決算短信から抽出した業績要因文の事業セグメントに基づく分類と業績文の抽出

抄録

In this research, we propose a method to automatically classify sentences including causal information concerning business performance (e.g. "Orders of semiconductor manufacturing equipment were good.") extracted from summary of financial statements of companies based on business segments of the companies. Moreover, we propose a method to extract performance sentences from summary of financial statements. For example, the sentences including causal information extracted form summaries of financial statements of SUBARU Co., Ltd. are classified to either "automobile" segment or "aerospace" segment. In addition, our method extracts performance sentences, e.g. "Sales were \3,262.0 billion, an increase of \93.7 billion (2.9%) compared with the previous fiscal year.", by deep learning and automatically generates training data.