Analysis of Textual data from 10K Financial Reports

Methods

Data ETL and Methods of evaluation
Visualizing our work

Document Embedding

Document Embedding
Word embedding using tf-idf matrices
N-grams Embeddings - Cosine Similarity Analysis
Part-of-Speech (POS) Tagging - Cosine Similarity Analysis
Word2vec
Doc2Vec
Two Towers
Universal Sentence Encoder
Document Embedding Results

Topic Modelling

Topic Modelling Introduction
LDA (Latent Dirichlet Allocation)
LSA (Latent Semantic Analysis)

Dynamic Modelling Analysis

Dynamic Modelling Introduction
Dynamic Company Embedding
Dynamic Topic Modelling

Portfolio Analysis

Mean-Variance Analysis - Minimum Variance
Estimates from Sample Covariance
Estimates from Cosine Similarity
Estimates from Factor Model
Porfolio Analysis Results

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By Peitong Lu, Mary Xu, Richard Ye
© Copyright 2022.