Authors
Enrico Palumbo, Giuseppe Rizzo, Raphael Troncy
Publication date
2016
Conference
Proceedings of the Second International Workshop on Data Science for Macro-Modeling (DSMM'16)
Issue
14
Pages
2
Publisher
ACM
Description
Financial entities are often referred to with ambiguous descriptions and identifiers. To tackle this issue, the Financial Entity Identification and Information Integration1 (FEIII) Challenge requires participants to automatically reconcile financial entities among three datasets: the Federal Financial Institution Examination Council2 (FFIEC), the Legal Entity Identifiers (LEI) and the Security and Exchange Commission3 (SEC). Our approach is based on the combination of different Naive Bayes classifiers through an ensemble approach. The evaluation on the Gold Standard developed by the challenge organizers shows F1-scores that are above the average of the other participants for the two proposed tasks.
Total citations
2017201820192020111
Scholar articles
E Palumbo, G Rizzo, R Troncy - Proceedings of the Second International Workshop on …, 2016