TDJEE: A Document-Level Joint Model for Financial Event Extraction

Abstract

Extracting financial events from numerous financial announcements is very important for investors to make right decisions. However, it is still challenging that event arguments always scatter in multiple sentences in a financial announcement, while most existing event extraction models only work in sentence-level scenarios. To address this problem, this paper proposes a relation-aware Transformer-based Document-level Joint Event Extraction model (TDJEE), which encodes relations between words into the context and leverages modified Transformer to capture document-level information to fill event arguments. Meanwhile, the absence of labeled data in financial domain could lead models be unstable in extraction results, which is known as the cold start problem. Furthermore, a Fonduer-based knowledge base combined with the distant supervision method is proposed to simplify the event labeling and provide high quality labeled training corpus for model training and evaluating. Experimental results on real-world Chinese financial announcement show that, compared with other models, TDJEE achieves competitive results and can effectively extract event arguments across multiple sentences.