Dominican Republic

In this paper, we present a first attempt at enriching German Universal Dependencies (UD) treebanks with enhanced dependencies. Similarly to the converter for English (Schuster and Manning, 2016), we develop a rule-based system for deriving enhanced dependencies from the basic layer, covering three linguistic phenomena: relative clauses, coordination, and raising/control. For quality control, we manually correct or validate a set of 196 sentences, finding that around 90% of added relations are correct. Our data analysis reveals that difficulties arise mainly due to inconsistencies in the basic layer annotations. We show that the English system is in general applicable to German data, but that adapting to the particularities of the German treebanks and language increases precision and recall by up to 10%. Comparing the application of our converter on gold standard dependencies vs. automatic parses, we find that F1 drops by around 10% in the latter setting due to error propagation. Finally, an enhanced UD parser trained on a converted treebank performs poorly when evaluated against our annotations, indicating that more work remains to be done to create gold standard enhanced German treebanks.

EMNLP 2021

A Corpus Study of Creating Rule-Based Enhanced Universal Dependencies for German

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ACL-IJCNLP 2021

The great event is jointly organized by the Association for Computational Linguistics (ACL) and Asian Federation of Natural Language Processing (AFNLP).

workshop paper

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EMNLP 2021 is planned to be a hybrid event in Punta Cana, Dominican Republic, with both on-site and fully virtual participation possible.

Event extraction in commodity news is a less researched area as compared to generic eventextraction. However, accurate event extraction from commodity news is useful in abroad range of applications such as under-standing event chains and learning event-eventrelations, which can then be used for commodity price prediction. The events foundin commodity news exhibit characteristics different from generic events, hence posing a unique challenge in event extraction using existing methods. This paper proposes an effective use of Graph Convolutional Networks(GCN) with a pruned dependency parse tree, termed contextual sub-tree, for better event extraction in commodity news. The event extraction model is trained using feature embeddings from ComBERT, a BERT-based masked language model that was produced through domain-adaptive pre-training on a commoditynews corpus. Experimental results show the efficiency of the proposed solution, which out-performs existing methods with F1 scores ashigh as 0.90. Furthermore, our pre-trained language model outperforms GloVe by 23%, andBERT and RoBERTa by 7% in terms of argu-ment roles classification. For the goal of re-producibility, the code and trained models aremade publicly available.

Effective Use of Graph Convolution Network and Contextual Sub-Tree for Commodity News Event Extraction

Privacy is important considering the financial Domain as such data is highly confidential and sensitive. Natural Language Processing (NLP) techniques can be applied for text classification and entity detection purposes in financial domains such as customer feedback sentiment analysis, invoice entity detection, categorisation of financial documents by type etc. Due to the sensitive nature of such data, privacy measures need to be taken for handling and training large models with such data. In this work, we propose a contextualized transformer (BERT and RoBERTa) based text classification model integrated with privacy features such as Differential Privacy (DP) and Federated Learning (FL). We present how to privately train NLP models and desirable privacy-utility tradeoffs and evaluate them on the Financial Phrase Bank dataset.

Privacy enabled Financial Text Classification using Differential Privacy and Federated Learning

This study performs BERT-based analysis, which is a representative contextualized language model, on corporate disclosure data to predict impending bankruptcies. Prior literature on bankruptcy prediction mainly focuses on developing more sophisticated prediction methodologies with financial variables. However,
in our study, we focus on improving the quality of input dataset. Specifically, we employ BERT model to perform sentiment analysis on MD&A disclosures. We show that BERT outperforms dictionary-based predictions and Word2Vec-based predictions under time-discrete logistic hazard model, k-nearest neighbor (kNN-5), and linear kernel support vector machine (SVM). Further, instead of pretraining
the BERT model from scratch, we apply self-learning with confidence-based filtering 
to corporate disclosure data. We achieve the accuracy rate of 91.56% and demonstrate that the domain adaptation procedure brings a significant improvement in prediction accuracy.

Corporate Bankruptcy Prediction with BERT Model

The Global Banking Standards QA Dataset (GBS-QA)

With 56 million people actively trading and investing in cryptocurrency online and globally in 2020, there is an increasing need for automatic social media analysis tools to help understand trading discourse and behavior. In this work, we present a dual natural language modeling pipeline which leverages language and social network behaviors for the prediction of cryptocurrency day trading actions and their associated framing patterns. This pipeline first predicts if tweets can be used to guide day trading behavior, specifically if a cryptocurrency investor should buy, sell, or hold their cryptocurrencies in order to make a profit. Next, tweets are input to an unsupervised deep clustering approach to automatically detect trading framing patterns. Our contributions in clude the modeling pipeline for this novel task, a new Cryptocurrency Tweets Dataset com piled from influential accounts, and a Historical Price Dataset. Our experiments show that our approach achieves an 88.78% accuracy for day trading behavior prediction and reveals framing fluctuations prior to and during the COVID-19 pandemic that could be used to guide investment actions.

