An event-extraction approach for business analysis from online Chinese news

By Songqiao Han, Xiaoling Hao, Hailiang Huang. 2018

37 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Management Science and Operations Research, Natural Language Processing, Information Extraction, Signal Processing

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Omer Berat Sezer
2. M. Ugur Gudelek
3. A. Ozbayoglu

In Management Science and Operations Research

1. M. Ugur Gudelek
2. Omer Berat Sezer
3. A. Ozbayoglu
4. Weiwei Jiang
5. Longbing Cao

In Natural Language Processing

1. A. Ozbayoglu
2. Omer Berat Sezer
3. M. Ugur Gudelek

In Information Extraction

1. A. Ozbayoglu
2. Omer Berat Sezer
3. M. Ugur Gudelek

In Signal Processing

1. A. Ozbayoglu
2. Omer Berat Sezer
3. M. Ugur Gudelek

Citations in the corpus

• Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, methodology): “In [122], financial news and ACE2005 Chinese corpus were used.”
• Deep Learning for Financial Applications : A Survey (2020, background): “In [166], different event-types on Chinese companies are classified based on a novel event-type pattern classification algorithm.”