United Arab Emirates

Weak Supervised Learning (WSL) is a popular technique to develop machine learning models in absence of labeled training data. WSL involves training over noisy labels which are traditionally obtained from hand-engineered semantic rules and task-specific pre-trained models. Such rules offer limited coverage and generalization over tasks. On the other hand, pre-trained models are available only for limited tasks. Thus, obtaining weak labels is a bottleneck in weak supervised learning. In this work, we propose to utilize the prompting paradigm to generate weak labels for the underlying tasks. We show that task-agnostic prompts are generalizable and can be used to obtain noisy labels for different Spoken Language Understanding (SLU) tasks such as sentiment classification, disfluency detection and emotion classification. These prompts can additionally be updated with human-in-the-loop to add task-specific contexts, thus providing flexibility to design task-specific prompts. Our proposed WSL pipeline outperforms other competitive low-resource benchmarks on zero and few-shot learning by more than 4\% on Macro-F1 and a conventional rule-based WSL baseline by more than 5\% across all the benchmark datasets. We demonstrate that prompt-based methods save nearly 75\% of time in a weak-supervised framework and generate more reliable labels for the above SLU tasks and thus can be used as a universal strategy to obtain weak labels.

EMNLP 2022

Partially Humanizing Weak Supervision: Towards a Better Low Resource Pipeline for Spoken Language Understanding

prompting paradigm

weak supervision

language models

2021 Annual Conference of the North American Chapter of the Association for Computational Linguistics.

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## Welcome to EMNLP 2022!
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EMNLP 2022 will take place in Abu Dhabi from December 7th to December 11th, 2022. And it will be held in hybrid mode, both online and offline.

Identifying and exploring emerging trends in news is becoming more essential than ever with many changes occurring around the world due to the global health crises. However, most of the recent research has focused mainly on detecting trends in social media, thus, benefiting from social features (e.g. likes and retweets on Twitter) which helped the task as they can be used to measure the engagement and diffusion rate of content. Yet, formal text data, unlike short social media posts, comes with a longer, less restricted writing format, and thus, more challenging. In this paper, we focus our study on emerging trends detection in financial news articles about Microsoft, collected before and during the start of the COVID-19 pandemic (July 2019 to July 2020). We make the dataset freely available and we also propose a strong baseline (Contextual Leap2Trend) for exploring the dynamics of similarities between pairs of keywords based on topic modeling and term frequency. Finally, we evaluate against a gold standard (Google Trends)  and present noteworthy real-world scenarios regarding the influence of the pandemic on Microsoft.

Contextualizing Emerging Trends in Financial News Articles

Using the pre-trained language models to understand source codes has attracted increasing attention from financial institutions owing to the great potential to uncover financial risks. However, there are several challenges in applying these language models to solve programming language related problems directly. For instance, the shift of domain knowledge between natural language (NL) and programming language (PL) requires understanding the semantic and syntactic information from the data from different perspectives. To this end, we propose the AstBERT model, a pre-trained PL model aiming to better understand the financial codes using the abstract syntax tree (AST). Specifically, we collect a sheer number of source codes (both Java and Python) from the Alipay code repository and incorporate both syntactic and semantic code knowledge into our model through the help of code parsers, in which AST information of the source codes can be interpreted and integrated. We evaluate the performance of the proposed model on three tasks, including code question answering, code clone detection and code refinement. Experiment results show that our AstBERT achieves promising performance on three different downstream tasks.

AstBERT: Enabling Language Model for Financial Code Understanding with Abstract Syntax Trees

Automatic generating financial report from a set of news is important but challenging. The financial reports is composed of key points of the news and corresponding inferring and reasoning from specialists in financial domain with professional knowledge. The challenges lie in the effective learning of the extra knowledge that is not well presented in the news, and the misalignment between topic of input news and output knowledge in target reports. In this work, we introduce a disentangled variational topic inference approach to learn two latent variables for news and report, respectively. We use a publicly available dataset to evaluate the proposed approach. The results demonstrate its effectiveness of enhancing the language informativeness and the topic accuracy of the generated financial reports.

Disentangled Variational Topic Inference for Topic-Accurate Financial Report Generation

Text embedding is an essential component to build efficient natural language applications based on text similarities such as search engines and chatbots. Certain industries like finance and healthcare demand strict privacy-preserving conditions that user's data should not be exposed to any potential malicious users even including service providers. From a privacy standpoint, text embeddings seem impossible to be interpreted but there is still a privacy risk that they can be recovered to original texts through inversion attacks. To satisfy such privacy requirements, in this paper, we study a Homomorphic Encryption (HE) based text similarity inference. To validate our method, we perform extensive experiments on two vital text similarity tasks. Through text embedding inversion tests, we prove that the benchmark datasets are vulnerable to inversion attacks and another privacy preserving approach, dχ-privacy, a relaxed version of Local Differential Privacy method fails to prevent them. We show that our approach preserves the performance of models compared to that the baseline has degradation up to 10% of scores for the minimum security.

Toward Privacy-preserving Text Embedding Similarity with Homomorphic Encryption

Stock sentiment has strong correlations with the stock market but traditional sentiment analysis task classifies sentiment according to having feelings and emotions of good or bad. This definition of sentiment is not an accurate indicator of public opinion about specific stocks. To bridge this gap, we introduce a new task of stock sentiment analysis and present a new dataset for this task named TweetFinSent. In TweetFinSent, tweets are annotated based on if one gained or expected to gain positive or negative return from a stock. Experiments on TweetFinSent with several sentiment analysis models from lexicon-based to transformer-based have been conducted. Experimental results show that TweetFinSent dataset constitutes a challenging problem and there is ample room for improvement on the stock sentiment analysis task. TweetFinSent is available at \url{https://github.com/jpmcair/tweetfinsent}.

