Malta

The goal of portfolio management is to simultaneously maximize the accumulated return and also to control risk. In consecutive trading periods, portfolio manager needs to continuously adjust the portfolio weights based on the factors which can cause price fluctuation in the market. In the stock market, the factors affecting the stock price can be divided into two categories. The first is price fluctuations caused by irrational investment of the speculators. The second is endogenous value changes caused by operations of the company. In recent years, with the advancement of artificial intelligence technology, reinforcement learning (RL) algorithms have been increasingly employed by scholars to address financial problems, particularly in the area of portfolio management. However, the deep RL models proposed by these scholars in the past have focused more on analyzing the price changes caused by the investment behavior of speculators in response to technical indicators of actual stock prices. In this research, we introduce an RL-based framework called FinBPM, which takes both the factor pertaining to the impact on operations of the company and the factor of the irrational investment of the speculator into consideration. For our experimentation, we randomly selected twelve stocks from the Dow Jones Industrial Index to construct our portfolio. The experimental results reveal that, in comparison to conventional reinforcement learning methods, our approach with at least 13.26% increase over other methods compared. Additionally, it achieved the best Sharpe ratio of 2.77, effectively maximizing the return per unit of risk.

EACL 2024

FinBPM: A Framework for Portfolio Management-based Financial Investor Behavior Perception Model

investor behavior

portfolio management

reinforcement learning

### Welcome to ACL 2023, the 61st Annual Meeting of the Association for Computational Linguistics! 
 The conference will be held in Toronto, Canada, July 9-14, 2023. 
Following the succession of the recent conferences in our field, ACL 2023 will adopt a hybrid format.
While the impact of Covid has considerably diminished in terms of traveling, obtaining visas to Canada
entails a very long process. Moreover, the global economic conditions pose challenges for many individuals to travel to conferences. Recognizing these circumstances, we know many participants may not be
able to attend the conference in person. Therefore, we are committed to providing a great virtual platform
so everyone has the opportunity to interact with other participants and enjoy the conference. Based on the
current registered participants, approxiately 30% have chosen to attend the conference virtually. Whether
you join us in person or virtually, we sincerely hope everyone has a remarkable conference experience. 
This General Chair’s message is where I express my gratitude to the many individuals who have made
enormous contributions to the conference over the past year.

Read [**ACL 2023 General Chair's message**](https://docs.google.com/document/d/1WobYM7norbG4dI48s75HfJoD89qgX5a_F-6U8AteLSA/edit?usp=sharing/) in full.

##### **[Conference Handbook](https://2023.aclweb.org/downloads/acl2023-handbook.pdf)**

ACL 2023

The Association for Computational Linguistics (ACL) is the premier international scientific and professional society for people working on computational problems involving human language, a field often referred to as either computational linguistics or natural language processing.

poster

Welcome to the 18th Conference of the European Chapter of the Association for Computational Linguistics (EACL). Continuing its mission of expanding and involving the science community of all European countries, EACL has selected the Malta community for the 18th EACL. Considering the importance of physical interaction among researchers, the conference will be held at the Hotel Radisson Blu, St. Julians, in Malta, from 17 to 22 of March, 2024. The conference will also feature the possibility to participate virtually. As the flagship European conference in the field of computational linguistics, EACL welcomes European and international researchers covering a broad spectrum of research areas that are concerned with computational approaches to natural language. 
#### [Conference Handbook](https://drive.google.com/file/d/13Wn38q0yev6U3RTgnf4Tn5T9GuAuZ-xW/view?usp=sharing) *downloadable*

To access the EACL 2024 event page you need to register [**here**](https://acl.swoogo.com/EACL2024). 

Please register!

As the flagship European conference in the field of computational linguistics, EACL welcomes European and international researchers covering a broad spectrum of research areas that are concerned with computational approaches to natural language.

Improving multilingual language models capabilities in low-resource languages is generally difficult due to the scarcity of large-scale data in those languages. In this paper, we relax the reliance on texts in low-resource languages by using multilingual lexicons in pretraining to enhance multilingual capabilities. Specifically, we focus on zero-shot sentiment analysis tasks across 34 languages, including 6 high/medium-resource languages, 25 low-resource languages, and 3 code-switching datasets. We demonstrate that pretraining using multilingual lexicons, without using any sentence-level sentiment data, achieves superior zero-shot performance compared to models fine-tuned on English sentiment datasets, and large language models like GPT--3.5, BLOOMZ, and XGLM. These findings are observable for unseen low-resource languages to code-mixed scenarios involving high-resource languages.

