Analyzes quantitative finance papers from arXiv using text mining and NLP.
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Trend · papers per month
Recent progress in AutoML has lead to state-of-the-art methods (e.g., AutoSKLearn) that can be readily used by non-experts to approach any supervised learning problem. Whereas these methods are quite effective, they are still limited in the sense that they work for tabular (matrix formatted) data only. This paper descr…
Over the last few years, machine learning over graph structures has manifested a significant enhancement in text mining applications such as event detection, opinion mining, and news recommendation. One of the primary challenges in this regard is structuring a graph that encodes and encompasses the features of textual …
Concept Relation Discovery and Innovation Enabling Technology (CORDIET), is a toolbox for gaining new knowledge from unstructured text data. At the core of CORDIET is the C-K theory which captures the essential elements of innovation. The tool uses Formal Concept Analysis (FCA), Emergent Self Organizing Maps (ESOM) and…
Mining financial text documents and understanding the sentiments of individual investors, institutions and markets is an important and challenging problem in the literature. Current approaches to mine sentiments from financial texts largely rely on domain specific dictionaries. However, dictionary based methods often f…
Opinion polls have been the bridge between public opinion and politicians in elections. However, developing surveys to disclose people's feedback with respect to economic issues is limited, expensive, and time-consuming. In recent years, social media such as Twitter has enabled people to share their opinions regarding …
Tool uses text mining to define innovative tech fields from abstracts.
Framework extracts symptoms from EHRs for rapid disease outbreak detection.
This paper explores NLP techniques for insurance, detailing methods and applications.
This paper provides the reader with a very brief introduction to some of the theory and methods of text data mining. The intent of this article is to introduce the reader to some of the current methodologies that are employed within this discipline area while at the same time making the reader aware of some of the inte…
Large-scale automated meta-analysis of neuroimaging data has recently established itself as an important tool in advancing our understanding of human brain function. This research has been pioneered by NeuroSynth, a database collecting both brain activation coordinates and associated text across a large cohort of neuro…
Paper proposes active learning for mining conflict dynamics from textual data.
FinALBERT predicts stock prices using labelled Stocktwits data.
Cluster analysis is a field of data analysis that extracts underlying patterns in data. One application of cluster analysis is in text-mining, the analysis of large collections of text to find similarities between documents. We used a collection of about 30,000 tweets extracted from Twitter just before the World Cup st…
As electronically stored data grow in daily life, obtaining novel and relevant information becomes challenging in text mining. Thus people have sought statistical methods based on term frequency, matrix algebra, or topic modeling for text mining. Popular topic models have centered on one single text collection, which i…
This study uses NLP to detect financial risks from documents.
Energy-based models (EBMs), a.k.a. un-normalized models, have had recent successes in continuous spaces. However, they have not been successfully applied to model text sequences. While decreasing the energy at training samples is straightforward, mining (negative) samples where the energy should be increased is difficu…
Study finds implicit government guarantee improves municipal investment bond ratings.
In this work we address the problem of argument search. The purpose of argument search is the distillation of pro and contra arguments for requested topics from large text corpora. In previous works, the usual approach is to use a standard search engine to extract text parts which are relevant to the given topic and su…
This study uses deep learning to analyze stock market sentiment from financial forums.
Most of the information is stored as text, so text mining is regarded as having high commercial potential. Aiming at the semantic constraint problem of classification methods based on sparse representation, we propose a weighted recurrent neural network (W-RNN), which can fully extract text serialization semantic infor…
The last decade has seen a flurry of research on all-pairs-similarity-search (or, self-join) for text, DNA, and a handful of other datatypes, and these systems have been applied to many diverse data mining problems. Surprisingly, however, little progress has been made on addressing this problem for time series subseque…
New test for comparing high-dimensional text data.
Text clustering is arguably one of the most important topics in modern data mining. Nevertheless, text data require tokenization which usually yields a very large and highly sparse term-document matrix, which is usually difficult to process using conventional machine learning algorithms. Methods such as Latent Semantic…
A novel method extracts topological features from word embeddings for text classification.
