Measuring Financial Analyst Engagement using LLMs
As a freelance machine learning engineer, I worked with a finance professor on a research project aimed at quantifying analyst engagement during earnings calls using large language models. The client came in with an open-ended research question, and I played a key role in translating it into a clear technical plan and deliverables. My contributions included:
preprocessing over 1,000 earnings call transcripts
generating vector embeddings using Hugging Face Transformers and the OpenAI API
computing semantic similarity between analyst questions and management answers to create engagement scores
Using LLMs to determine whether questions asked had previously been answered or not
The project provided the client with a quantitative framework for evaluating analyst performance based on natural language interaction. My tech stack included:
Python and it’s Data Science libraries (Pandas and Numpy)
PyTorch
Hugging Face Transformers
OpenAI API
Pandas, NumPy