Zero-shot Sentiment Analysis in Low-Resource Languages Using a Multilingual Sentiment Lexicon

Aspect sentiment coherency is an intriguing yet underexplored topic in the field of aspect-based sentiment classification. This concept reflects the common pattern where adjacent aspects often share similar sentiments. Despite its prevalence, current studies have not fully recognized the potential of modeling aspect sentiment coherency, including its implications in adversarial defense. To model aspect sentiment coherency, we propose a novel local sentiment aggregation (LSA) paradigm based on constructing a differential-weighted sentiment aggregation window. We have rigorously evaluated our model through experiments, and the results affirm the proficiency of LSA in terms of aspect coherency prediction and aspect sentiment classification. For instance, it outperforms existing models and achieves state-of-the-art sentiment classification performance across five public datasets. Furthermore, we demonstrate the promising ability of LSA in ABSC adversarial defense, thanks to its sentiment coherency modeling. To encourage further exploration and application of this concept, we have made our code publicly accessible. This will provide researchers with a valuable tool to delve into sentiment coherency modeling in future research.

Modeling Aspect Sentiment Coherency via Local Sentiment Aggregation

Graphs provide a natural, intuitive, and holistic means to capture relationships between different text elements in Natural Language Processing (NLP) such as words, sentences, and documents. 
Recent advancements in the field of Graph Machine Learning (GML) have led to the development of numerous models to process text for various natural language applications, including but not limited to short-text classification, document classification, and others.
At the heart of GML models, specifically those based on Graph Neural Networks (GNNs), lies the message passing operation which has shown to be an essential component for strong empirical performance in NLP.
However, the number of message passing steps (often known as the radius) is $\textit{fixed for all the nodes}$ in existing GML models for NLP.
Fixing the radius poses a fundamental restriction as nodes exhibit diverse properties and varying amounts of informative local structures in the input graph.
This paper presents GAINER, a novel framework called Graph mAchine learnIng with Node-spEcific Radius, aimed at graph-based NLP. 
We propose non-neural and novel neural approaches built on the core ideas of GAINER.
Through rigorous experimentation, we demonstrate the efficacy of GAINER in various popular NLP tasks.

GAINER: Graph Machine Learning with Node-specific Radius for Classification of Short Texts and Documents

The remarkable performance of large language models (LLMs) in zero-shot language understanding has garnered significant attention.
However, employing LLMs for large-scale inference or domain-specific fine-tuning requires immense computational resources due to their substantial model size. To overcome these limitations, we introduce a novel method, namely GenCo, which leverages the strong generative power of LLMs to assist in training a smaller and more adaptable language model. In our method, an LLM plays an important role in the self-training loop of a smaller model in two important ways. Firstly, we utilize an LLM to generate multiple augmented texts for each input instance to enhance its semantic meaning for better understanding. Secondly, we additionally generate high-quality training instances conditioned on predicted labels, ensuring the generated texts are relevant to the labels. In this way, GenCo not only corrects the errors of predicted labels during self-training but also eliminates the need for extensive unlabeled texts. In our experiments, GenCo outperforms previous state-of-the-art methods when only limited ($<5\%$ of original) in-domain text data is available. Notably, our approach surpasses Alpaca-7B with human instructions, highlighting the significance of self-training.

Generation-driven Contrastive Self-training for Zero-shot Text Classification with Instruction-following LLM

Document-level neural machine translation (DocNMT) aims to generate translations that are both coherent and cohesive, in contrast to its sentence-level counterpart. However, due to its longer input length and limited availability of training data, DocNMT often faces the challenge of data sparsity. To overcome this issue, we propose a novel Importance-Aware Data Augmentation (IADA) algorithm for DocNMT that augments the training data based on token importance information estimated by the norm of hidden states and training gradients. We conduct comprehensive experiments on three widely-used DocNMT benchmarks. Our empirical results show that our proposed IADA outperforms strong DocNMT baselines as well as several data augmentation approaches, with statistical significance on both sentence-level and document-level BLEU.

Importance-Aware Data Augmentation for Document-Level Neural Machine Translation

The ability of Large Language Models (LLMs) to encode syntactic and semantic structures of language is well examined in NLP. Additionally, analogy identification, in the form of word analogies are extensively studied in the last decade of language modeling literature. In this work we specifically look at how LLMs' abilities to capture sentence analogies (sentences that convey analogous meaning to each other) vary with LLMs' abilities to encode syntactic and semantic structures of sentences. Through our analysis, we find that LLMs' ability to identify sentence analogies is positively correlated with their ability to encode syntactic and semantic structures of sentences. Specifically, we find that the LLMs which capture syntactic structures better, also have higher abilities in identifying sentence analogies.

