Before revision:   Our experiments on four indices suggest that there is an indication that the weights indeed skew the global set of events towards those categories that are more relevant to explain the price change;
After revision:  The method repurposes the attention weights of a neural network initially trained to predict stock prices to assign a relevance score to each headline, eliminating the need for manually labeled training data. Our experiments on four indices suggest that there is an indication that the weights indeed skew the global set of events towards those categories that are more relevant to explain the price change;