Table 3 Resilience of the xFiTRNN model on both financial phrasebank and IMBSEntFiN datasets.

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

Dataset

Model

A

Macro Avg P

Macro Avg R

Macro Avg F1

Macro

avg AUC

Train

time (s)

Infer

time (s)

Financial

Phrasebank

1 Hidden Layer NN

89.30

86.50

92.00

89.00

93.04

1494.30

90.25

2 Hidden Layers NN

90.40

87.70

92.90

90.16

94.16

2000.75

119.15

3 Hidden Layers NN

91.80

88.90

94.30

91.24

95.28

2464.20

101.30

BiGRU + 3 Hidden

Layers NN

93.40

90.60

95.60

92.74

96.60

3000.85

110.45

BiGRU + CNN

94.00

91.10

96.20

93.32

96.99

3500.35

130.20

Proposed model

(xFiTRNN)

97.61

97.33

97.38

97.48

98.58

3857.21

165.41

IMBSEntFiN

1 Hidden Layer NN

87.70

85.50

89.60

87.58

91.04

870.50

58.30

2 Hidden Layers NN

88.80

86.50

90.90

88.56

92.16

1166.30

53.15

3 Hidden Layers NN

89.60

87.50

91.70

89.64

93.28

1400.75

46.80

BiGRU + 3 Hidden

Layers NN

90.80

88.60

93.20

90.94

94.20

2200.70

140.48

BiGRU + CNN

91.20

89.10

93.60

91.32

94.79

2502.40

120.10

Proposed model

(xFiTRNN)

94.11

93.83

93.88

93.98

95.08

2200.00

94.25