Exploring the Sentiments in Financial Disclosures with Deep Learning

My latest article, ‘Exploring the Sentiments in Financial Disclosures with Deep Learning’, is available at SSRN. https://dx.doi.org/10.2139/ssrn.4549328 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4549328

7th International Conference on Applied Theory, Macro and Empirical Finance (AMEF)

My paper entitled: “Creating an Information Disclosure Index and an Assessment of Financial Asymmetries with Natural Language Processing” has been accepted for presentation at the 7th International Conference on Applied Theory, Macro and Empirical Finance (AMEF) that will take place at the Department…

43rd EBES Conference

I will be presenting my paper ‘Symmetric or Asymmetric Information? A Machine Learning Approach for Financial Sentiment’ at the 43rd EBES Conference.

42nd EBES Conference

I will present my paper titled ‘Financial Sentiment Index with Natural Language Processing’ at the 42nd EBES Conference in Lisbon.

Workshop on the 20th Anniversary of the IAM @ METU

I will be disseminating my TÜBİTAK -2232 project (118C-199) outcomes at the workshop on the 20th Anniversary of the IAM, here at METU. You can find the details of the programme at the following link: https://20years-iam.metu.edu.tr/programme.html

What are Shapley Additive exPlanations (SHAP) values?

If you search for “SHAP analysis,” you’ll find its origins in a 2017 article by Lundberg and Lee titled “A Unified Approach to Interpreting Model Predictions.” This groundbreaking work introduces the concept of “Shapley Additive exPlanations,” often referred to as SHAP. When employing…

Understanding Economics Through Shapley Values: A Visual Explanation

Shapley Values: Ensuring Equity in Game Theory Shapley Values are a fundamental concept in game theory, offering an equitable mechanism for dividing the total gains of a collaborative game among its participants. Introduced by Lloyd Shapley in 1953, this idea centres on the…

FinBERT

Introducing FinBERT: Tailoring BERT for Financial Sentiment Analysis BERT proved to be an optimal fit for our financial sentiment analysis undertaking. Even with a limited dataset, the prospect of harnessing cutting-edge NLP models became attainable. Nevertheless, a vital consideration emerged – our domain,…

Bidirectional Encoder Representations from Transformers (BERT)

BERT Within this article, we are set to present an abridged account of our triumphant resolution of a financial sentiment classification conundrum utilizing Bidirectional Encoder Representations from Transformers (BERT). Notably, our approach propelled the state-of-the-art performance forward by an impressive margin of 15…

Major Challenges of Natural Language Processing

Major Challenges of Natural Language Processing Natural Language Processing is a strong tool that has enormous advantages but also has many drawbacks and difficulties. Contextual words and phrases and homonyms The same words and sentences may have a different meaning, and several words,…