TinyXRA, a TinyBERT-based hierarchical attention model trained with triplet loss, claims state-of-the-art risk ranking for 10-K reports on volatility, skewness, kurtosis, and the Sortino ratio.
MIS Quarterly Executive 19(4):259--278
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Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach
TinyXRA, a TinyBERT-based hierarchical attention model trained with triplet loss, claims state-of-the-art risk ranking for 10-K reports on volatility, skewness, kurtosis, and the Sortino ratio.