Aggregated FIN10K Dataset

These seven .csv files contain the logarithms of the stock return volatitilies, as well as the MDA sections of the FIN10K dataset used to replicate the experiment done in Tsai and Wang (2017), but for FETILDA. They are directly used by the Python scripts for training, validation, and testing. Among them, train-results.csv is used for training and testing, and the rest of the six .csv files are used for testing for the years 2001-2006, respectively.

Related Organizations

Rensselaer Polytechnic Institute
United States

Keywords

long text documents, machine learning, financial documents, language models, text mining, information extraction, natural language processing, 10-K reports, text regression

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	0
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average