Introduction

The latest code and data for Coling 2018 paper "Learning Target-specific Representations of Financial News Documents for Cumulative Abnormal Return Prediction." We have applied the model to two different tasks, i.e., Cumulative Abnormal Return Prediction and Document-level Stance Detection

Cumulative Abnormal Return Prediction

The codes and data can be found in abrt_code/ and abrt_data/ directories, respectively.

Document-level Stance Detection

The codes and data can be found in stance_code/ and stance_data/ directories, respectively.

if you use data or code of this repo, please cite

@inproceedings{duan2018learning,
	title={Learning Target-Specific Representations of Financial News Documents For Cumulative Abnormal Return Prediction},
	author={Duan, Junwen and Zhang, Yue and Ding, Xiao and Chang, Ching-Yun and Liu, Ting},
	booktitle={Proceedings of the 27th International Conference on Computational Linguistics},
	pages={2823--2833},
	year={2018}