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Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

Machine Learning · Computer Science 2019-01-23 Tao Ma

The majority of work in targeted sentiment analysis has concentrated on finding better methods to improve the overall results. Within this paper we show that these models are not robust to linguistic phenomena, specifically negation and…

Computation and Language · Computer Science 2021-04-01 Andrew Moore , Jeremy Barnes

Financial disclosure analysis and Knowledge extraction is an important financial analysis problem. Prevailing methods depend predominantly on quantitative ratios and techniques, which suffer from limitations like window dressing and past…

Trading and Market Microstructure · Quantitative Finance 2021-01-13 Sridhar Ravula

In this work, we examine the evaluation process for the task of detecting financial reports with a high risk of containing a misstatement. This task is often referred to, in the literature, as ``misstatement detection in financial…

Text classification is a very classic NLP task, but it has two prominent shortcomings: On the one hand, text classification is deeply domain-dependent. That is, a classifier trained on the corpus of one domain may not perform so well in…

Computation and Language · Computer Science 2022-10-28 Zilin Yuan , Yinghui Li , Yangning Li , Rui Xie , Wei Wu , Hai-Tao Zheng

Despite recent advances in deep learning-based language modelling, many natural language processing (NLP) tasks in the financial domain remain challenging due to the paucity of appropriately labelled data. Other issues that can limit task…

Computation and Language · Computer Science 2020-10-19 Tim Nugent , Nicole Stelea , Jochen L. Leidner

Multi-task learning has emerged as a powerful machine learning paradigm for integrating data from multiple sources, leveraging similarities between tasks to improve overall model performance. However, the application of multi-task learning…

Methodology · Statistics 2024-02-09 Parker Knight , Rui Duan

Argumentative structure prediction aims to establish links between textual units and label the relationship between them, forming a structured representation for a given input text. The former task, linking, has been identified by earlier…

Computation and Language · Computer Science 2021-09-28 Jan Wira Gotama Putra , Simone Teufel , Takenobu Tokunaga

Multi-task learning has recently become a very active field in deep learning research. In contrast to learning a single task in isolation, multiple tasks are learned at the same time, thereby utilizing the training signal of related tasks…

Computation and Language · Computer Science 2019-04-24 Tobias Kahse

Task-specific word identification aims to choose the task-related words that best describe a short text. Existing approaches require well-defined seed words or lexical dictionaries (e.g., WordNet), which are often unavailable for many…

Computation and Language · Computer Science 2017-06-06 Shuhan Yuan , Xintao Wu , Yang Xiang

Recently, neural networks based on multi-task learning have achieved promising performance on fake news detection, which focus on learning shared features among tasks as complementary features to serve different tasks. However, in most of…

Computation and Language · Computer Science 2019-09-05 Lianwei Wu , Yuan Rao , Haolin Jin , Ambreen Nazir , Ling Sun

Accurate transfer of information across multiple sectors to enhance model estimation is both significant and challenging in multi-sector portfolio optimization involving a large number of assets in different classes. Within the framework of…

Methodology · Statistics 2026-04-23 Qingliang Fan , Ruike Wu , Yanrong Yang

Multi-task learning can leverage information learned by one task to benefit the training of other tasks. Despite this capacity, naively training all tasks together in one model often degrades performance, and exhaustively searching through…

Machine Learning · Computer Science 2021-10-27 Christopher Fifty , Ehsan Amid , Zhe Zhao , Tianhe Yu , Rohan Anil , Chelsea Finn

Human behavior understanding is arguably one of the most important mid-level components in artificial intelligence. In order to efficiently make use of data, multi-task learning has been studied in diverse computer vision tasks including…

Computer Vision and Pattern Recognition · Computer Science 2018-02-15 Dong-Jin Kim , Jinsoo Choi , Tae-Hyun Oh , Youngjin Yoon , In So Kweon

The paper considers the possibility to fine-tune Llama 2 GPT large language model (LLM) for the multitask analysis of financial news. For fine-tuning, the PEFT/LoRA based approach was used. In the study, the model was fine-tuned for the…

Computation and Language · Computer Science 2023-09-12 Bohdan M. Pavlyshenko

The successful analysis of argumentative techniques from user-generated text is central to many downstream tasks such as political and market analysis. Recent argument mining tools use state-of-the-art deep learning methods to extract and…

Computation and Language · Computer Science 2023-07-06 Amirhossein Farzam , Shashank Shekhar , Isaac Mehlhaff , Marco Morucci

We designed a machine learning algorithm that identifies patterns between ESG profiles and financial performances for companies in a large investment universe. The algorithm consists of regularly updated sets of rules that map regions into…

General Finance · Quantitative Finance 2020-04-07 Carmine de Franco , Christophe Geissler , Vincent Margot , Bruno Monnier

In practical scenario, relation extraction needs to first identify entity pairs that have relation and then assign a correct relation class. However, the number of non-relation entity pairs in context (negative instances) usually far…

Computation and Language · Computer Science 2019-06-24 Wei Ye , Bo Li , Rui Xie , Zhonghao Sheng , Long Chen , Shikun Zhang

Extractive summarization and imbalanced multi-label classification often require vast amounts of training data to avoid overfitting. In situations where training data is expensive to generate, leveraging information between tasks is an…

Computation and Language · Computer Science 2019-03-19 John Brandt

Numerous deep learning applications benefit from multi-task learning with multiple regression and classification objectives. In this paper we make the observation that the performance of such systems is strongly dependent on the relative…

Computer Vision and Pattern Recognition · Computer Science 2018-04-25 Alex Kendall , Yarin Gal , Roberto Cipolla
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