Machine Learning in Finance: A Topic Modeling Approach

2019 ◽  
Author(s):  
Saqib Aziz ◽  
Michael M. Dowling ◽  
Helmi Hammami ◽  
Anke Piepenbrink
Author(s):  
Saqib Aziz ◽  
Michael Dowling ◽  
Helmi Hammami ◽  
Anke Piepenbrink

2021 ◽  
Vol 61 (9) ◽  
pp. 4266-4279 ◽  
Author(s):  
Kuo Hao Lee ◽  
Andrew D. Fant ◽  
Jiqing Guo ◽  
Andy Guan ◽  
Joslyn Jung ◽  
...  

Author(s):  
Beth Lyall-Wilson ◽  
Nicolas Kim ◽  
Elizabeth Hohman

This paper describes the development and new application of a text modeling process for identifying human factors topics, such as fatigue, workload, and distraction in aviation safety reports. Current approaches to identifying human factors topic representations in text data rely on manual review from subject matter experts. The implementation of a semi-supervised text modeling method overcomes the need for lengthy manual review through an initial extraction of pre-defined human factors topics, freeing time for focus on analyzing the information. This modeling approach allows analysts to use keywords to define topics of interest up front and influence the convergence of the model toward a result that reflects them, which provides an advantage over classic topic modeling approaches where domain knowledge is not integrated into the generation of derived topics. This paper includes a description of the modeling approach and rationale, data used, evaluation methods, challenges, and suggestions for future applications.


2020 ◽  
Vol 10 ◽  
Author(s):  
Raffaele Sperandeo ◽  
Giovanni Messina ◽  
Daniela Iennaco ◽  
Francesco Sessa ◽  
Vincenzo Russo ◽  
...  

2015 ◽  
Vol 54 (04) ◽  
pp. 338-345 ◽  
Author(s):  
A. Fong ◽  
R. Ratwani

SummaryObjective: Patient safety event data repositories have the potential to dramatically improve safety if analyzed and leveraged appropriately. These safety event reports often consist of both structured data, such as general event type categories, and unstructured data, such as free text descriptions of the event. Analyzing these data, particularly the rich free text narratives, can be challenging, especially with tens of thousands of reports. To overcome the resource intensive manual review process of the free text descriptions, we demonstrate the effectiveness of using an unsupervised natural language processing approach.Methods: An unsupervised natural language processing technique, called topic modeling, was applied to a large repository of patient safety event data to identify topics, or themes, from the free text descriptions of the data. Entropy measures were used to evaluate and compare these topics to the general event type categories that were originally assigned by the event reporter.Results: Measures of entropy demonstrated that some topics generated from the un-supervised modeling approach aligned with the clinical general event type categories that were originally selected by the individual entering the report. Importantly, several new latent topics emerged that were not originally identified. The new topics provide additional insights into the patient safety event data that would not otherwise easily be detected.Conclusion: The topic modeling approach provides a method to identify topics or themes that may not be immediately apparent and has the potential to allow for automatic reclassification of events that are ambiguously classified by the event reporter.


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