政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/75278

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113648/144635 (79%)
Visitors : 51617577 Online Users : 498

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 資訊學院 > 資訊科學系 > 期刊論文 > Item 140.119/75278

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/75278

Title:	Risk ranking from financial reports
Authors:	Tsai, Ming-Feng 蔡銘峰 Wang, C.-J.
Contributors:	資科系
Keywords:	Financial reports;Learning to rank;Ranking;Ranking approach;Ranking problems;Soft information;Text information;Volatility;Industry;Information retrieval;Finance
Date:	2013-03
Issue Date:	2015-05-21 17:25:25 (UTC+8)
Abstract:	This paper attempts to use soft information in finance to rank the risk levels of a set of companies. Specifically, we deal with a ranking problem with a collection of financial reports, in which each report is associated with a company. By using text information in the reports, which is so-called the soft information, we apply learning-to-rank techniques to rank a set of companies to keep them in line with their relative risk levels. In our experiments, a collection of financial reports, which are annually published by publicly-traded companies, is employed to evaluate our ranking approach; moreover, a regression-based approach is also carried out for comparison. The experimental results show that our ranking approach not only significantly outperforms the regression-based one, but identifies some interesting relations between financial terms. © 2013 Springer-Verlag.
Relation:	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 7814, 804-807
Data Type:	article
DOI 連結:	http://dx.doi.org/10.1007/978-3-642-36973-5_89
DOI:	10.1007/978-3-642-36973-5_89
Appears in Collections:	[資訊科學系] 期刊論文

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML2	906	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...