Advanced Deep Learning Techniques for Analyzing Earnings Call Transcripts: Methodologies and Applications

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Main Authors: Zakir, Umair, Daykin, Evan, Diagne, Amssatou, Faile, Jacob
Format: Preprint
Published: 2025
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author Zakir, Umair
Daykin, Evan
Diagne, Amssatou
Faile, Jacob
author_facet Zakir, Umair
Daykin, Evan
Diagne, Amssatou
Faile, Jacob
contents This study presents a comparative analysis of deep learning methodologies such as BERT, FinBERT and ULMFiT for sentiment analysis of earnings call transcripts. The objective is to investigate how Natural Language Processing (NLP) can be leveraged to extract sentiment from large-scale financial transcripts, thereby aiding in more informed investment decisions and risk management strategies. We examine the strengths and limitations of each model in the context of financial sentiment analysis, focusing on data preprocessing requirements, computational efficiency, and model optimization. Through rigorous experimentation, we evaluate their performance using key metrics, including accuracy, precision, recall, and F1-score. Furthermore, we discuss potential enhancements to improve the effectiveness of these models in financial text analysis, providing insights into their applicability for real-world financial decision-making.
format Preprint
id arxiv_https___arxiv_org_abs_2503_01886
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Advanced Deep Learning Techniques for Analyzing Earnings Call Transcripts: Methodologies and Applications
Zakir, Umair
Daykin, Evan
Diagne, Amssatou
Faile, Jacob
Computation and Language
Artificial Intelligence
Risk Management
This study presents a comparative analysis of deep learning methodologies such as BERT, FinBERT and ULMFiT for sentiment analysis of earnings call transcripts. The objective is to investigate how Natural Language Processing (NLP) can be leveraged to extract sentiment from large-scale financial transcripts, thereby aiding in more informed investment decisions and risk management strategies. We examine the strengths and limitations of each model in the context of financial sentiment analysis, focusing on data preprocessing requirements, computational efficiency, and model optimization. Through rigorous experimentation, we evaluate their performance using key metrics, including accuracy, precision, recall, and F1-score. Furthermore, we discuss potential enhancements to improve the effectiveness of these models in financial text analysis, providing insights into their applicability for real-world financial decision-making.
title Advanced Deep Learning Techniques for Analyzing Earnings Call Transcripts: Methodologies and Applications
topic Computation and Language
Artificial Intelligence
Risk Management
url https://arxiv.org/abs/2503.01886