Optimal text-based indices track VIX and inflation.
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
We have applied the Zipf method to extract the exponent for seven financial indices (DAX, FTSE; DJIA, NASDAQ, S&P500; Hang-Seng and Nikkei 225), after having translated the signals into a text based on two letters. We follow considerations based on the signal Hurst exponent and the notion of a time dependent Zipf …
Paper tackles treatment leakage in text-based causal inference, proposing methods to mitigate bias.
Study enhances cryptocurrency sentiment analysis using TikTok and Twitter data.
Study shows text-based news veracity models don't generalize across U.S. and U.K.
RecoBERT uses a language model to recommend items from catalogs.
This thesis evaluates text-based vs audio-based classification of mental health interviews.
To solve a text-based game, an agent needs to formulate valid text commands for a given context and find the ones that lead to success. Recent attempts at solving text-based games with deep reinforcement learning have focused on the latter, i.e., learning to act optimally when valid actions are known in advance. In thi…
Sparse and short news headlines can be arbitrary, noisy, and ambiguous, making it difficult for classic topic model LDA (latent Dirichlet allocation) designed for accommodating long text to discover knowledge from them. Nonetheless, some of the existing research about text-based crude oil forecasting employs LDA to exp…
Improved RL for TBGs by pruning irrelevant tokens and bootstrapping.
New text as data techniques offer a great promise: the ability to inductively discover measures that are useful for testing social science theories of interest from large collections of text. We introduce a conceptual framework for making causal inferences with discovered measures as a treatment or outcome. Our framewo…
We introduce TextWorld, a sandbox learning environment for the training and evaluation of RL agents on text-based games. TextWorld is a Python library that handles interactive play-through of text games, as well as backend functions like state tracking and reward assignment. It comes with a curated list of games whose …
Word embedding, which encodes words into vectors, is an important starting point in natural language processing and commonly used in many text-based machine learning tasks. However, in most current word embedding approaches, the similarity in embedding space is not optimized in the learning. In this paper we propose a …
MoleculeSTM learns from molecule structures and texts for better drug design.
Q*BERT learns to navigate text-based games by building a knowledge graph.
Interactive Fiction games are text-based simulations in which an agent interacts with the world purely through natural language. They are ideal environments for studying how to extend reinforcement learning agents to meet the challenges of natural language understanding, partial observability, and action generation in …
ChatGPT enhances GNN for stock movement prediction.
The viral spread of fake news has caused great social harm, making fake news detection an urgent task. Current fake news detection methods rely heavily on text information by learning the extracted news content or writing style of internal knowledge. However, deliberate rumors can mask writing style, bypassing language…
Study improves cryptocurrency price prediction using unlabeled text data.
Text-based analysis methods allow to reveal privacy relevant author attributes such as gender, age and identify of the text's author. Such methods can compromise the privacy of an anonymous author even when the author tries to remove privacy sensitive content. In this paper, we propose an automatic method, called Adver…
Combining various data types predicts S&P 500 stock prices with high accuracy.
TBIP uses texts to quantify lawmakers' political positions.
Multimodal language analysis often considers relationships between features based on text and those based on acoustical and visual properties. Text features typically outperform non-text features in sentiment analysis or emotion recognition tasks in part because the text features are derived from advanced language mode…
Motivation: Prediction of the interaction affinity between proteins and compounds is a major challenge in the drug discovery process. WideDTA is a deep-learning based prediction model that employs chemical and biological textual sequence information to predict binding affinity. Results: WideDTA uses four text-based inf…
This study reviews text-based stock market analysis methods.
Simplified image clustering achieves competitive results without text-based embeddings.
SWIFT learns intrinsic rewards from LLM hidden states for efficient best-of-N sampling.
Text-based representations of chemicals and proteins can be thought of as unstructured languages codified by humans to describe domain-specific knowledge. Advances in natural language processing (NLP) methodologies in the processing of spoken languages accelerated the application of NLP to elucidate hidden knowledge in…
NegToMe uses images to guide text-based models away from unwanted visual elements.
Industry datasets used for text classification are rarely created for that purpose. In most cases, the data and target predictions are a by-product of accumulated historical data, typically fraught with noise, present in both the text-based document, as well as in the targeted labels. In this work, we address the quest…
App classification is useful in a number of applications such as adding apps to an app store or building a user model based on the installed apps. Presently there are a number of existing methods to classify apps based on a given taxonomy on the basis of their text metadata. However, text based methods for app classifi…
While Reinforcement Learning (RL) approaches lead to significant achievements in a variety of areas in recent history, natural language tasks remained mostly unaffected, due to the compositional and combinatorial nature that makes them notoriously hard to optimize. With the emerging field of Text-Based Games (TBGs), re…
The group affect or emotion in an image of people can be inferred by extracting features about both the people in the picture and the overall makeup of the scene. The state-of-the-art on this problem investigates a combination of facial features, scene extraction and even audio tonality. This paper combines three addit…
The goal of this research was to find a way to extend the capabilities of computers through the processing of language in a more human way, and present applications which demonstrate the power of this method. This research presents a novel approach, Rhetorical Analysis, to solving problems in Natural Language Processin…
Pruning is one of the most effective model reduction techniques. Deep networks require massive computation and such models need to be compressed to bring them on edge devices. Most existing pruning techniques are focused on vision-based models like convolutional networks, while text-based models are still evolving. The…
Study earnings calls to predict stock price movements, finding them more predictive than traditional data.
Extracts credit-relevant information from earnings calls.
Graphs and networks are a key research tool for a variety of science fields, most notably chemistry, biology, engineering and social sciences. Modeling and generation of graphs with efficient sampling is a key challenge for graphs. In particular, the non-uniqueness, high dimensionality of the vertices and local depende…
Learning how to act when there are many available actions in each state is a challenging task for Reinforcement Learning (RL) agents, especially when many of the actions are redundant or irrelevant. In such cases, it is sometimes easier to learn which actions not to take. In this work, we propose the Action-Elimination…
Understanding procedural text requires tracking entities, actions and effects as the narrative unfolds. We focus on the challenging real-world problem of action-graph extraction from material science papers, where language is highly specialized and data annotation is expensive and scarce. We propose a novel approach, T…
Research on social-media platforms has tended to rely on textual analysis to perform research tasks. While text-based approaches have significantly increased our understanding of online behavior and social dynamics, they overlook features on these platforms that have grown in prominence in the past few years: click-bas…
Traditional methods outperform LLMs in forecasting corporate credit ratings.
Model uses LLM features to predict stock returns effectively.
The main approaches for node classification in graphs are information propagation and the association of the class of the node with external information. State of the art methods merge these approaches through Graph Convolutional Networks. We here use the association of topological features of the nodes with their clas…
Silent abandonment reduces contact center efficiency by 5%-15%.
Adversarial tweets can fool stock prediction models, causing financial loss.
Named entity recognition (NER) plays an important role in text-based information retrieval. In this paper, we combine Bidirectional Long Short-Term Memory (Bi-LSTM) \cite{hochreiter1997,schuster1997} with Conditional Random Field (CRF) \cite{lafferty2001} to create a novel deep learning model for the NER problem. Each …
Traditional semantic similarity models often fail to encapsulate the external context in which texts are situated. However, textual datasets generated on mobile platforms can help us build a truer representation of semantic similarity by introducing multimodal data. This is especially important in sparse datasets, maki…