Proceedings of the II International Meeting of Artificial Intelligence in Accounting, Finance and Tax, 27–28 September 1996, Huelva, Spain.
Abstract
This article describes the financial information extraction system under development at the University of Durham. Differently from many others developed in the past, the system has been designed for use in real situations and to alleviate the “data overload” from which traders, brokers, fund managers etc. suffer nowadays. The system is based on the financial activities approach, for the identification of the relevant templates to be extracted from the source articles. The goal of the system is to summarise financial news (either from newspapers or on-line services) producing specific templates associated to the various financial activities. The templates produced can be successfully used for a “meta-analysis” of the news on price behaviour. The system uses natural language processing techniques developed at Durham University which are based on deep natural language processing techniques, as opposed to pattern-matching or statistics.
How to cite
Marco Costantino, Russell J. Collingham, Richard G. Morgan (1996). Financial Information Extraction at the University of Durham. Proceedings of the II International Meeting of Artificial Intelligence in Accounting, Finance and Tax, 27–28 September 1996, Huelva, Spain.
BibTeX entry for reference managers (EndNote, Zotero, Mendeley)
@inproceedings{costantino1996financial,
title = {Financial Information Extraction at the University of Durham},
author = {Marco Costantino and Russell J. Collingham and Richard G. Morgan},
year = {1996},
booktitle = {II International Meeting of Artificial Intelligence in Accounting, Finance and Tax},
url = {https://www.advanced-finance.com/paper-financial-information-extraction-university-of-durham.html}
}