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arXiv:2402.11955 등록 2024-02-19

Analysis of Multidomain Abstractive Summarization Using Salience Allocation

This paper explores the realm of abstractive text summarization through the lens of the SEASON (Salience Allocation as Guidance for Abstractive SummarizatiON) technique, a model designed to enhance summarization by leveraging salience allocation techniques. The study evaluates SEASON's efficacy by comparing it with prominent models like BART, PEGASUS, and ProphetNet, all fine-tuned for various text summarization tasks. The assessment is conducted using diverse datasets including CNN/Dailymail, SAMSum, and Financial-news based Event-Driven Trading (EDT), with a specific focus on a financial dataset containing a substantial volume of news articles from 2020/03/01 to 2021/05/06. This paper employs various evaluation metrics such as ROUGE, METEOR, BERTScore, and MoverScore to evaluate the performance of these models fine-tuned for generating abstractive summaries. The analysis of these metrics offers a thorough insight into the strengths and weaknesses demonstrated by each model in summarizing news dataset, dialogue dataset and financial text dataset. The results presented in this paper not only contribute to the evaluation of the SEASON model's effectiveness but also illuminate the intricacies of salience allocation techniques across various types of datasets.

arXiv 원문 상세

arXiv:2105.12825공식 코드 · Papers with Code 등록 2021-05-26

Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading

In this paper, we introduce an event-driven trading strategy that predicts stock movements by detecting corporate events from news articles. Unlike existing models that utilize textual features (e.g., bag-of-words) and sentiments to directly make stock predictions, we consider corporate events as the driving force behind stock movements and aim to profit from the temporary stock mispricing that may occur when corporate events take place. The core of the proposed strategy is a bi-level event detection model. The low-level event detector identifies events' existences from each token, while the high-level event detector incorporates the entire article's representation and the low-level detected results to discover events at the article-level. We also develop an elaborately-annotated dataset EDT for corporate event detection and news-based stock prediction benchmark. EDT includes 9721 news articles with token-level event labels as well as 303893 news articles with minute-level timestamps and comprehensive stock price labels. Experiments on EDT indicate that the proposed strategy outperforms all the baselines in winning rate, excess returns over the market, and the average return on each transaction.

arXiv 원문 상세