This paper is a tutorial on Formal Concept Analysis (FCA) and its applications. FCA is an applied branch of Lattice Theory, a mathematical discipline which enables formalisation of concepts as basic units of human thinking and analysing data in the object-attribute form. Originated in early 80s, during the last three d…
Text classification is a challenging problem which aims to identify the category of texts. In the process of training, word embeddings occupy a large part of parameters. Under the limitation of limited computing resources, it indirectly limits the ability of subsequent network designs. In order to reduce the number of …
In this paper, we present a new wrapper feature selection approach based on Jensen-Shannon (JS) divergence, termed feature selection with maximum JS-divergence (FSMJ), for text categorization. Unlike most existing feature selection approaches, the proposed FSMJ approach is based on real-valued features which provide mo…
Language models are at the heart of numerous works, notably in the text mining and information retrieval communities. These statistical models aim at extracting word distributions, from simple unigram models to recurrent approaches with latent variables that capture subtle dependencies in texts. However, those models a…
This paper presents an algorithm for the unsupervised learning of latent variable models from unlabeled sets of data. We base our technique on spectral decomposition, providing a technique that proves to be robust both in theory and in practice. We also describe how to use this algorithm to learn the parameters of two …
In this paper we address the problem of discovering a small set of frequent serial episodes from sequential data so as to adequately characterize or summarize the data. We discuss an algorithm based on the Minimum Description Length (MDL) principle and the algorithm is a slight modification of an earlier method, called…
Linking authors of short-text contents has important usages in many applications, including Named Entity Recognition (NER) and human community detection. However, certain challenges lie ahead. Firstly, the input short-text contents are noisy, ambiguous, and do not follow the grammatical rules. Secondly, traditional tex…
Automated sentiment analysis and opinion mining is a complex process concerning the extraction of useful subjective information from text. The explosion of user generated content on the Web, especially the fact that millions of users, on a daily basis, express their opinions on products and services to blogs, wikis, so…
Parallel sentences are a relatively scarce but extremely useful resource for many applications including cross-lingual retrieval and statistical machine translation. This research explores our new methodologies for mining such data from previously obtained comparable corpora. The task is highly practical since non-para…
We propose a heuristically modified FP-Tree for ontology learning from text. Unlike previous research, for concept extraction, we use a regular expression parser approach widely adopted in compiler construction, i.e., deterministic finite automata (DFA). Thus, the concepts are extracted from unstructured documents. For…
POTA improves short text clustering by generating reliable pseudo-labels.
To date, there have been massive Semi-Structured Documents (SSDs) during the evolution of the Internet. These SSDs contain both unstructured features (e.g., plain text) and metadata (e.g., tags). Most previous works focused on modeling the unstructured text, and recently, some other methods have been proposed to model …
Product diversity of large US firms has declined steadily since 1997.
CNNs, RNNs, GCNs, and CapsNets have shown significant insights in representation learning and are widely used in various text mining tasks such as large-scale multi-label text classification. However, most existing deep models for multi-label text classification consider either the non-consecutive and long-distance sem…
In text mining, information retrieval, and machine learning, text documents are commonly represented through variants of sparse Bag of Words (sBoW) vectors (e.g. TF-IDF). Although simple and intuitive, sBoW style representations suffer from their inherent over-sparsity and fail to capture word-level synonymy and polyse…
We tackle the Multi-task Batch Reinforcement Learning problem. Given multiple datasets collected from different tasks, we train a multi-task policy to perform well in unseen tasks sampled from the same distribution. The task identities of the unseen tasks are not provided. To perform well, the policy must infer the tas…
Drug-drug interaction (DDI) is a major cause of morbidity and mortality and a subject of intense scientific interest. Biomedical literature mining can aid DDI research by extracting evidence for large numbers of potential interactions from published literature and clinical databases. Though DDI is investigated in domai…
This paper measures the intensity of implicit government guarantees using PMC index model.
Since its introduction, unsupervised representation learning has attracted a lot of attention from the research community, as it is demonstrated to be highly effective and easy-to-apply in tasks such as dimension reduction, clustering, visualization, information retrieval, and semi-supervised learning. In this work, we…
System detects relevant financial news and predictions from unstructured text.
BioFinBERT analyzes sentiment of biotech press releases and financial text around inflection points.
We propose a multi-wing harmonium model for mining multimedia data that extends and improves on earlier models based on two-layer random fields, which capture bidirectional dependencies between hidden topic aspects and observed inputs. This model can be viewed as an undirected counterpart of the two-layer directed mode…
The multilingual nature of the world makes translation a crucial requirement today. Parallel dictionaries constructed by humans are a widely-available resource, but they are limited and do not provide enough coverage for good quality translation purposes, due to out-of-vocabulary words and neologisms. This motivates th…