLP-2022 ERAI Task: Modified models for evaluating the Rationales of Amateur Investors. In Proceedings of the Fourth Workshop on Financial Technology and Natural Language Processing (FinNLP), pages 132–135, Abu Dhabi, United Arab Emirates (Hybrid). Association for Computational Linguistics.
- Cite (Informal):
- Yet at the FinNLP-2022 ERAI Task: Modified models for evaluating the Rationales of Amateur Investors (Zhuang & Ren, FinNLP 2022)
- PDF:
- https://preview.aclanthology.org/nschneid-patch-4/2022.finnlp-1.17.pdf