Cryptocurrency Day Trading and Framing Prediction in Microblog Discourse

With the recent rise in popularity of Transformer models in Natural Language Processing, research efforts have been dedicated to the development of domain-adapted versions of BERT-like architectures. In this study, we focus on FinBERT, a Transformer model trained on text from the financial domain. By comparing its performances with the original BERT on a wide variety of financial text processing tasks, we found continual pretraining from the original model to be the more beneficial option. Domain-specific pretraining from scratch, conversely, seems to be less effective

Is Domain Adaptation Worth Your Investment? Comparing BERT and FinBERT on Financial Tasks

In decision making in the economic field, an especially important requirement is to rapidly understand news to absorb ever-changing economic situations. Given that most economic news is written in English, the ability to read such information without waiting for a translation is particularly valuable in economics in contrast to other fields. In consideration of this issue, this research investigated the extent to which non-native English speakers are able to read economic news to make decisions accordingly -- an issue that has been rarely addressed in previous studies. Using an existing standard dataset as training data, we created a classifier that automatically evaluates the readability of text with high accuracy for English learners. Our assessment of the readability of an economic news corpus revealed that most news texts can be read by intermediate English learners. We also found that in some cases, readability varies considerably depending on the knowledge of certain words specific to the economic field.

To What Extent Can English-as-a-Second Language Learners Read Economic News Texts?

We present a method to automatically identify financially relevant news using stock price movements and news headlines as input. The method repurposes the attention weights of a neural network initially trained to predict stock prices to assign a relevance score to each headline, eliminating the need for manually labeled training data. Our experiments on the four most relevant US stock indices and 1.5M news headlines show that the method ranks relevant news highly, positively correlated with the accuracy of the initial stock price prediction task.

From Stock Prediction to Financial Relevance: Repurposing Attention Weights to Assess News Relevance Without Manual Annotations

In this paper we investigate the possibility of extracting predicate-argument relations from UD trees (and enhanced UD graphs). Concretely, we apply UD parsers on an English question answering/semantic-role labeling data set (FitzGerald, 2018) and check if the annotations reflect the relations in the resulting parse trees, using a small number of rules to extract this information. We find that 79.1\% of the argument-predicate pairs can be found in this way, on the basis of Udify (Kondratyuk and Straka, 2019). Error analysis reveals that half of the error cases are attributable to shortcomings in the dataset. The remaining errors are mostly due to predicate-argument relations not being extractible algorithmically from the UD trees (requiring semantic reasoning to be resolved). The parser itself is only responsible for a small portion of errors. Our analysis suggests a number of improvements to the UD annotation schema: we propose to enhance the schema in four ways, in order to capture argument-predicate relations. Additionally, we propose improvements regarding data collection for question answering/semantic-role labeling data.

Can predicate-argument relationships be extracted from UD trees?

While FrameNet is widely regarded as a rich resource of semantics in natural language processing, a major criticism concerns its lack of coverage and the relative paucity of its labeled data compared to other commonly used lexical resources such as PropBank and VerbNet. This paper reports on a pilot study to address these gaps. We propose a data augmentation approach, which uses existing frame-specific annotation to automatically annotate other lexical units of the same frame which are unannotated. Our rule-based approach defines the notion of a sister lexical unit and generates frame-specific augmented data for training. We present experiments on frame-semantic role labeling which demonstrate the importance of this data augmentation: we obtain a large improvement to prior results on frame identification and argument identification for FrameNet, utilizing both full-text and lexicographic annotations under FrameNet. Our findings on data augmentation highlight the value of automatic resource creation for improved models in frame-semantic parsing.

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Effective Use of Graph Convolution Network and Contextual Sub-Tree for Commodity News Event Extraction

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Graph Rewriting for Enhanced Universal Dependencies

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Next from EMNLP 2021

Effective Use of Graph Convolution Network and Contextual Sub-Tree for Commodity News Event Extraction

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Graph Rewriting for Enhanced Universal Dependencies

Stay up to date with the latest Underline news!

PRESENTATIONS

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