Table 6 xFiTRNNs’ cross-market notion score (Macro F1).

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

Market

xFiTRNN

FinBERT

Cryptocurrency

(CoinNews)

88.45%

82.16%

Pharmaceuticals

(DrugFDA Corpus)

85.76%

79.31%

Japanese socks

(Nikkei Earnings Calls)

83.24%

71.59%

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