On the Relationship between Sentence Analogy Identification and Sentence Structure Encoding in Large Language Models

While textual information significantly enhances the performance of pre-trained language models (PLMs) in knowledge graph completion (KGC), the static and noisy nature of existing corpora collected from Wikipedia articles or synsets definitions often limits the potential of PLM-based KGC models. To surmount these challenges, we introduce the \textit{Contextualization Distillation} strategy, a versatile plug-in-and-play approach compatible with both discriminative and generative KGC frameworks. Our method begins by instructing large language models (LLMs) to transform compact, structural triplets into context-rich segments. Subsequently, we introduce two tailored auxiliary tasks\textemdash reconstruction and contextualization\textemdash allowing smaller KGC models to assimilate insights from these enriched triplets. Comprehensive evaluations across diverse datasets and KGC techniques highlight the efficacy and adaptability of our approach, revealing consistent performance enhancements irrespective of underlying pipelines or architectures. Moreover, our analysis makes our method more explainable and provides insight into how to generate high-quality corpora for KGC, as well as the selection of suitable distillation tasks.

Contextualization Distillation from Large Language Model for Knowledge Graph Completion

This paper presents the development process of a Vietnamese spoken language corpus for machine reading comprehension (MRC) tasks and provides insights into the challenges and opportunities associated with using real-world data for machine reading comprehension tasks. The existing MRC corpora in Vietnamese mainly focus on formal written documents such as Wikipedia articles, online newspapers, or textbooks. In contrast, the VlogQA consists of 10,076 question-answer pairs based on 1,230 transcript documents sourced from YouTube -- an extensive source of user-uploaded content, covering the topics of food and travel. By capturing the spoken language of native Vietnamese speakers in natural settings, an obscure corner overlooked in Vietnamese research, the corpus provides a valuable resource for future research in reading comprehension tasks for the Vietnamese language. Regarding performance evaluation, our deep-learning models achieved the highest F1 score of 75.34\% on the test set, indicating significant progress in machine reading comprehension for Vietnamese spoken language data. In terms of EM, the highest score we accomplished is 53.97\%, which reflects the challenge in processing spoken-based content and highlights the need for further improvement.

VlogQA: Task, Dataset, and Baseline Models for Vietnamese Spoken-Based Machine Reading Comprehension

Lexical normalization, a fundamental task in Natural Language Processing (NLP), involves the transformation of words into their canonical forms. This process has been proven to benefit various downstream NLP tasks greatly. In this work, we introduce Vietnamese Lexical Normalization (ViLexNorm), the first-ever corpus developed for the Vietnamese lexical normalization task. The corpus comprises over 10,000 pairs of sentences meticulously annotated by human annotators, sourced from public comments on Vietnam's most popular social media platforms. Various methods were used to evaluate our corpus, and the best-performing system achieved a result of 57.74% using the Error Reduction Rate (ERR) metric (van der Goot, 2019a) with the Leave-As-Is (LAI) baseline. For extrinsic evaluation, employing the model trained on ViLexNorm demonstrates the positive impact of the Vietnamese lexical normalization task on other NLP tasks. Our corpus is publicly available exclusively for research purposes.

ViLexNorm: A Lexical Normalization Corpus for Vietnamese Social Media Text

Visual storytelling aims to automatically generate a coherent story based on a given image sequence. Unlike tasks like image captioning, visual stories should contain factual descriptions, worldviews, and human social commonsense to put disjointed elements together to form a coherent and engaging human-writeable story. However, most models mainly focus on applying factual information and using taxonomic/lexical external knowledge when attempting to create stories. This paper introduces SCO-VIST, a framework representing the image sequence as a graph with objects and relations that includes human action motivation and its social interaction commonsense knowledge. SCO-VIST then takes this graph representing plot points and creates bridges between plot points with semantic and occurrence-based edge weights. This weighted story graph produces the storyline in a sequence of events using Floyd-Warshall's algorithm. Our proposed framework produces stories superior across multiple metrics in terms of visual grounding, coherence, diversity, and humanness, per both automatic and human evaluations.

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Zero-shot Sentiment Analysis in Low-Resource Languages Using a Multilingual Sentiment Lexicon

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Improving Portfolio Management with Signals from Financial News

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