Annual Report(10-K) Explainable Sentence Dataset
Explainable Sentence Dataset Description
Explainable Sentence Dataset contains ~160,000 sentences (extracted from 'Management's Discussion & Analysis' of Annual Reports (1996-2018)). Sentences from this dataset provide reasons for changes in the company's stock price.
- Extract "Management's Discussion & Analysis' from Annual Report.
- Extract explainable sentences from 1.
'Management's Discussion & Analysis' of Annual Reports(1996-2006) http://www.cs.cmu.edu/~ark/10K/ These data were primarily by Bryan Routledge, Shimon Kogan, Jacob Sagi, and Noah Smith.
We followed the MDA extraction method from the paper "Predicting Risk from Financial Reports with Regression"
A machine learning and statistical inference framework for explainable artificial intelligence(의사결정 이유를 설명할 수 있는 인간 수준의 학습·추론 프레임워크 개발)
Ministry of Science and ICT/XAIC
UNIST, Korea Univ., Yonsei Univ., KAIST., AItrics