README.md

metadata

language: en
tags:
  - financial-sentiment-analysis
  - sentiment-analysis
  - language-perceiver
datasets:
  - financial_phrasebank
widget:
  - text: INDEX100 fell sharply today.
  - text: ImaginaryJetCo bookings hit by Omicron variant as losses total £1bn.
  - text: Q1 ImaginaryGame's earnings beat expectations.
  - text: Should we buy IMAGINARYSTOCK today?

FINPerceiver

FINPerceiver is a fine-tuned Perceiver IO language model for financial sentiment analysis. More details on the training process of this model are available on the GitHub repository.

We achieved the following results with 10-fold cross validation.

eval/accuracy  0.8624 (stdev 0.01922)
eval/f1        0.8416 (stdev 0.03738)
eval/loss      0.4314 (stdev 0.05295)
eval/precision 0.8438 (stdev 0.02938)
eval/recall    0.8415 (stdev 0.04458)

The hyperparameters used are as follows.

per_device_train_batch_size  16
per_device_eval_batch_size   16
num_train_epochs             4
learning_rate                2e-5

Datasets

This model was trained on the Financial PhraseBank (>= 50% agreement)