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management-discussion-analysis

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jomarmartinezjordas / MSFIN299-Research

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This repository contains the code and data for an exploratory study on financial sentiment analysis of annual reports from the current member companies of the Philippine Stock Exchange index. The study was conducted as part of the MSFIN299 course at the University of the Philippines Diliman

python machine-learning natural-language-processing jupyter-notebook transformer financial-sentiment-analysis finbert hugging-face loughran-mcdonald-dictionary management-discussion-analysis
  • Updated Jul 25, 2023
  • Jupyter Notebook

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