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Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums

arXiv.org Artificial Intelligence

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance the prediction of key stock earnings and associated volatility. Our model integrates sentiment analysis and data retrieval techniques to extract critical information from social media, analyze company financials, and compare sentiments between Wall Street and the general public. This approach aims to provide investors with timely data to execute trades based on key events, rather than relying on long-term stock holding strategies. The stock market is characterized by rapid data flow and fluctuating community sentiments, which can significantly impact trading outcomes. Stock forecasting is complex given its stochastic dynamic. Standard traditional prediction methods often overlook key events and media engagement, focusing its practice into long-term investment options. Our research seeks to change the stochastic dynamic to a more predictable environment by examining the impact of media on stock volatility, understanding and identifying sentiment differences between Wall Street and retail investors, and evaluating the impact of various media networks in predicting earning reports.


Towards the Development of Balanced Synthetic Data for Correcting Grammatical Errors in Arabic: An Approach Based on Error Tagging Model and Synthetic Data Generating Model

arXiv.org Artificial Intelligence

Synthetic data generation is widely recognized as a way to enhance the quality of neural grammatical error correction (GEC) systems. However, current approaches often lack diversity or are too simplistic to generate the wide range of grammatical errors made by humans, especially for low-resource languages such as Arabic. In this paper, we will develop the error tagging model and the synthetic data generation model to create a large synthetic dataset in Arabic for grammatical error correction. In the error tagging model, the correct sentence is categorized into multiple error types by using the DeBERTav3 model. Arabic Error Type Annotation tool (ARETA) is used to guide multi-label classification tasks in an error tagging model in which each sentence is classified into 26 error tags. The synthetic data generation model is a back-translation-based model that generates incorrect sentences by appending error tags before the correct sentence that was generated from the error tagging model using the ARAT5 model. In the QALB-14 and QALB-15 Test sets, the error tagging model achieved 94.42% F1, which is state-of-the-art in identifying error tags in clean sentences. As a result of our syntactic data training in grammatical error correction, we achieved a new state-of-the-art result of F1-Score: 79.36% in the QALB-14 Test set. We generate 30,219,310 synthetic sentence pairs by using a synthetic data generation model.


$t$-Testing the Waters: Empirically Validating Assumptions for Reliable A/B-Testing

arXiv.org Artificial Intelligence

A/B-tests are a cornerstone of experimental design on the web, with wide-ranging applications and use-cases. The statistical $t$-test comparing differences in means is the most commonly used method for assessing treatment effects, often justified through the Central Limit Theorem (CLT). The CLT ascertains that, as the sample size grows, the sampling distribution of the Average Treatment Effect converges to normality, making the $t$-test valid for sufficiently large sample sizes. When outcome measures are skewed or non-normal, quantifying what "sufficiently large" entails is not straightforward. To ensure that confidence intervals maintain proper coverage and that $p$-values accurately reflect the false positive rate, it is critical to validate this normality assumption. We propose a practical method to test this, by analysing repeatedly resampled A/A-tests. When the normality assumption holds, the resulting $p$-value distribution should be uniform, and this property can be tested using the Kolmogorov-Smirnov test. This provides an efficient and effective way to empirically assess whether the $t$-test's assumptions are met, and the A/B-test is valid. We demonstrate our methodology and highlight how it helps to identify scenarios prone to inflated Type-I errors. Our approach provides a practical framework to ensure and improve the reliability and robustness of A/B-testing practices.


A Tutorial On Intersectionality in Fair Rankings

arXiv.org Artificial Intelligence

We address the critical issue of biased algorithms and unfair rankings, which have permeated various sectors, including search engines, recommendation systems, and workforce management. These biases can lead to discriminatory outcomes in a data-driven world, especially against marginalized and underrepresented groups. Efforts towards responsible data science and responsible artificial intelligence aim to mitigate these biases and promote fairness, diversity, and transparency. However, most fairness-aware ranking methods singularly focus on protected attributes such as race, gender, or socio-economic status, neglecting the intersectionality of these attributes, i.e., the interplay between multiple social identities. Understanding intersectionality is crucial to ensure that existing inequalities are not preserved by fair rankings. We offer a description of the main ways to incorporate intersectionality in fair ranking systems through practical examples and provide a comparative overview of existing literature and a synoptic table summarizing the various methodologies. Our analysis highlights the need for intersectionality to attain fairness, while also emphasizing that fairness, alone, does not necessarily imply intersectionality.


Robust and Secure Code Watermarking for Large Language Models via ML/Crypto Codesign

arXiv.org Artificial Intelligence

This paper introduces RoSeMary, the first-of-its-kind ML/Crypto codesign watermarking framework that regulates LLM-generated code to avoid intellectual property rights violations and inappropriate misuse in software development. High-quality watermarks adhering to the detectability-fidelity-robustness tri-objective are limited due to codes' low-entropy nature. Watermark verification, however, often needs to reveal the signature and requires re-encoding new ones for code reuse, which potentially compromising the system's usability. To overcome these challenges, RoSeMary obtains high-quality watermarks by training the watermark insertion and extraction modules end-to-end to ensure (i) unaltered watermarked code functionality and (ii) enhanced detectability and robustness leveraging pre-trained CodeT5 as the insertion backbone to enlarge the code syntactic and variable rename transformation search space. In the deployment, RoSeMary uses zero-knowledge proofs for secure verification without revealing the underlying signatures. Extensive evaluations demonstrated RoSeMary achieves high detection accuracy while preserving the code functionality. RoSeMary is also robust against attacks and provides efficient secure watermark verification.


