The abundance of on-line electronic financial news articles has opened up new possibilities for intelligent systems that could extract and organize relevant knowledge automatically in a usable format. While most typical information extraction systems require a hand-built dictionary of templates and, subsequently, are subject to ceaseless modification to accommodate new patterns that are observed in the text, in this research, we propose a novel text-based decision support system (DSS) that will (i) extract event sequences from shallow text patterns and (ii) predict the likelihood of the occurrence of events using a classifier-based inference engine. We investigated more than 2,000 financial reports with 28,000 sentences. Experiments show the DSS outperforms other similar statistical models.
Chan, Samuel W.K., "Knowledge Discovery from Financial Text" (2009). ICEB 2009 Proceedings (Macau, SAR China). 33.