BERT for Finance : UC Berkeley MIDS w266 Final Project
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Vinicio DeSola, Kevin Hanna, Pri Nonis
Goal 1
FinBERT-Prime_128MSL-500K+512MSL-10K vs BERT- Compare mask LM prediction accurracy on technical financial sentences - Compare analogy on financial relationships
Goal 2
FinBERT-Prime_128MSL-500K vs FinBERT-Pre2K_128MSL-500K- Compare mask LM prediction accuracy on financial news from 2019 - Compare analogy on financial relationship, measure shift in understanding : risk vs climate in 1999 vs 2019
Goal 3
FinBERT-Prime_128MSL-500K vs FinBERT-Prime_128MSK-500K+512MSL-10K- Compare mask LM prediction accuracy on long financial sentences
Goal 4
FinBERT-Combo_128MSL-250K vs FinBERT-Prime_128MSL-500K+512MSL-10K- Compare mask LM prediction accuracy on financial sentences : can we get same accuracy with less training by building on original BERT weights.
Prime
Pre-trained from scratch on 2017, 2018, 2019 SEC 10K dataset
Pre2K
Pre-traind from scratch on 1998, 1999 SEC 10K dataset
Combo
Pre-trained continued from original BERT on 2017, 2018, 2019 SEC 10K dataset