Aggregated Earnings Call Dataset

Aggregated Earnings Call Dataset for the paper "FLAG: Financial Long Document Regression via AMR-based GNN" It contained earnings calls data, along with associated price data, that we collected from companies in the S&P 1500 Composite Index from 2010 to 2019. CSV files without "tech" in their filenames contain the full amount of earnings calls we collected, and CSV files with "tech" in their filenames contain the portion of the dataset from the technology sector, which we use in the experiments detailed in the paper.

Related Organizations

Rensselaer Polytechnic Institute
United States

Keywords

long text documents, machine learning, financial documents, language models, earnings calls, graph neural networks, deep learning, text mining, information extraction, natural language processing, text regression

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