NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-task Financial Forecasting
NumHTML:面向多任务金融预测的数值感知分层 Transformer 模型
Financial forecasting has been an important and active area of machine learning research because of the challenges it presents and the potential rewards that even minor improvements in prediction accuracy or forecasting may entail. Traditionally, financial forecasting has heavily relied on quantitative indicators and metrics derived from structured financial statements. Earnings conference call data, including text and audio, is an important source of unstructured data that…