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Financial Numeral Classification Model Based on BERT

  • Wei Wang
  • Maofu LiuEmail author
  • Yukun Zhang
  • Junyi Xiang
  • Ruibin Mao
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 11966)

Abstract

Numerals contain rich semantic information in financial documents, and they play significant roles in financial data analysis and financial decision making. This paper proposes a model based on the Bidirectional Encoder Representations from Transformers (BERT) to identify the category and subcategory of a numeral in financial documents. Our model holds the obvious advantages in the fine-grained numeral understanding and achieves good performance in the FinNum task at NTCIR-14. The FinNum task is to classify the numerals in financial tweets into seven categories, and further extend these categories into seventeen subcategories. In our proposed model, we first analyze the obtained financial data from the FinNum task and enhance data for some subcategories by entity replacement. And then, we adopt our fine-tuning BERT model to finish the task. As a supplement, some popular traditional and deep learning models have been selected for comparative experiments, and the experimental results show that our model has achieved the state-of-the-art performances.

Keywords

Financial numeral classification Financial data processing FinNum task BERT model 

Notes

Acknowledgments

The work presented in this paper is partially supported by the Major Projects of National Social Foundation of China under Grant No. 11&ZD189.

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Wei Wang
    • 1
    • 2
  • Maofu Liu
    • 1
    • 2
    Email author
  • Yukun Zhang
    • 1
    • 2
  • Junyi Xiang
    • 1
    • 2
  • Ruibin Mao
    • 3
  1. 1.School of Computer Science and TechnologyWuhan University of Science and TechnologyWuhanChina
  2. 2.Hubei Province Key Laboratory of Intelligent Information Processing and Real-Time Industrial SystemWuhanChina
  3. 3.Center for Studies of Information ResourcesWuhan UniversityWuhanChina

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