Natural language processing has recently made stock movement forecasting and volatility forecasting advances, leading to improved financial forecasting. Transcripts of companies' earnings calls are well studied for risk modeling, offering unique investment insight into stock performance. However, vocal cues in the speech of company executives present an underexplored rich source of natural language data for estimating financial risk. Additionally, most existing approaches ignore the correlations between stocks. Building on existing work, we introduce a neural model for stock volatility prediction that accounts for stock interdependence via graph convolutions while fusing verbal, vocal, and financial features in a semi-supervised multi-task risk forecasting formulation. Our proposed model, VolTAGE, outperforms existing methods demonstrating the effectiveness of multimodal learning for volatility prediction.
The #MeToo movement on social media platforms initiated discussions over several facets of sexual harassment in our society. Prior work by the NLP community for automated identification of the narratives related to sexual abuse disclosures barely explored this social phenomenon as an independent task. However, emotional attributes associated with textual conversations related to the #MeToo social movement are complexly intertwined with such narratives. We formulate the task of identifying narratives related to the sexual abuse disclosures in online posts as a joint modeling task that leverages their emotional attributes through multitask learning. Our results demonstrate that positive knowledge transfer via context-specific shared representations of a flexible cross-stitched parameter sharing model helps establish the inherent benefit of jointly modeling tasks related to sexual abuse disclosures with emotion classification from the text in homogeneous and heterogeneous settings. We show how for more domain-specific tasks related to sexual abuse disclosures such as sarcasm identification and dialogue act (refutation, justification, allegation) classification, homogeneous multitask learning is helpful, whereas for more general tasks such as stance and hate speech detection, heterogeneous multitask learning with emotion classification works better. 1
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