Nowadays explainability in stock price movement prediction is attracting increasing attention in banks, hedge funds and asset managers, primarily due to audit or regulatory reasons. Text data such as financial news and social media posts can be part of the reasons for stock price movement. To this end, we propose a novel framework of Prediction-Explanation Network (PEN) jointly modeling text streams and price streams with alignment. The key component of the PEN model is an shared representation learning module that learns which texts are possibly associated with the stock price movement by modeling the interaction between the text data and stock price data with a salient vector characterizing their correlation. In this way, the PEN model is able to predict the stock price movement by identifying and utilizing abundant messages while on the other hand, the selected text messages also explain the stock price movement. Experiments on real-world datasets demonstrate that we are able to kill two birds with one stone: in terms of accuracy, the proposed PEN model outperforms the state-of-art baseline; on explainability, the PEN model are demonstrated to be far superior to attention mechanism, capable of picking out the crucial texts with a very high confidence.
Conversational systems now attract great attention due to their promising potential and commercial values. To build a conversational system with moderate intelligence is challenging and requires big (conversational) data, as well as interdisciplinary techniques. Thanks to the prosperity of the Web, the massive data available greatly facilitate data-driven methods such as deep learning for human-computer conversational systems. In general, retrieval-based conversational systems apply various matching schema between query utterances and responses, but the classic retrieval paradigm suffers from prominent weakness for conversations: the system finds similar responses given a particular query. For real human-to-human conversations, on the contrary, responses can be greatly different yet all are possibly appropriate. The observation reveals the
diversity
phenomenon in conversations.
In this article, we ascribe the lack of conversational diversity to the reason that the query utterances are statically modeled regardless of candidate responses through traditional methods. To this end, we propose a dynamic representation learning strategy that models the query utterances and different response candidates in an interactive way. To be more specific, we propose a
Respond-with-Diversity
model augmented by the memory module interacting with both the query utterances and multiple candidate responses. Hence, we obtain dynamic representations for the input queries conditioned on different response candidates. We frame the model as an end-to-end learnable neural network. In the experiments, we demonstrate the effectiveness of the proposed model by achieving a good appropriateness score and much better diversity in retrieval-based conversations between humans and computers.
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