Official code for ''RAG Meets Temporal Graphs: Time-Sensitive Modeling and Retrieval for Evolving Knowledge''.
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Feb 25, 2026 - Python
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financial-text-analysis
Here are 4 public repositories matching this topic...
End-to-End Python implementation of Wu et al.'s (2025) ICAIF'25 paper. It translates unstructured earnings press releases into quantifiable market signals. Implements oLDA topic modeling, Transformer embeddings (BERT/FinBERT/MPNET), GPT-4o interpretability, and rigorous econometric analysis.
natural-language-processing scikit-learn pytorch econometrics topic-modeling quantitative-finance financial-data asset-pricing sec-edgar panel-data computational-finance lasso-regression explainable-ai shap huggingface transformer-models finbert research-replication earnings-analysis financial-text-analysis
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Oct 12, 2025 - Jupyter Notebook
A custom spaCy-based Named Entity Recognition (NER) model designed for financial texts, capable of identifying companies, stock symbols, market indexes, and stock exchanges for use in news analytics and trading insights.
nlp machine-learning text-mining information-extraction spacy named-entity-recognition finance-data trading-analytics financial-text-analysis
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Oct 15, 2025 - Jupyter Notebook
📈 Analyze press releases to predict earnings announcement returns using structured data and natural language processing techniques.
scikit-learn pytorch econometrics topic-modeling quantitative-finance financial-data sec-edgar panel-data computational-finance lasso-regression explainable-ai shap huggingface transformer-models finbert research-replication earnings-analysis financial-text-analysis
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Apr 21, 2026 - Jupyter Notebook
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