Implicit Causality Extraction of Financial Events Integrating RACNN and BiLSTM

Autor: JIN Fang-yan, WANG Xiu-li
Jazyk: čínština
Rok vydání: 2022
Předmět:
Zdroj: Jisuanji kexue, Vol 49, Iss 7, Pp 179-186 (2022)
Druh dokumentu: article
ISSN: 1002-137X
DOI: 10.11896/jsjkx.210500190
Popis: The financial field has a large amount of information and high value,especially the implicit causal events which contains huge potential useful value.Carrying out causal analysis on financial domain text to mine the important information hidden in the implicit causal events,understanding the deeper evolutionary logic of the financial field events,to build a financial field knowledge base,which plays an important role in financial risk control and risk early warning.In order to improve the accuracy of identifying the implicit causal events in the financial field,from the perspective of feature mining,based on self-attention mechanism,an implicit causality extraction method integrating recurrent attention convolution neural network(RACNN) and bidirectional long short-term memory(BiLSTM) is proposed.This method combines RACNN that can extract more important local features of text based on an iterative feedback mechanism,BiLSTM that can better extract global features of text,and a self-attention mechanism that can more deeply dig the semantic information of fused features.Experimental results on SemEval-2010 Task 8 and financial field datasets show that the evaluation index F1 value can reach 72.98% and 75.74% respectively,which is significantly better than other comparison models.
Databáze: Directory of Open Access Journals