Table 1 5-fold cross-validated mean metrics values of tested models.

From: A hybrid self attentive linearized phrase structured transformer based RNN for financial sentence analysis with sentence level explainability

Embedding

Model

A

Macro

Avg P

Macro

Avg R

Macro

Avg F1

Macro

Avg AUC

Train

time (s)

Infer

time (s)

TF-IDF

AdaBoost

87.08

84.50

94.10

89.04

92.37

148.75

0.03

GradientBoosting

85.51

81.22

96.31

88.12

90.58

273.45

0.02

ExtraTrees

80.25

75.11

96.61

84.52

86.25

6.95

0.04

XGBoost

79.26

74.15

96.46

83.85

85.73

87.19

0.03

LDA

60.00

60.60

80.97

69.32

65.42

5.12

0.01

QDA

65.76

70.53

66.37

68.39

70.16

10.25

0.02

GradientBoosting

+KNN+MLP

86.25

82.50

96.75

89.08

91.12

1532.85

46.18

1 Hidden Layer NN

82.50

80.00

85.00

82.40

85.47

650.30

22.45

2 Hidden Layers NN

83.20

81.00

86.00

83.40

86.64

804.15

25.12

3 Hidden Layers NN

84.00

82.00

87.00

84.40

87.28

954.60

27.48

BiGRU + 3 Hidden Layers NN

85.50

83.50

88.50

85.90

88.55

2003.75

100.25

BiGRU + CNN

86.00

84.00

89.00

86.50

89.19

2502.30

120.15

Word2Vec

AdaBoost

88.73

87.12

95.83

91.28

93.14

149.85

0.02

GradientBoosting

88.19

85.47

96.68

90.74

92.68

282.15

0.08

ExtraTrees

83.87

79.58

97.32

87.53

89.37

6.98

0.05

XGBoost

82.94

78.26

96.85

86.60

88.54

88.63

0.03

LDA

58.43

59.67

78.91

68.01

64.78

5.05

0.04

QDA

62.81

67.45

64.28

65.83

68.29

10.20

0.02

GradientBoosting

+KNN+MLP

88.70

85.10

97.10

90.68

92.82

1448.90

47.30

1 Hidden Layer NN

84.10

81.60

86.40

83.96

87.18

704.85

28.32

2 Hidden Layers NN

85.20

82.70

87.50

85.04

88.24

849.75

30.05

3 Hidden Layers NN

86.30

83.80

88.60

86.12

89.36

1002.40

33.35

BiGRU + 3 Hidden Layers NN

87.70

85.20

90.00

87.54

90.48

2203.50

110.10

BiGRU + CNN

88.20

85.70

90.50

88.02

90.97

2701.25

130.20

GloVe

AdaBoost

89.16

87.64

96.12

91.70

93.56

149.90

0.02

GradientBoosting

88.89

85.83

96.97

91.03

93.08

282.20

0.08

ExtraTrees

84.27

79.96

97.56

87.98

89.64

7.05

0.05

XGBoost

83.38

78.68

97.10

86.96

88.76

88.65

0.03

LDA

58.74

60.11

79.27

68.40

64.93

5.10

0.04

QDA

63.17

67.84

64.62

66.19

68.43

10.15

0.02

GradientBoosting

+KNN+MLP

89.25

85.55

97.40

91.00

93.23

1448.95

47.33

1 Hidden Layer NN

84.60

82.10

86.90

84.46

87.62

704.80

28.31

2 Hidden Layers NN

85.70

83.20

88.00

85.54

88.74

850.25

30.10

3 Hidden Layers NN

86.80

84.30

89.10

86.62

89.85

1003.60

33.40

BiGRU + 3 Hidden Layers NN

88.20

85.70

90.50

88.02

90.97

2204.75

110.15

BiGRU + CNN

88.70

86.20

91.00

88.50

91.46

2702.50

130.25

FastText

AdaBoost

89.68

88.15

96.42

91.98

94.12

149.95

0.02

GradientBoosting

89.27

86.31

97.21

91.43

93.64

282.25

0.08

ExtraTrees

84.82

80.37

97.78

88.19

90.11

7.10

0.05

XGBoost

83.91

79.10

97.35

87.17

89.24

88.70

0.03

LDA

59.21

60.58

