scholarly journals Is Deep-Learning and Natural Language Processing Transcending the Financial Forecasting? Investigation Through Lens of News Analytic Process

Author(s):  
Faisal Khalil ◽  
Gordon Pipa

AbstractThis study tries to unravel the stock market prediction puzzle using the textual analytic with the help of natural language processing (NLP) techniques and Deep-learning recurrent model called long short term memory (LSTM). Instead of using count-based traditional sentiment index methods, the study uses its own sum and relevance based sentiment index mechanism. Hourly price data has been used in this research as daily data is too late and minutes data is too early for getting the exclusive effect of sentiments. Normally, hourly data is extremely costly and difficult to manage and analyze. Hourly data has been rarely used in similar kinds of researches. To built sentiment index, text analytic information has been parsed and analyzed, textual information that is relevant to selected stocks has been collected, aggregated, categorized, and refined with NLP and eventually converted scientifically into hourly sentiment index. News analytic sources include mainstream media, print media, social media, news feeds, blogs, investors’ advisory portals, experts’ opinions, brokers updates, web-based information, company’ internal news and public announcements regarding policies and reforms. The results of the study indicate that sentiments significantly influence the direction of stocks, on average after 3–4 h. Top ten companies from High-tech, financial, medical, automobile sectors are selected, and six LSTM models, three for using text-analytic and other without analytic are used. Every model includes 1, 3, and 6 h steps back. For all sectors, a 6-hour steps based model outperforms the other models due to LSTM specialty of keeping long term memory. Collective accuracy of textual analytic models is way higher relative to non-textual analytic models.

Author(s):  
Satish Tirumalapudi

Abstract: Chat bots are software applications that help users to communicate with the machine and get the required result, this is where Natural Language Processing (NLP) comes into the picture. Natural language processing is based on deep learning that enables computers to acquire meaning from inputs given by the users. Natural language processing techniques can make possible the use of natural language to express ideas, thus drastically increasing accessibility. NLP engines rely on the elements of intent, utterance, entity, context, and session. Here in this project, we will be using Deep learning techniques which will be trained on the dataset which contains categories, patterns, and responses. Long Short-Term Memory (LSTM) is a Recurrent Neural Network that is capable of learning order dependence in sequence prediction problems. One of the most popular RNN approaches is LSTM to identify and control a dynamic system. We use an RNN to classify the category user’s message belongs to and then will give a response from the list of responses. Keywords: NLP – Natural Language Processing, LSTM – Long Short Term Memory, RNN – Recurrent Neural Networks.


Author(s):  
Yudi Widhiyasana ◽  
Transmissia Semiawan ◽  
Ilham Gibran Achmad Mudzakir ◽  
Muhammad Randi Noor

Klasifikasi teks saat ini telah menjadi sebuah bidang yang banyak diteliti, khususnya terkait Natural Language Processing (NLP). Terdapat banyak metode yang dapat dimanfaatkan untuk melakukan klasifikasi teks, salah satunya adalah metode deep learning. RNN, CNN, dan LSTM merupakan beberapa metode deep learning yang umum digunakan untuk mengklasifikasikan teks. Makalah ini bertujuan menganalisis penerapan kombinasi dua buah metode deep learning, yaitu CNN dan LSTM (C-LSTM). Kombinasi kedua metode tersebut dimanfaatkan untuk melakukan klasifikasi teks berita bahasa Indonesia. Data yang digunakan adalah teks berita bahasa Indonesia yang dikumpulkan dari portal-portal berita berbahasa Indonesia. Data yang dikumpulkan dikelompokkan menjadi tiga kategori berita berdasarkan lingkupnya, yaitu “Nasional”, “Internasional”, dan “Regional”. Dalam makalah ini dilakukan eksperimen pada tiga buah variabel penelitian, yaitu jumlah dokumen, ukuran batch, dan nilai learning rate dari C-LSTM yang dibangun. Hasil eksperimen menunjukkan bahwa nilai F1-score yang diperoleh dari hasil klasifikasi menggunakan metode C-LSTM adalah sebesar 93,27%. Nilai F1-score yang dihasilkan oleh metode C-LSTM lebih besar dibandingkan dengan CNN, dengan nilai 89,85%, dan LSTM, dengan nilai 90,87%. Dengan demikian, dapat disimpulkan bahwa kombinasi dua metode deep learning, yaitu CNN dan LSTM (C-LSTM),memiliki kinerja yang lebih baik dibandingkan dengan CNN dan LSTM.


2019 ◽  
Vol 27 (1) ◽  
pp. 56-64 ◽  
Author(s):  
Long Chen ◽  
Yu Gu ◽  
Xin Ji ◽  
Zhiyong Sun ◽  
Haodan Li ◽  
...  

Abstract Objective Detecting adverse drug events (ADEs) and medications related information in clinical notes is important for both hospital medical care and medical research. We describe our clinical natural language processing (NLP) system to automatically extract medical concepts and relations related to ADEs and medications from clinical narratives. This work was part of the 2018 National NLP Clinical Challenges Shared Task and Workshop on Adverse Drug Events and Medication Extraction. Materials and Methods The authors developed a hybrid clinical NLP system that employs a knowledge-based general clinical NLP system for medical concepts extraction, and a task-specific deep learning system for relations identification using attention-based bidirectional long short-term memory networks. Results The systems were evaluated as part of the 2018 National NLP Clinical Challenges challenge, and our attention-based bidirectional long short-term memory networks based system obtained an F-measure of 0.9442 for relations identification task, ranking fifth at the challenge, and had <2% difference from the best system. Error analysis was also conducted targeting at figuring out the root causes and possible approaches for improvement. Conclusions We demonstrate the generic approaches and the practice of connecting general purposed clinical NLP system to task-specific requirements with deep learning methods. Our results indicate that a well-designed hybrid NLP system is capable of ADE and medication-related information extraction, which can be used in real-world applications to support ADE-related researches and medical decisions.


