{"id":"https://openalex.org/W2793002754","doi":"https://doi.org/10.1109/ssci.2016.7850005","title":"Firm risk identification through topic analysis of textual financial disclosures","display_name":"Firm risk identification through topic analysis of textual financial disclosures","publication_year":2016,"publication_date":"2016-12-01","ids":{"openalex":"https://openalex.org/W2793002754","doi":"https://doi.org/10.1109/ssci.2016.7850005","mag":"2793002754"},"language":"en","primary_location":{"id":"doi:10.1109/ssci.2016.7850005","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ssci.2016.7850005","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 IEEE Symposium Series on Computational Intelligence (SSCI)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5037927139","display_name":"Xiaodi Zhu","orcid":"https://orcid.org/0000-0002-1322-7269"},"institutions":[{"id":"https://openalex.org/I108468826","display_name":"Stevens Institute of Technology","ror":"https://ror.org/02z43xh36","country_code":"US","type":"education","lineage":["https://openalex.org/I108468826"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Xiaodi Zhu","raw_affiliation_strings":["Financial Engineering Program, Stevens Institute of Technology, Hoboken, New Jersey, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Financial Engineering Program, Stevens Institute of Technology, Hoboken, New Jersey, USA","institution_ids":["https://openalex.org/I108468826"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Steve Y. Yang","orcid":null},"institutions":[{"id":"https://openalex.org/I108468826","display_name":"Stevens Institute of Technology","ror":"https://ror.org/02z43xh36","country_code":"US","type":"education","lineage":["https://openalex.org/I108468826"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Steve Y. Yang","raw_affiliation_strings":["Financial Engineering Program, Stevens Institute of Technology, Hoboken, New Jersey, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Financial Engineering Program, Stevens Institute of Technology, Hoboken, New Jersey, USA","institution_ids":["https://openalex.org/I108468826"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5048706693","display_name":"Somayeh Moazeni","orcid":"https://orcid.org/0000-0003-3631-563X"},"institutions":[{"id":"https://openalex.org/I108468826","display_name":"Stevens Institute of Technology","ror":"https://ror.org/02z43xh36","country_code":"US","type":"education","lineage":["https://openalex.org/I108468826"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Somayeh Moazeni","raw_affiliation_strings":["Financial Engineering Program, Stevens Institute of Technology, Hoboken, New Jersey, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Financial Engineering Program, Stevens Institute of Technology, Hoboken, New Jersey, USA","institution_ids":["https://openalex.org/I108468826"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I108468826"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.3024566,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"2016","issue":null,"first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T14260","display_name":"Impact of AI and Big Data on Business and Society","score":0.8341000080108643,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T14260","display_name":"Impact of AI and Big Data on Business and Society","score":0.8341000080108643,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/identification","display_name":"Identification (biology)","score":0.5897934436798096},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.5173254013061523},{"id":"https://openalex.org/keywords/accounting","display_name":"Accounting","score":0.474921315908432},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.3840411901473999},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.34523311257362366}],"concepts":[{"id":"https://openalex.org/C116834253","wikidata":"https://www.wikidata.org/wiki/Q2039217","display_name":"Identification (biology)","level":2,"score":0.5897934436798096},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5173254013061523},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.474921315908432},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3840411901473999},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.34523311257362366},{"id":"https://openalex.org/C59822182","wikidata":"https://www.wikidata.org/wiki/Q441","display_name":"Botany","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/ssci.2016.7850005","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ssci.2016.7850005","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 IEEE Symposium Series on Computational Intelligence (SSCI)","raw_type":"proceedings-article"},{"id":"mag:2793002754","is_oa":false,"landing_page_url":"http://jglobal.jst.go.jp/en/public/201702278700789205","pdf_url":null,"source":{"id":"https://openalex.org/S4306512817","display_name":"IEEE Conference Proceedings","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":"IEEE Conference Proceedings","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Gender equality","id":"https://metadata.un.org/sdg/5","score":0.44999998807907104}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W1710493223","https://openalex.org/W1998871699","https://openalex.org/W2041711198","https://openalex.org/W2072644219","https://openalex.org/W2146016545","https://openalex.org/W2149312065","https://openalex.org/W2162256707","https://openalex.org/W2174706414","https://openalex.org/W3121236342","https://openalex.org/W3121368557","https://openalex.org/W3121804996","https://openalex.org/W3122094160","https://openalex.org/W3123287217","https://openalex.org/W3123492911","https://openalex.org/W3123711279","https://openalex.org/W3124750317","https://openalex.org/W3126009762","https://openalex.org/W6603049088","https://openalex.org/W6604217405","https://openalex.org/W6635735686","https://openalex.org/W6638834111","https://openalex.org/W6639619044","https://openalex.org/W6815457159"],"related_works":[],"abstract_inverted_index":{"Corporate":[0],"risk":[1,36,41,53,73,86,100,116,121,155,183],"disclosures":[2,42,54],"as":[3,119],"part":[4],"of":[5,98,105,180],"U.S.":[6],"public":[7,178],"companies'":[8,27,153],"financial":[9,182],"reports":[10],"are":[11],"mandated":[12],"by":[13],"the":[14,57,96,103,152,177,181],"Securities":[15],"and":[16,30,43,75,122,131,165],"Exchange":[17],"Commission":[18],"(SEC)":[19],"since":[20],"2005.":[21],"It":[22],"provides":[23],"forward-looking":[24],"information":[25],"about":[26],"future":[28],"business":[29],"potential":[31,46,173],"risks.":[32],"This":[33],"study":[34],"analyzes":[35],"types":[37,74,87],"revealed":[38],"in":[39],"these":[40],"examines":[44],"their":[45],"implications":[47],"on":[48,102,128,144,160],"stock":[49,106,133,145,162,174],"returns.":[50,134,146],"Using":[51],"16,110":[52],"submitted":[55],"to":[56,61,71,80,171],"SEC":[58],"from":[59],"2011":[60],"2015,":[62],"we":[63],"apply":[64],"Sentence":[65],"Latent":[66],"Dirichlet":[67],"Allocation":[68],"(Sent-LDA)":[69],"model":[70],"infer":[72],"propose":[76],"a":[77],"novel":[78],"algorithm":[79],"match":[81],"new":[82],"factors":[83,101,137,156],"with":[84],"existing":[85],"which":[88],"generates":[89],"90%":[90],"correct":[91],"matches.":[92],"We":[93,112],"then":[94],"quantify":[95],"impact":[97],"different":[99,109],"distribution":[104],"returns":[107],"using":[108],"time":[110],"windows.":[111],"find":[113],"that":[114,151],"common":[115],"factors,":[117],"such":[118,166],"accounting":[120],"acquisition":[123],"risk,":[124],"have":[125,139,157],"significant":[126,158],"effects":[127,143],"both":[129],"long-term":[130,142],"short-term":[132,140],"Some":[135],"other":[136],"only":[138],"or":[141],"These":[147],"findings":[148],"provide":[149],"evidence":[150],"self-disclosed":[154],"impacts":[159,167],"subsequent":[161],"return":[163],"volatility":[164],"can":[168],"be":[169],"used":[170],"predict":[172],"change":[175],"after":[176],"release":[179],"disclosures.":[184]},"counts_by_year":[],"updated_date":"2026-06-26T08:34:08.712188","created_date":"2025-10-10T00:00:00"}