Applied ML · 2025
Financial NLP Engine
End-to-end NLP pipeline for extracting structured financial metrics and sentiment from earnings reports and market news.
PythonJavaScriptHTMLCSS
Problem
Financial documents mix narrative language with semi-structured metrics, making consistent extraction difficult across reports and news formats.
Why I built it
The project was a team effort to turn raw financial text into auditable structured outputs that downstream analysis could consume.
Architecture
- Raw earnings reports and news land in data/raw/, then flow through parsing modules that extract clean text and structured fields into data/processed/.
- Dedicated sentiment and extraction stages pull EPS, revenue, and other metrics, writing final JSON/CSV outputs to data/output/.
- Integration modules connect parsed signals to market data so downstream analysis can correlate language with price movement.
Implementation
- Separate ingestion and parsing modules normalize heterogeneous reports and news documents.
- Sentiment and metric-extraction stages produce structured EPS, revenue, and language signals.
- Integration modules join extracted outputs with market data and export JSON or CSV artifacts.
What I learned
- Modular stages make extraction errors easier to trace than one end-to-end script.
- Financial NLP needs explicit provenance because a plausible number without its source is not useful.
Next questions
- How should extraction confidence be calibrated across document formats?
- Which language signals remain useful after controlling for already-public market information?