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Advisor(s)
Abstract(s)
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.
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Citation
El-Haj, M., Rayson, P., Alves, P., Herrero-Zorita, C., Young, S. (2019). Multilingual financial narrative processing: analysing annual reports in English, Spanish and Portuguese. In M. Litvak, N. Vanetik (eds.), Multilingual Text Analysis: Challenges, Models, And Approaches. (pp. 441-463). World Scientific
Publisher
World Scientific Publishing