The goal of portfolio management is to simultaneously maximize the accumulated return and also to control risk. In consecutive trading periods, portfolio manager needs to continuously adjust the portfolio weights based on the factors which can cause price fluctuation in the market. In the stock market, the factors affecting the stock price can be divided into two categories. The first is price fluctuations caused by irrational investment of the speculators. The second is endogenous value changes caused by operations of the company. In recent years, with the advancement of artificial intelligence technology, reinforcement learning (RL) algorithms have been increasingly employed by scholars to address financial problems, particularly in the area of portfolio management. However, the deep RL models proposed by these scholars in the past have focused more on analyzing the price changes caused by the investment behavior of speculators in response to technical indicators of actual stock prices. In this research, we introduce an RL-based framework called FinBPM, which takes both the factor pertaining to the impact on operations of the company and the factor of the irrational investment of the speculator into consideration. For our experimentation, we randomly selected twelve stocks from the Dow Jones Industrial Index to construct our portfolio. The experimental results reveal that, in comparison to conventional reinforcement learning methods, our approach with at least 13.26% increase over other methods compared. Additionally, it achieved the best Sharpe ratio of 2.77, effectively maximizing the return per unit of risk.

Conversational agents have become ubiquitous in assisting with daily tasks, and are expected to possess human-like features. One such feature is lexical entrainment (LE), a phenomenon in which speakers in human-human conversations tend to naturally and subconsciously align their lexical choices with those of their interlocutors, leading to more successful and engaging conversations. As an example, if a digital assistant replies “Your appointment for Jinling Noodle Pub is at 7 pm” to the question “When is my reservation for Jinling Noodle Bar today?”, it may feel as though the assistant is trying to correct the speaker, whereas a response of “Your reservation for Jinling Noodle Baris at 7 pm” would likely be perceived as more positive. This highlights the importance of LE in establishing a shared terminology for maximum clarity and reducing ambiguity in conversations. However, we demonstrate in this work that current response generation models do not adequately address this crucial human-like phenomenon. To address this, we propose a new dataset, named MultiWOZ-ENTR, and a measure for LE for conversational systems. Additionally, we suggest a way to explicitly integrate LE into conversational systems with two new tasks, a LE extraction task and a LE generation task. We also present two baseline approaches for the LE extraction task, which aim to detect LE expressions from dialogue contexts

Semantic Change Detection of words is an important task for various NLP applications that must make time-sensitive predictions. Some words are used over time in novel ways to express new meanings, and these new meanings establish themselves as novel senses of existing words. On the other hand, Word Sense Disambiguation (WSD) methods associate ambiguous words with sense ids, depending on the context in which they occur. Given this relationship between WSD and SCD, we explore the possibility of predicting whether a target word has its meaning changed between two corpora collected at different time steps, by comparing the distributions of senses of that word in each corpora. For this purpose, we use pretrained static sense embeddings to automatically annotate each occurrence of the target word in a corpus with a sense id. Next, we compute the distribution of sense ids of a target word in a given corpus. Finally, we use different divergence or distance measures to quantify the semantic change of the target word across the two given corpora. Our experimental results on SemEval 2020 Task 1 dataset show that word sense distributions can be accurately used to predict semantic changes of words in English, German, Swedish and Latin.

A standard word embedding algorithm, such as word2vec and glove, makes a strong assumption that words are likely to be semantically related only if they co-occur locally within a window of fixed size. However, this strong assumption may not capture the semantic association between words that co-occur frequently but non-locally within documents. In this paper, we propose a graph-based word embedding method, named ‘word-node2vec’. By relaxing the strong constraint of locality, our method is able to capture both the local and non-local co-occurrences. Word-node2vec constructs a graph where every node represents a word and an edge between two nodes represents a combination of both local (e.g. word2vec) and document-level co-occurrences. Our experiments show that word-node2vec outperforms word2vec and glove on a range of different tasks, such as predicting word-pair similarity, word analogy and concept categorization.

Task extraction is the process of identifying search intents over a set of queries potentially spanning multiple search sessions. Most existing research on task extraction has focused on identifying tasks within a single session, where the notion of a session is defined by a fixed length time window. By contrast, in this work we seek to identify tasks that span across multiple sessions. To identify tasks, we conduct a global analysis of a query log in its entirety without restricting analysis to individual temporal windows. To capture inherent task semantics, we represent queries as vectors in an abstract space. We learn the embedding of query words in this space by leveraging the temporal and lexical contexts of queries. Embedded query vectors are then clustered into tasks. Experiments demonstrate that task extraction effectiveness is improved significantly with our proposed method of query vector embedding in comparison to existing approaches that make use of documents retrieved from a collection to estimate semantic similarities between queries.