LLM-classified comments from Japan's Economy Watchers Survey yield price sentiment indices whose correlations with official CPI, CGPI, and SPPI are modestly higher than the previous word-based benchmark.
Economy Watchers Survey Provides Datasets and Tasks for Japanese Financial Domain
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abstract
Natural language processing (NLP) tasks in English and general domains are widely available and are often used to evaluate pre-trained language models. In contrast, fewer tasks are available for languages other than English and in the financial domain. Particularly, tasks in the Japanese and financial domains are limited. We develop two large datasets using data published by a Japanese central government agency. The datasets provide three Japanese financial NLP tasks, including 3- and 12-class classifications for categorizing sentences, along with a 5-class classification task for sentiment analysis. Our datasets are designed to be comprehensive and updated by leveraging an automatic update framework that ensures that the latest task datasets are publicly always available.
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cs.CL 1years
2024 1verdicts
CONDITIONAL 1representative citing papers
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Refined and Segmented Price Sentiment Indices from Survey Comments
LLM-classified comments from Japan's Economy Watchers Survey yield price sentiment indices whose correlations with official CPI, CGPI, and SPPI are modestly higher than the previous word-based benchmark.