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financial-text-analysis

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chirindaopensource / extracting_structure_press_releases_predicting_earnings_announcement_returns

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End-to-End Python implementation of Wu et al.'s (2025) ICAIF'25 paper. It translates unstructured earnings press releases into quantifiable market signals. Implements oLDA topic modeling, Transformer embeddings (BERT/FinBERT/MPNET), GPT-4o interpretability, and rigorous econometric analysis.

natural-language-processing scikit-learn pytorch econometrics topic-modeling quantitative-finance financial-data asset-pricing sec-edgar panel-data computational-finance lasso-regression explainable-ai shap huggingface transformer-models finbert research-replication earnings-analysis financial-text-analysis
  • Updated Oct 12, 2025
  • Jupyter Notebook

asikur2745 / extracting_structure_press_releases_predicting_earnings_announcement_returns

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📈 Analyze press releases to predict earnings announcement returns using structured data and natural language processing techniques.

scikit-learn pytorch econometrics topic-modeling quantitative-finance financial-data sec-edgar panel-data computational-finance lasso-regression explainable-ai shap huggingface transformer-models finbert research-replication earnings-analysis financial-text-analysis
  • Updated Jan 5, 2026
  • Jupyter Notebook

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