Measuring Consistency in Text-based Financial Forecasting Models

Citation

If you find this repository helps your research, please cite our following paper:

@article{yang2023measuring,
  title={Measuring Consistency in Text-based Financial Forecasting Models},
  author={Yang, Linyi and Ma, Yingpeng and Zhang, Yue},
  journal={arXiv preprint arXiv:2305.08524},
  year={2023}
}

Intro

The repository for ACL-2023 paper Measuring Consistency in Text-based Financial Forecasting Models. We provide our code and data used for the paper.

Dataset

The raw dataset of the earnings call can be found from Qin and Yang, ACL-19. Previous works all have divided the earnings call dataset into mutually exclusive train/validation/test sets in a 7:1:2 ratio based on chronological order. In line with this approach, we obtained the testset and expanded the testset by generating four consistency test sets to evaluate the consistency for model.

Code

Also, we have provided the code we used to generate consistency test examples, to enable researchers to extend their own datasets into a form suitable for testing consistency.

Contact

If you have any questions or concerns, please feel free to email me at mayingpeng33 AT gmail DOT com -- Thanks for reading.