@inproceedings{jacobs-hoste-2020-extracting,
title = "Extracting Fine-Grained Economic Events from Business News",
author = "Jacobs, Gilles and
Hoste, Veronique",
booktitle = "Proceedings of the 1st Joint Workshop on Financial Narrative Processing and MultiLing Financial Summarisation",
month = dec,
year = "2020",
address = "Barcelona, Spain (Online)",
publisher = "COLING",
url = "https://aclanthology.org/2020.fnp-1.36",
pages = "235--245",
abstract = "Based on a recently developed fine-grained event extraction dataset for the economic domain, we present in a pilot study for supervised economic event extraction. We investigate how a state-of-the-art model for event extraction performs on the trigger and argument identification and classification. While F1-scores of above 50{\%} are obtained on the task of trigger identification, we observe a large gap in performance compared to results on the benchmark ACE05 dataset. We show that single-token triggers do not provide sufficient discriminative information for a fine-grained event detection setup in a closed domain such as economics, since many classes have a large degree of lexico-semantic and contextual overlap.",
}
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<abstract>Based on a recently developed fine-grained event extraction dataset for the economic domain, we present in a pilot study for supervised economic event extraction. We investigate how a state-of-the-art model for event extraction performs on the trigger and argument identification and classification. While F1-scores of above 50% are obtained on the task of trigger identification, we observe a large gap in performance compared to results on the benchmark ACE05 dataset. We show that single-token triggers do not provide sufficient discriminative information for a fine-grained event detection setup in a closed domain such as economics, since many classes have a large degree of lexico-semantic and contextual overlap.</abstract>
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%0 Conference Proceedings
%T Extracting Fine-Grained Economic Events from Business News
%A Jacobs, Gilles
%A Hoste, Veronique
%S Proceedings of the 1st Joint Workshop on Financial Narrative Processing and MultiLing Financial Summarisation
%D 2020
%8 dec
%I COLING
%C Barcelona, Spain (Online)
%F jacobs-hoste-2020-extracting
%X Based on a recently developed fine-grained event extraction dataset for the economic domain, we present in a pilot study for supervised economic event extraction. We investigate how a state-of-the-art model for event extraction performs on the trigger and argument identification and classification. While F1-scores of above 50% are obtained on the task of trigger identification, we observe a large gap in performance compared to results on the benchmark ACE05 dataset. We show that single-token triggers do not provide sufficient discriminative information for a fine-grained event detection setup in a closed domain such as economics, since many classes have a large degree of lexico-semantic and contextual overlap.
%U https://aclanthology.org/2020.fnp-1.36
%P 235-245
Markdown (Informal)
[Extracting Fine-Grained Economic Events from Business News](https://aclanthology.org/2020.fnp-1.36) (Jacobs & Hoste, FNP 2020)
ACL