The sheer volume of financial statements makes it difficult for humans to access and analyze a business’s financials. Robust numerical reasoning likewise faces unique challenges in this domain. In this work, we focus on answering deep questions over financial data, aiming to automate the analysis of a large corpus of financial documents. In contrast to existing tasks on general domain, the finance domain includes complex numerical reasoning and understanding of heterogeneous representations. To facilitate analytical progress, we propose a new large-scale dataset, FinQA, with Question-Answering pairs over Financial reports, written by financial experts. We also annotate the gold reasoning programs to ensure full explainability. We further introduce baselines and conduct comprehensive experiments in our dataset. The results demonstrate that popular, large, pre-trained models fall far short of expert humans in acquiring finance knowledge and in complex multi-step numerical reasoning on that knowledge. Our dataset – the first of its kind – should therefore enable significant, new community research into complex application domains. The dataset and code are publicly available at https://github.com/czyssrs/FinQA.

Information visualization is critical to analytical reasoning and knowledge discovery. We present an interactive studio that integrates perceptive visualization techniques with powerful text analytics algorithms to assist humans in sense-making of large complex text corpora. The novel visual representations introduced here encode the features delivered by modern text mining models using advanced metaphors such as hypergraphs, nested topologies and tessellated planes. They enhance human-computer interaction experience for various tasks such as summarization, exploration, organization and labeling of documents. We demonstrate the ability of the visuals to surface the structure, relations and concepts from documents across different domains.

This paper describes the approach we used for SemEval-2017 Task 4: Sentiment Analysis in Twitter. Topic-based (target-dependent) sentiment analysis has become attractive and been used in some applications recently, but it is still a challenging research task. In our approach, we take the left and right context of a target into consideration when generating polarity classification features. We use two types of word embeddings in our classifiers: the general word embeddings learned from 200 million tweets, and sentiment-specific word embeddings learned from 10 million tweets using distance supervision. We also incorporate a text feature model in our algorithm. This model produces features based on text negation, tf.idf weighting scheme, and a Rocchio text classification method. We participated in four subtasks (B, C, D & E for English), all of which are about topic-based message polarity classification. Our team is ranked #6 in subtask B, #3 by MAEu and #9 by MAEm in subtask C, #3 using RAE and #6 using KLD in subtask D, and #3 in subtask E.

This paper describes the approach we used for SemEval-2017 Task 5: Fine-Grained Sentiment Analysis on Financial Microblogs. We use three types of word embeddings in our algorithm: word embeddings learned from 200 million tweets, sentiment-specific word embeddings learned from 10 million tweets using distance supervision, and word embeddings learned from 20 million StockTwits messages. In our approach, we also take the left and right context of the target company into consideration when generating polarity prediction features. All the features generated from different word embeddings and contexts are integrated together to train our algorithm

Previous studies have shown that investor sentiment indicators can predict stock market change. A domain-specific sentiment lexicon and sentiment-oriented word embedding model would help the sentiment analysis in financial domain and stock market. In this paper, we present a new approach to learning stock market lexicon from StockTwits, a popular financial social network for investors to share ideas. It learns word polarity by predicting message sentiment, using a neural net-work. The sentiment-oriented word embeddings are learned from tens of millions of StockTwits posts, and this is the first study presenting sentiment-oriented word embeddings for stock market. The experiments of predicting investor sentiment show that our lexicon outperformed other lexicons built by the state-of-the-art methods, and the sentiment-oriented word vector was much better than the general word embeddings.