Related papers: Financial Bond Similarity Search Using Representat…
This paper presents the participation of the MiniTrue team in the FinSim-3 shared task on learning semantic similarities for the financial domain in English language. Our approach combines contextual embeddings learned by transformer-based…
Can models generalize attribute knowledge across semantically and perceptually dissimilar categories? While prior work has addressed attribute prediction within narrow taxonomic or visually similar domains, it remains unclear whether…
Recognizing named entities (NEs) is commonly conducted as a classification problem that predicts a class tag for a word or a NE candidate in a sentence. In shallow structures, categorized features are weighted to support the prediction.…
Independently trained machine learning models tend to learn similar features. Given an ensemble of independently trained models, this results in correlated predictions and common failure modes. Previous attempts focusing on decorrelation of…
We present a new approach for detecting human-like social biases in word embeddings using representational similarity analysis. Specifically, we probe contextualized and non-contextualized embeddings for evidence of intersectional biases…
Representation learning on graphs has been gaining attention due to its wide applicability in predicting missing links, and classifying and recommending nodes. Most embedding methods aim to preserve certain properties of the original graph…
Word embedding, specially with its recent developments, promises a quantification of the similarity between terms. However, it is not clear to which extent this similarity value can be genuinely meaningful and useful for subsequent tasks.…
Identifying companies with similar profiles is a core task in finance with a wide range of applications in portfolio construction, asset pricing and risk attribution. When a rigorous definition of similarity is lacking, financial analysts…
In the era of rapid globalization and digitalization, accurate identification of similar stocks has become increasingly challenging due to the non-stationary nature of financial markets and the ambiguity in conventional regional and sector…
A key obstacle in automated analytics and meta-learning is the inability to recognize when different datasets contain measurements of the same variable. Because provided attribute labels are often uninformative in practice, this task may be…
We address challenges in variable selection with highly correlated data that are frequently present in finance, economics, but also in complex natural systems as e.g. weather. We develop a robustified version of the knockoff framework,…
Representation learning is a fundamental building block for analyzing entities in a database. While the existing embedding learning methods are effective in various data mining problems, their applicability is often limited because these…
Answer selection aims at identifying the correct answer for a given question from a set of potentially correct answers. Contrary to previous works, which typically focus on the semantic similarity between a question and its answer, our…
Financial transactions constitute connections between entities and through these connections a large scale heterogeneous weighted graph is formulated. In this labyrinth of interactions that are continuously updated, there exists a variety…
We build a 167-indicator comprehensive credit risk indicator set, integrating macro, corporate financial, bond-specific indicators, and for the first time, 30 large-scale corporate non-financial indicators. We use seven machine learning…
Performance optimization is an increasingly challenging but often repetitive task. While each platform has its quirks, the underlying code transformations rely on data movement and computational characteristics that recur across…
We tackle the challenge of feature embedding for the purposes of improving the click-through rate prediction process. We select three models: logistic regression, factorization machines and deep factorization machines, as our baselines and…
Understanding semantic similarity among images is the core of a wide range of computer vision applications. An important step towards this goal is to collect and learn human perceptions. Interestingly, the semantic context of images is…
Stock price movement prediction is a challenging and essential problem in finance. While it is well established in modern behavioral finance that the share prices of related stocks often move after the release of news via reactions and…
This paper addresses the challenging problem of retrieval and matching of graph structured objects, and makes two key contributions. First, we demonstrate how Graph Neural Networks (GNN), which have emerged as an effective model for various…