Extracting Fine-Grained Economic Events from Business News

COLING 2020

Extracting Fine-Grained Economic Events from Business News

Jan 16, 2021
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Abstract: Based on a recently developed fine-grained event extraction dataset for the economic domain, we present in a pilot study for supervised economic event extraction. We investigate how a state-of-the-art model for event extraction performs on the trigger and argument identification and classification. While F1-scores of above 50% are obtained on the task of trigger identification, we observe a large gap in performance compared to results on the benchmark ACE05 dataset. We show that single-token triggers do not provide sufficient discriminative information for a fine-grained event detection setup in a closed domain such as economics, since many classes have a large degree of lexico-semantic and contextual overlap. Authors: Gilles Jacobs, Veronique Hoste (Ghent University)

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