It is reported that financial news, especially financial events expressed in news, provide information to investors’ long/short decisions and influence the movements of stock markets. Motivated by this, we leverage financial event streams to train a classification neural network that detects latent event-stock linkages and stock markets’ systematic behaviours in the U.S. stock market. Our proposed pipeline includes (1) a combined event extraction method that utilizes Open Information Extraction and neural co-reference resolution, (2) a BERT/ALBERT enhanced representation of events, and (3) an extended hierarchical attention network that includes attentions on event, news and temporal levels. Our pipeline achieves significantly better accuracies and higher simulated annualized returns than state-of-the-art models when being applied to predicting Standard&Poor 500, Dow Jones, Nasdaq indices and 10 individual stocks.

The 20 Questions (Q20) game is a well known game which encourages deductive reasoning and creativity. In the game, the answerer first thinks of an object such as a famous person or a kind of animal. Then the questioner tries to guess the object by asking 20 questions. In a Q20 game system, the user is considered as the answerer while the system itself acts as the questioner which requires a good strategy of question selection to figure out the correct object and win the game. However, the optimal policy of question selection is hard to be derived due to the complexity and volatility of the game environment. In this paper, we propose a novel policy-based Reinforcement Learning (RL) method, which enables the questioner agent to learn the optimal policy of question selection through continuous interactions with users. To facilitate training, we also propose to use a reward network to estimate the more informative reward. Compared to previous methods, our RL method is robust to noisy answers and does not rely on the Knowledge Base of objects. Experimental results show that our RL method clearly outperforms an entropy-based engineering system and has competitive performance in a noisy-free simulation environment.

In this paper, we propose a generalizable dialog generation approach that adapts multi-turn reasoning, one recent advancement in the field of document comprehension, to generate responses (“answers”) by taking current conversation session context as a “document” and current query as a “question”. The major idea is to represent a conversation session into memories upon which attention-based memory reading mechanism can be performed multiple times, so that (1) user’s query is properly extended by contextual clues and (2) optimal responses are step-by-step generated. Considering that the speakers of one conversation are not limited to be one, we separate the single memory used for document comprehension into different groups for speaker-specific topic and opinion embedding. Namely, we utilize the queries’ memory, the responses’ memory, and their unified memory, following the time sequence of the conversation session. Experiments on Japanese 10-sentence (5-round) conversation modeling show impressive results on how multi-turn reasoning can produce more diverse and acceptable responses than state-of-the-art single-turn and non-reasoning baselines.

We present the UOT Machine Translation System that was used in the IWSLT-09 evaluation campaign. This year, we participated in the BTEC track for Chinese-to-English translation. Our system is based on a string-to-tree framework. To integrate deep syntactic information, we propose the use of parse trees and semantic dependencies on English sentences described respectively by Head-driven Phrase Structure Grammar and Predicate-Argument Structures. We report the results of our system on both the development and test sets.

The continuous emergence of new technical terms and the difficulty of keeping up with neologism in parallel corpora deteriorate the performance of statistical machine translation (SMT) systems. This paper explores the use of morphological information to improve English-to-Chinese translation for technical terms. To reduce the morpheme-level translation ambiguity, we group the morphemes into morpheme phrases and propose the use of domain information for translation candidate selection. In order to find correspondences of morpheme phrases between the source and target languages, we propose an algorithm to mine morpheme phrase translation pairs from a bilingual lexicon. We also build a cascaded translation model that dynamically shifts translation units from phrase level to word and morpheme phrase levels. The experimental results show the significant improvements over the current phrase-based SMT systems.