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  • Multilingual financial narrative processing: analysing annual reports in English, Spanish and Portuguese
    Publication . El-Haj, Mahmoud; Rayson, Paul; Alves, Paulo; Herrero-Zorita, Carlos; Young, Steven
    This chapter describes and evaluates the use of information extraction (IE) and natural language processing (NLP) methods for extraction and analysis of financial annual reports in three languages: English, Spanish, and Portuguese. The work described retains information on document structure which is needed to enable a clear distinction between narrative and financial statement components of annual reports and between individual sections within the narratives component. Extraction accuracy varies between languages with English exceeding 95%. We apply the extraction methods on a comprehensive sample of annual reports published by UK, Spanish, and Portuguese non-financial firms between 2003 and 2014.