Automatic classification according to risk to the corporate performance contained in timely disclosures of company information

Abstract

In this paper, we propose a method for classifying timely disclosures of company information with risk to the corporate performance by using deep learning. For example, our method classifies a timely disclosure "A notice of recording a extraordinary loss" as "Including risk". Moreover, our method classifies the timely disclosure as "Extraordinary loss". Our method makes timely disclosures of company information easy to see and investors will be useful to make investment decisions. We evaluate our method and it attained 87.4% accuracy.