snunlp / kr-finbert-sc

KR-FinBert & KR-FinBert-SC

Much progress has been made in the NLP (Natural Language Processing) field, with numerous studies showing that domain adaptation using small-scale corpus and fine-tuning with labeled data is effective for overall performance improvement. we proposed KR-FinBert for the financial domain by further pre-training it on a financial corpus and fine-tuning it for sentiment analysis. As many studies have shown, the performance improvement through adaptation and conducting the downstream task was also clear in this experiment.

Data

The training data for this model is expanded from those of KR-BERT-MEDIUM, texts from Korean Wikipedia, general news articles, legal texts crawled from the National Law Information Center and Korean Comments dataset. For the transfer learning, corporate related economic news articles from 72 media sources such as the Financial Times, The Korean Economy Daily, etc and analyst reports from 16 securities companies such as Kiwoom Securities, Samsung Securities, etc are added. Included in the dataset is 440,067 news titles with their content and 11,237 analyst reports. The total data size is about 13.22GB. For mlm training, we split the data line by line and the total no. of lines is 6,379,315. KR-FinBert is trained for 5.5M steps with the maxlen of 512, training batch size of 32, and learning rate of 5e-5, taking 67.48 hours to train the model using NVIDIA TITAN XP.

Downstream tasks

from transformers import AutoTokenizer, AutoModelForSequenceClassification
tokenizer = AutoTokenizer.from_pretrained("snunlp/KR-FinBert-SC")
model = AutoModelForSequenceClassification.from_pretrained("snunlp/KR-FinBert-SC")

Sentimental Classification model

Downstream task performances with 50,000 labeled data.

Model	Accuracy
KR-FinBert	0.963
KR-BERT-MEDIUM	0.958
KcBert-large	0.955
KcBert-base	0.953
KoBert	0.817

Inference sample

Positive	Negative
현대바이오, '폴리탁셀' 코로나19 치료 가능성에 19% 급등	영화관株 '코로나 빙하기' 언제 끝나나…"CJ CGV 올 4000억 손실 날수도"
이수화학, 3분기 영업익 176억…전년比 80%↑	C쇼크에 멈춘 흑자비행…대한항공 1분기 영업적자 566억
"GKL, 7년 만에 두 자릿수 매출성장 예상"	'1000억대 횡령·배임' 최신원 회장 구속… SK네트웍스 "경영 공백 방지 최선"
위지윅스튜디오, 콘텐츠 활약에 사상 첫 매출 1000억원 돌파	부품 공급 차질에…기아차 광주공장 전면 가동 중단
삼성전자, 2년 만에 인도 스마트폰 시장 점유율 1위 '왕좌 탈환'	현대제철, 지난해 영업익 3,313억원···전년比 67.7% 감소