9 papers
Economy Watchers Survey Provides Datasets and Tasks for Japanese Financial Domain
Masahiro Suzuki, Hiroki Sakaji
Natural language processing (NLP) tasks in English and general domains are widely available and are often used to evaluate pre-trained language models. In contrast, fewer tasks are…
Interactive DualChecker for Mitigating Hallucinations in Distilling Large Language Models
Meiyun Wang, Masahiro Suzuki, Hiroki Sakaji +1
Large Language Models (LLMs) have demonstrated exceptional capabilities across various machine learning (ML) tasks. Given the high costs of creating annotated datasets for supervis…
SSAAM: Sentiment Signal-based Asset Allocation Method with Causality Information
Rei Taguchi, Hiroki Sakaji, Kiyoshi Izumi
This study demonstrates whether financial text is useful for tactical asset allocation using stocks by using natural language processing to create polarity indexes in financial new…
SETN: Stock Embedding Enhanced with Textual and Network Information
Takehiro Takayanagi, Hiroki Sakaji, Kiyoshi Izumi
Stock embedding is a method for vector representation of stocks. There is a growing demand for vector representations of stock, i.e., stock embedding, in wealth management sectors,…
Bilateral Trade Flow Prediction by Gravity-informed Graph Auto-encoder
Naoto Minakawa, Kiyoshi Izumi, Hiroki Sakaji
The gravity models has been studied to analyze interaction between two objects such as trade amount between a pair of countries, human migration between a pair of countries and tra…
Discovery of Rare Causal Knowledge from Financial Statement Summaries
Hiroki Sakaji, Jason Bennett, Risa Murono +2
What would happen if temperatures were subdued and result in a cool summer? One can easily imagine that air conditioner, ice cream or beer sales would be suppressed as a result of…