anuneetanand / sec-10k-search

Information Retrieval on SEC 10-K Documents

Information Retrieval on SEC 10-K Documents

The financial statements of a company provide a lot of valuable insights about it. However, extracting crucial information from these statements is time-consuming and often quite cumbersome. We propose an interactive information retrieval system that can query the financial information of a company, summarise SEC 10-K filings and visualise a company’s performance over the past few years. Our proposed system can be used by, but not limited to, investors, traders, analysts, auditors, and corporate executives.

Folder Structure

.
├── Backend
│   ├── helper.py
│   ├── requirements.txt
│   └── server.py
├── Frontend
│   ├── babel.config.js
│   ├── package.json
│   ├── public
│   ├── server.js
│   ├── src
│   ├── static.json
│   └── vue.config.js
├── Other
│   ├── Notebooks
│   ├── Presentation.pdf
│   └── Report.pdf
└── README.md

Setup 🛠️

Backend

• Install the required libraries using pip install -r requirements.txt
• Download the data folder from here and place it in the Backend directory

Frontend

• Install the required node modules using npm install

Build ⚙️

Backend

cd Backend
python3 server.py

Frontend

cd Frontend
npm run serve

Features ⭐

• User can give natural language queries to search for relevant financial documents.
• Important parts of 10-K documents of a company are summarised.
• Important tables are extracted and presented to the user.
• Change in crucial financial indicators of a company are visualised using plots.
• Sentiment Analysis on Management's Decisions.

Evaluation 📊

Method	Precision@3	Precision@5	Precision@10
TF-IDF	0.78	0.74	0.54
log(TF)-IDF	0.48	0.46	0.41
BM-25	0.66	0.65	0.51

Team

Anuneet Anand
Isha Gupta
Osheen Sachdev
Paras Mehan
Uday Narayan Goel