2022 ◽  
Vol 2022 ◽  
pp. 1-8
Author(s):  
YiTao Zhou

As one of the core tasks in the field of natural language processing, syntactic analysis has always been a hot topic for researchers, including tasks such as Questions and Answer (Q&A), Search String Comprehension, Semantic Analysis, and Knowledge Base Construction. This paper aims to study the application of deep learning and neural network in natural language syntax analysis, which has significant research and application value. This paper first studies a transfer-based dependent syntax analyzer using a feed-forward neural network as a classifier. By analyzing the model, we have made meticulous parameters of the model to improve its performance. This paper proposes a dependent syntactic analysis model based on a long-term memory neural network. This model is based on the feed-forward neural network model described above and will be used as a feature extractor. After the feature extractor is pretrained, we use a long short-term memory neural network as a classifier of the transfer action, and the characteristics extracted by the syntactic analyzer as its input to train a recursive neural network classifier optimized by sentences. The classifier can not only classify the current pattern feature but also multirich information such as analysis of state history. Therefore, the model is modeled in the analysis process of the entire sentence in syntactic analysis, replacing the method of modeling independent analysis. The experimental results show that the model has achieved greater performance improvement than baseline methods.


2019 ◽  
Vol 20 (1) ◽  
pp. 129-139 ◽  
Author(s):  
Zahra Bokaee Nezhad ◽  
Mohammad Ali Deihimi

With increasing members in social media sites today, people tend to share their views about everything online. It is a convenient way to convey their messages to end users on a specific subject. Sentiment Analysis is a subfield of Natural Language Processing (NLP) that refers to the identification of users’ opinions toward specific topics. It is used in several fields such as marketing, customer services, etc. However, limited works have been done on Persian Sentiment Analysis. On the other hand, deep learning has recently become popular because of its successful role in several Natural Language Processing tasks. The objective of this paper is to propose a novel hybrid deep learning architecture for Persian Sentiment Analysis. According to the proposed model, local features are extracted by Convolutional Neural Networks (CNN) and long-term dependencies are learned by Long Short Term Memory (LSTM). Therefore, the model can harness both CNN's and LSTM's abilities. Furthermore, Word2vec is used for word representation as an unsupervised learning step. To the best of our knowledge, this is the first attempt where a hybrid deep learning model is used for Persian Sentiment Analysis. We evaluate the model on a Persian dataset that is introduced in this study. The experimental results show the effectiveness of the proposed model with an accuracy of 85%. ABSTRAK: Hari ini dengan ahli yang semakin meningkat di laman media sosial, orang cenderung untuk berkongsi pandangan mereka tentang segala-galanya dalam talian. Ini adalah cara mudah untuk menyampaikan mesej mereka kepada pengguna akhir mengenai subjek tertentu. Analisis Sentimen adalah subfield Pemprosesan Bahasa Semula Jadi yang merujuk kepada pengenalan pendapat pengguna ke arah topik tertentu. Ia digunakan dalam beberapa bidang seperti pemasaran, perkhidmatan pelanggan, dan sebagainya. Walau bagaimanapun, kerja-kerja terhad telah dilakukan ke atas Analisis Sentimen Parsi. Sebaliknya, pembelajaran mendalam baru menjadi popular kerana peranannya yang berjaya dalam beberapa tugas Pemprosesan Bahasa Asli (NLP). Objektif makalah ini adalah mencadangkan senibina pembelajaran hibrid yang baru dalam Analisis Sentimen Parsi. Menurut model yang dicadangkan, ciri-ciri tempatan ditangkap oleh Rangkaian Neural Convolutional (CNN) dan ketergantungan jangka panjang dipelajari oleh Long Short Term Memory (LSTM). Oleh itu, model boleh memanfaatkan kebolehan CNN dan LSTM. Selain itu, Word2vec digunakan untuk perwakilan perkataan sebagai langkah pembelajaran tanpa pengawasan. Untuk pengetahuan yang terbaik, ini adalah percubaan pertama di mana model pembelajaran mendalam hibrid digunakan untuk Analisis Sentimen Persia. Kami menilai model pada dataset Persia yang memperkenalkan dalam kajian ini. Keputusan eksperimen menunjukkan keberkesanan model yang dicadangkan dengan ketepatan 85%.


2021 ◽  
Vol 10 (4) ◽  
pp. 2130-2136
Author(s):  
Ryan Adipradana ◽  
Bagas Pradipabista Nayoga ◽  
Ryan Suryadi ◽  
Derwin Suhartono

Misinformation has become an innocuous yet potentially harmful problem ever since the development of internet. Numbers of efforts are done to prevent the consumption of misinformation, including the use of artificial intelligence (AI), mainly natural language processing (NLP). Unfortunately, most of natural language processing use English as its linguistic approach since English is a high resource language. On the contrary, Indonesia language is considered a low resource language thus the amount of effort to diminish consumption of misinformation is low compared to English-based natural language processing. This experiment is intended to compare fastText and GloVe embeddings for four deep neural networks (DNN) models: long short-term memory (LSTM), bidirectional long short-term memory (BI-LSTM), gated recurrent unit (GRU) and bidirectional gated recurrent unit (BI-GRU) in terms of metrics score when classifying news between three classes: fake, valid, and satire. The latter results show that fastText embedding is better than GloVe embedding in supervised text classification, along with BI-GRU + fastText yielding the best result.


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