Extraction of Causal Information from Summaries of Financial Statements by Automatic Generation of Training Data

Abstract

In this research, we propose a method to extract sentences including causal information concerning business performance (e.g. ”Orders of semiconductor manufacturing equipments were good”) from summary of financial statements. A previous research to extract sentences including causal information concerning business performance from summary of financial statements exists[13]. In contrast, our method automatically generates training data by more accurately narrowing down the sentences extracted by the previous method. Using them, our method extracts more sentences including causal information concerning business performance than the previous method by deep learning.