XAttnMark: Learning Robust Audio Watermarking with Cross-Attention

arXiv.org Artificial Intelligence

The rapid proliferation of generative audio synthesis and editing technologies has raised significant concerns about copyright infringement, data provenance, and the spread of misinformation through deepfake audio. Watermarking offers a proactive solution by embedding imperceptible, identifiable, and traceable marks into audio content. While recent neural network-based watermarking methods like WavMark and AudioSeal have improved robustness and quality, they struggle to achieve both robust detection and accurate attribution simultaneously. This paper introduces Cross-Attention Robust Audio Watermark (XAttnMark), which bridges this gap by leveraging partial parameter sharing between the generator and the detector, a cross-attention mechanism for efficient message retrieval, and a temporal conditioning module for improved message distribution. Additionally, we propose a psychoacoustic-aligned temporal-frequency masking loss that captures fine-grained auditory masking effects, enhancing watermark imperceptibility. Our approach achieves state-of-the-art performance in both detection and attribution, demonstrating superior robustness against a wide range of audio transformations, including challenging generative editing with strong editing strength. The project webpage is available at https://liuyixin-louis.github.io/xattnmark/.


Fairness and Sparsity within Rashomon sets: Enumeration-Free Exploration and Characterization

arXiv.org Artificial Intelligence

We introduce an enumeration-free method based on mathematical programming to precisely characterize various properties such as fairness or sparsity within the set of "good models", known as Rashomon set. This approach is generically applicable to any hypothesis class, provided that a mathematical formulation of the model learning task exists. It offers a structured framework to define the notion of business necessity and evaluate how fairness can be improved or degraded towards a specific protected group, while remaining within the Rashomon set and maintaining any desired sparsity level. We apply our approach to two hypothesis classes: scoring systems and decision diagrams, leveraging recent mathematical programming formulations for training such models. As seen in our experiments, the method comprehensively and certifiably quantifies trade-offs between predictive performance, sparsity, and fairness. We observe that a wide range of fairness values are attainable, ranging from highly favorable to significantly unfavorable for a protected group, while staying within less than 1% of the best possible training accuracy for the hypothesis class. Additionally, we observe that sparsity constraints limit these trade-offs and may disproportionately harm specific subgroups. As we evidenced, thoroughly characterizing the tensions between these key aspects is critical for an informed and accountable selection of models.


Homeomorphism Prior for False Positive and Negative Problem in Medical Image Dense Contrastive Representation Learning

arXiv.org Artificial Intelligence

Dense contrastive representation learning (DCRL) has greatly improved the learning efficiency for image-dense prediction tasks, showing its great potential to reduce the large costs of medical image collection and dense annotation. However, the properties of medical images make unreliable correspondence discovery, bringing an open problem of large-scale false positive and negative (FP&N) pairs in DCRL. In this paper, we propose GEoMetric vIsual deNse sImilarity (GEMINI) learning which embeds the homeomorphism prior to DCRL and enables a reliable correspondence discovery for effective dense contrast. We propose a deformable homeomorphism learning (DHL) which models the homeomorphism of medical images and learns to estimate a deformable mapping to predict the pixels' correspondence under topological preservation. It effectively reduces the searching space of pairing and drives an implicit and soft learning of negative pairs via a gradient. We also propose a geometric semantic similarity (GSS) which extracts semantic information in features to measure the alignment degree for the correspondence learning. It will promote the learning efficiency and performance of deformation, constructing positive pairs reliably. We implement two practical variants on two typical representation learning tasks in our experiments. Our promising results on seven datasets which outperform the existing methods show our great superiority. We will release our code on a companion link: https://github.com/YutingHe-list/GEMINI.


Optimizing Temperature for Language Models with Multi-Sample Inference

arXiv.org Artificial Intelligence

Multi-sample aggregation strategies, such as majority voting and best-of-N sampling, are widely used in contemporary large language models (LLMs) to enhance predictive accuracy across various tasks. A key challenge in this process is temperature selection, which significantly impacts model performance. Existing approaches either rely on a fixed default temperature or require labeled validation data for tuning, which are often scarce and difficult to obtain. This paper addresses the challenge of automatically identifying the (near)-optimal temperature for different LLMs using multi-sample aggregation strategies, without relying on task-specific validation data. We provide a comprehensive analysis of temperature's role in performance optimization, considering variations in model architectures, datasets, task types, model sizes, and predictive accuracy. Furthermore, we propose a novel entropy-based metric for automated temperature optimization, which consistently outperforms fixed-temperature baselines. Additionally, we incorporate a stochastic process model to enhance interpretability, offering deeper insights into the relationship between temperature and model performance.


Enhancing Phishing Email Identification with Large Language Models

arXiv.org Artificial Intelligence

Phishing has long been a common tactic used by cybercriminals and continues to pose a significant threat in today's digital world. When phishing attacks become more advanced and sophisticated, there is an increasing need for effective methods to detect and prevent them. To address the challenging problem of detecting phishing emails, researchers have developed numerous solutions, in particular those based on machine learning (ML) algorithms. In this work, we take steps to study the efficacy of large language models (LLMs) in detecting phishing emails. The experiments show that the LLM achieves a high accuracy rate at high precision; importantly, it also provides interpretable evidence for the decisions.