79.64

68.84

65.31

5.15

0.04

QDA

63.62

68.23

64.95

66.54

69.12

10.20

0.02

GradientBoosting

+KNN+MLP

89.80

86.00

97.70

91.35

93.78

1449.05

47.35

1 Hidden Layer NN

85.20

82.70

87.50

85.04

88.29

704.85

28.33

2 Hidden Layers NN

86.30

83.80

88.60

86.12

89.41

850.30

30.12

3 Hidden Layers NN

87.40

84.90

89.70

87.20

90.53

1004.75

33.42

BiGRU + 3 Hidden Layers NN

88.80

86.30

91.10

88.60

91.65

2205.25

110.20

BiGRU + CNN

89.30

86.80

91.60

89.08

92.14

2703.75

130.30

MiniLM

AdaBoost

90.23

88.68

96.75

92.18

94.59

150.25

0.02

GradientBoosting

89.84

86.75

97.50

91.89

94.12

290.45

0.11

ExtraTrees

85.37

80.78

98.01

88.38

90.67

7.55

0.06

XGBoost

84.46

79.52

97.65

87.53

89.78

89.95

0.04

LDA

59.68

61.05

79.98

69.20

65.74

5.55

0.05

QDA

64.09

68.61

65.28

66.90

69.41

10.65

0.03

GradientBoosting

+KNN+MLP

90.35

86.45

98.00

91.70

94.25

1602.85

50.15

1 Hidden Layer NN

86.30

83.80

88.60

86.12

89.52

850.35

25.10

2 Hidden Layers NN

87.40

84.90

89.70

87.20

90.64

1001.25

30.05

3 Hidden Layers NN

88.50

86.00

90.80

88.28

91.76

1201.75

35.12

BiGRU + 3 Hidden Layers NN

89.90

87.40

92.20

89.68

92.88

2502.50

140.25

BiGRU + CNN

90.40

87.90

92.70

90.16

93.37

3001.85

160.30

DistilBERT

AdaBoost

90.78

89.21

97.08

92.53

95.03

150.30

0.02

GradientBoosting

90.32

87.18

97.83

92.22

94.57

291.20

0.11

ExtraTrees

85.91

81.19

98.24

88.58

91.23

7.60

0.08

XGBoost

84.99

79.94

97.89

87.97

90.35

89.05

0.04

LDA

60.15

61.52

80.32

69.57

66.17

5.60

0.07

QDA

64.54

69.00

65.61

67.27

70.29

10.70

0.05

GradientBoosting

+KNN+MLP

90.90

86.90

98.30

92.05

94.69

1623.95

65.30

1 Hidden Layer NN

87.40

84.90

89.70

87.20

90.76

945.60

35.65

2 Hidden Layers NN

88.50

86.00

90.80

88.28

91.88

1102.45

40.10

3 Hidden Layers NN

89.60

87.10

91.90

89.36

93.00

1301.25

45.50

BiGRU + 3 Hidden Layers NN

91.00

88.50

93.30

90.80

94.12

3002.75

170.35

BiGRU + CNN

91.50

89.00

93.80

91.28

94.61

3503.20

190.40

FinBERT

AdaBoost

91.32

89.74

97.41

92.87

95.81

150.35

0.02

GradientBoosting

90.79

87.60

98.14

92.72

95.34

300.75

0.12

ExtraTrees

86.44

81.59

98.46

88.79

92.03

8.05

0.09

XGBoost

85.53

80.36

98.12

88.26

91.14

89.10

0.05

LDA

60.62

61.99

80.65

69.94

66.85

6.05

0.08

QDA

64.98

69.38

65.94

67.61

70.63

11.10

0.06

GradientBoosting

+KNN+MLP

91.45

87.35

98.60

92.40

95.46

1702.65

70.25

1 Hidden Layer NN

88.50

86.00

90.80

88.28

92.04

1002.50

40.15

2 Hidden Layers NN

89.60

87.10

91.90

89.36

93.16

1203.75

45.20

3 Hidden Layers NN

90.70

88.20

93.00

90.44

94.28

1403.90

50.10

BiGRU + 3 Hidden Layers NN

92.10

89.60

94.40

91.84

95.40

3504.25

200.45

BiGRU + CNN

92.60

90.10

94.90

92.32

95.89

4004.80

220.55

Proposed model

(xFiTRNN)

95.86

95.58

95.63

95.73

96.83

3545.25

154.15