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Public repository for my MSc Data Science and Society dissertation. Title: Financial Tone in Earnings Calls - An evaluation of FinBERT.

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4 Commits
figures
figures
 
 
01-01_sample_sp500_constituents.ipynb
01-01_sample_sp500_constituents.ipynb
 
 
01-02_sample_sp500_metadata.ipynb
01-02_sample_sp500_metadata.ipynb
 
 
02-01_conference_calls_parse_txt.ipynb
02-01_conference_calls_parse_txt.ipynb
 
 
02-02_conference_calls_preprocess.ipynb
02-02_conference_calls_preprocess.ipynb
 
 
03-01_model_dictionaries.ipynb
03-01_model_dictionaries.ipynb
 
 
03-02_model_finbert.ipynb
03-02_model_finbert.ipynb
 
 
04-01_tone_lm.ipynb
04-01_tone_lm.ipynb
 
 
04-02_tone_finbert.ipynb
04-02_tone_finbert.ipynb
 
 
04-03_tone_measures.ipynb
04-03_tone_measures.ipynb
 
 
05-01_abnormal_returns.ipynb
05-01_abnormal_returns.ipynb
 
 
06-01_analysts_recommendations.ipynb
06-01_analysts_recommendations.ipynb
 
 
06-02_analysts_price_target.ipynb
06-02_analysts_price_target.ipynb
 
 
06-03_analysts_eps_forecast.ipynb
06-03_analysts_eps_forecast.ipynb
 
 
06-04_analysts_output.ipynb
06-04_analysts_output.ipynb
 
 
07-01_dataset_control_variables.ipynb
07-01_dataset_control_variables.ipynb
 
 
07-02_dataset_construction.ipynb
07-02_dataset_construction.ipynb
 
 
08-01_descriptives_sample.ipynb
08-01_descriptives_sample.ipynb
 
 
08-02_descriptives_plot_tone.ipynb
08-02_descriptives_plot_tone.ipynb
 
 
09-01_experiment_financial_phrasebank.ipynb
09-01_experiment_financial_phrasebank.ipynb
 
 
09-02_experiment_fiqa.ipynb
09-02_experiment_fiqa.ipynb
 
 
09-03_experiment_lm_accuracy.ipynb
09-03_experiment_lm_accuracy.ipynb
 
 
09-04_experiment_lm_did.ipynb
09-04_experiment_lm_did.ipynb
 
 
09-05-experiment_car.ipynb
09-05-experiment_car.ipynb
 
 
09-06_experiment_analysts.ipynb
09-06_experiment_analysts.ipynb
 
 
10-01_regressions.do
10-01_regressions.do
 
 
README.md
README.md
 
 
finbert_model.py
finbert_model.py
 
 
finbert_utils.py
finbert_utils.py
 
 
paper_style.py
paper_style.py
 
 
requirements.txt
requirements.txt
 
 
utils.py
utils.py
 
 

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Measuring Financial Tone in Earnings Calls: An evaluation of FinBERT

Repository for my MSc Data Science and Society master dissertation.

Note: some of the outputs are cleared as the data is proprietary

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Public repository for my MSc Data Science and Society dissertation. Title: Financial Tone in Earnings Calls - An evaluation of FinBERT.

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