TweetFinSent: A Dataset of Stock Sentiments on Twitter

Accurate prediction of the stock price volatility, the rate at which the price of a stock increases or decreases over a particular period, is an important problem in finance. Inaccurate prediction of stock price volatility might lead to investment risk and financial loss, while accurate prediction might generate significant returns for investors. Several studies investigated stock price volatility prediction in a regression task by using the transcripts of earning calls (quarterly conference calls held by public companies) with Natural Language Processing (NLP) techniques. Existing studies use the entire transcript and this degrades the performance due to noise caused by irrelevant information that might not have a significant impact on stock price volatility. In order to overcome these limitations, by considering stock price volatility prediction as a classification task, we explore several denoising approaches, ranging from general-purpose approaches to techniques specific to finance to remove the noise, and leverage AutoML systems that enable auto-exploration of a wide variety of models. Our preliminary findings indicate that domain-specific denoising approaches provide better results than general-purpose approaches, moreover AutoML systems provide promising results.

Stock Price Volatility Prediction: A Case Study with AutoML

Digital transformation reinvents companies, their vision and strategy, organizational structure, processes, capabilities, and culture, and enables the development of new or enhanced products and services delivered to customers more efficiently. Organizations, by formalizing their digital strategy attempt to plan for their digital transformations and accelerate their company growth. Understanding how successful a company is in its digital transformation starts with accurate measurement of its digital maturity levels. However, existing approaches to measuring organizations' digital strategy have low accuracy levels and this leads to inconsistent results, and also does not provide resources (data) for future research to improve. In order to measure the digital strategy maturity of companies, we leverage the state-of-the-art NLP models on unstructured data (earning call transcripts), and reach the state-of-the-art levels (94\%) for this task. We release 3.691 earning call transcripts and also annotated data set, labeled particularly for the digital strategy maturity by linguists. Our work provides an empirical baseline for research in industry and management science.

DigiCall: A Benchmark for Measuring the Maturity of Digital Strategy through Company Earning Calls

With the recent surge of NLP technologies in the financial domain, banks and other financial entities have adopted virtual agents (VA) to assist customers. A challenging problem for VAs in this domain is determining a user's reason or intent for contacting the VA, especially when the intent was unseen or open during the VA's training. One method for handling open intents is adaptive decision boundary (ADB) post-processing, which learns tight decision boundaries from intent representations to separate known and open intents. We propose incorporating two methods for supervised pre-training of intent representations: prefix tuning and fine-tuning just the last layer of a large language model (LLM). With this proposal, our accuracy is 1.63% - 2.07% higher than the prior state-of-the-art ADB method for open intent classification on the banking77 benchmark amongst others. Notably, we only supplement the original ADB model with 0.1% additional trainable parameters. Ablation studies also determine that our method yields better results than full fine-tuning the entire model. We hypothesize that our findings could stimulate a new optimal method of downstream tuning that combines parameter efficient tuning modules with fine-tuning a subset of the base model's layers.

Learning Better Intent Representations for Financial Open Intent Classification

The invention of transformer-based models such as BERT, GPT, and RoBERTa has enabled researchers and financial companies to finetune these powerful models and use them in different downstream tasks to achieve state-of-the-art performance. Recently, a lightweight alternative (approximately 0.1\% - 3\% of the original model parameters) to fine-tuning, known as prefix tuning has been introduced. This method freezes the model parameters and only updates the prefix to achieve performance comparable to full fine-tuning. Prefix tuning enables researchers and financial practitioners to achieve similar results with much fewer parameters. In this paper, we explore the robustness of prefix tuning when facing noisy data. Our experiments demonstrate that fine-tuning is more robust to noise than prefix tuning---the latter method faces a significant decrease in performance on most corrupted data sets with increasing noise levels. Furthermore, prefix tuning has high variances on the F1 scores compared to fine-tuning in many corruption methods. We strongly advocate that caution should be carefully taken when applying the state-of-the-art prefix tuning method to noisy data.

Exploring Robustness of Prefix Tuning in Noisy Data: A Case Study in Financial Sentiment Analysis

Investment management professionals (IMPs) often make decisions after manual analysis of text transcripts of central banks' conferences or companies' earning calls. Their current software tools, while interactive, largely leave users unassisted in using these transcripts.  A key component to designing speech and NLP techniques for this community is to qualitatively characterize their perceptions of AI as well as their legitimate needs so as to (1) better apply existing NLP methods, (2) direct future research and (3) correct IMPs' perceptions of what AI is capable of.  This paper presents such a study, through a contextual inquiry with eleven IMPs, uncovering their information practices when using such transcripts. We then propose a taxonomy of user requirements and usability criteria to support IMP decision making, and validate the taxonomy through participatory design workshops with four IMPs. Our investigation suggests that: (1) IMPs view visualization methods and natural language processing algorithms primarily as time-saving tools that are incapable of enhancing either discovery or interpretation and (2) their existing software falls well short of the state of the art in both visualization and NLP.

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Contextualizing Emerging Trends in Financial News Articles

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