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Structured Paragraph Embeddings of Financial Earnings Calls

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Porter JenkinsAuthors Info & Claims

WWW '20: Companion Proceedings of the Web Conference 2020

Pages 264 - 268

https://doi.org/10.1145/3366424.3382085

Published: 20 April 2020 Publication History

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Abstract

Financial earnings calls contain rich information about the quarterly performance and future projections of public companies. Such information is highly relevant to developing trading strategies and understanding economic trends. However, due to the unstructured nature of call transcripts important signals can be difficult to extract. In this preliminary work, we propose a novel paragraph embedding method that leverages the structure inherent in the Q&A format of earnings calls. We show that the proposed method improves classification performance over more general methods and provides a useful measure of similarity between paragraphs.

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Index Terms

Structured Paragraph Embeddings of Financial Earnings Calls

Index terms have been assigned to the content through auto-classification.

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Published In

WWW '20: Companion Proceedings of the Web Conference 2020

April 2020

854 pages

ISBN:9781450370240

DOI:10.1145/3366424

Editors:
Amal El Fallah Seghrouchni
Sorbonne University, France
,
Gita Sukthankar
University of Central Florida, United States
,
Tie-Yan Liu
Microsoft Research Asia, China
,
Maarten van Steen
University of Twente, Netherlands

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

New York, NY, United States

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Published: 20 April 2020

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WWW '20: The Web Conference 2020

April 20 - 24, 2020

Taipei, Taiwan

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Abstract

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Index Terms

Recommendations

Predictability of Post-Earnings Announcement Drift with Textual and Contextual Factors of Earnings Calls

An Exploratory Study of Stock Price Movements from Earnings Calls

Flight to Earnings: The Role of Earnings in Periods of Capital Scarcity

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