Identifying Firm-Specific Risk Statements in News Articles

被引：0
|
作者：
Lu, Hsin-Min [1 ]
Huang, Nina WanHsin [1 ]
Zhang, Zhu [1 ]
Chen, Tsai-Jyh [2 ]
机构：
[1] Univ Arizona, Dept Management Informat Syst, 1130 E Helen St, Tucson, AZ 85721 USA
[2] Natl Chengchi Univ, Dept Risk Management &Insurance, No 64 Sec 2 ZhiNan Rd Wenshan District, Taipei 11605, Taiwan
来源：
INTELLIGENCE AND SECURITY INFORMATICS, PROCEEDINGS | 2009年 / 5477卷
基金：
美国国家科学基金会;
关键词：
Risk management; epistemic modality; evidentiality; machine learning;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
Textual data are an important information source for risk management for business organizations. To effectively identify, extract, and analyze risk-related statements in textual data, these processes need to be automated. We developed an annotation framework for firm-specific risk statements guided by previous economic, managerial, linguistic, and natural language processing research. A manual annotation study using news articles from the Wall Street Journal was conducted to verify the framework. We designed and constructed an automated risk identification system based on the annotation framework. The evaluation using manually annotated risk statements in news articles showed promising results for automated risk identification.
引用
收藏
页码：42 / +
页数：3
相关论文
共 50 条
  • [21] Firm-Specific Risk-Neutral Distributions with Options and CDS
    Aramonte, Sirio
    Jahan-Parvar, Mohammad R.
    Rosen, Samuel
    Schindler, John W.
    [J]. MANAGEMENT SCIENCE, 2022, 68 (09) : 7018 - 7033
  • [22] Firm-Specific Risk-Neutral Distributions with Options and CDS
    Aramonte, Sirio
    Jahan-Parvar, Mohammad R.
    Rosen, Samuel
    Schindler, John W.
    [J]. MANAGEMENT SCIENCE, 2021,
  • [23] Firm-specific investor sentiment and stock price crash risk
    Fu, Junhui
    Wu, Xiang
    Liu, Yufang
    Chen, Rongda
    [J]. FINANCE RESEARCH LETTERS, 2021, 38
  • [24] Firm-specific seniority and wages
    Barth, E
    [J]. JOURNAL OF LABOR ECONOMICS, 1997, 15 (03) : 495 - 506
  • [25] ATTRIBUTES OF NEWS ABOUT FIRMS - AN ANALYSIS OF FIRM-SPECIFIC NEWS REPORTED IN THE WALL STREET JOURNAL INDEX
    THOMPSON, RB
    OLSEN, C
    DIETRICH, JR
    [J]. JOURNAL OF ACCOUNTING RESEARCH, 1987, 25 (02) : 245 - 274
  • [26] Firm-specific news and idiosyncratic volatility anomalies: Evidence from the Chinese stock market
    Van Hai Hoang
    [J]. COGENT ECONOMICS & FINANCE, 2022, 10 (01):
  • [27] Firm-specific time preferences and postmerger firm performance
    Harris, Jeremiah
    Siebert, Ralph
    [J]. INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION, 2017, 53 : 32 - 62
  • [28] AN ADVANTAGE OF THE MULTIPRODUCT FIRM - THE TRANSFERABILITY OF FIRM-SPECIFIC CAPITAL
    LEVY, DT
    HABER, LJ
    [J]. JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 1986, 7 (03) : 291 - 302
  • [29] The Relationship between ESG Scores and Firm-Specific Risk of Eurozone Banks
    Izcan, Doga
    Bektas, Eralp
    [J]. SUSTAINABILITY, 2022, 14 (14)
  • [30] Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability
    Patton, Andrew J.
    Verardo, Michela
    [J]. REVIEW OF FINANCIAL STUDIES, 2012, 25 (09): : 2789 - 2839
12345