Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those within the same sector. In this paper we propose a general-purpose market representation that incorporates fundamental and technical indicators and relationships between individual stocks. We treat the daily stock market as a ‘market image’ where rows (grouped by market sector) represent individual stocks and columns represent indicators. We apply a convolutional neural network over this market image to build market features in a hierarchical way. We use a recurrent neural network, with an attention mechanism over the market feature maps, to model temporal dynamics in the market. We show that our proposed model outperforms strong baselines in both short-term and long-term stock return prediction tasks. We also show another use for our market image: to construct concise and dense market embeddings suitable for downstream prediction tasks.

Interactive training environments typically include feedback mechanisms designed to help trainees improve their performance through either guided or self-reflection. In this context, trainees are candidate teachers who need to hone their social skills as well as other pedagogical skills for their future classroom. We chose an avatar-mediated interactive virtual training system–TeachLivE–as the basic research environment to investigate the motions and embodiment of the trainees. Using tracking sensors, and customized improvements for existing gesture recognition utilities, we created a gesture database and employed it for the implementation of our real-time gesture recognition and feedback application. We also investigated multiple methods of feedback provision, including visual and haptics. The results from the conducted user studies and user evaluation surveys indicate the positive impact of the proposed feedback applications and informed body language. In this paper, we describe the context in which the utilities have been developed, the importance of recognizing nonverbal communication in the teaching context, the means of providing automated feedback associated with nonverbal messaging, and the preliminary studies developed to inform the research.

Emails in the workplace are often intentional calls to action for its recipients. We propose to annotate these emails for what action its recipient will take. We argue that our approach of action-based annotation is more scalable and theory-agnostic than traditional speech-act-based email intent annotation, while still carrying important semantic and pragmatic information. We show that our action-based annotation scheme achieves good inter-annotator agreement. We also show that we can leverage threaded messages from other domains, which exhibit comparable intents in their conversation, with domain adaptive RAINBOW (Recurrently AttentIve Neural Bag-Of-Words). On a collection of datasets consisting of IRC, Reddit, and email, our reparametrized RNNs outperform common multitask/multidomain approaches on several speech act related tasks. We also experiment with a minimally supervised scenario of email recipient action classification, and find the reparametrized RNNs learn a useful representation.

In this paper, we consider the problem of fair statistical inference involving outcome variables. Examples include classification and regression problems, and estimating treatment effects in randomized trials or observational data. The issue of fairness arises in such problems where some covariates or treatments are "sensitive," in the sense of having potential of creating discrimination. In this paper, we argue that the presence of discrimination can be formalized in a sensible way as the presence of an effect of a sensitive covariate on the outcome along certain causal pathways, a view which generalizes (Pearl 2009). A fair outcome model can then be learned by solving a constrained optimization problem. We discuss a number of complications that arise in classical statistical inference due to this view and provide workarounds based on recent work in causal and semi-parametric inference.

Some information retrieval applications demand manageable levels of precision at high levels of recall. Examples include e-discovery, patent search, and systematic review. In this paper we present a real-world case study supporting a broad topic systematic review in the public health domain. We provide experimental results that demonstrate how retrieval performance on bibliographic citations can be materially improved. We attained an average precision of 0.57 and recall approaching 80% at a very reasonable screening depth. These results represent 18% and 23% relative gains over a baseline classifier. We also address pragmatic issues that arise when working on “noisy” real-world data, such as coping with citation records that often have empty fields.

The semantic function tags of Bonial, Stowe, and Palmer (2013) and the ordinal, multi-property annotations of Reisinger et al. (2015) draw inspiration from Ddowty's semantic proto-role theory. We approach proto-role labeling as a multi-label classification problem and establish strong results for the task by adapting a successful model of traditional semantic role labeling. We achieve a proto-role micro-averaged F1 of 81.7 using gold syntax and explore joint and conditional models of proto-roles and categorical roles. In comparing the effect of Bonial, Stowe, and Palmer's tags to PropBank ArgN-style role labels, we are surprised that neither annotations greatly improve proto-role prediction; however, we observe that ArgN models benefit much from observed syntax and from observed or modeled proto-roles while our models of the semantic function tags do not.

We model coherent conversation continuation via RNN-based dialogue models equipped with a dynamic attention mechanism. Our attention-RNN language model dynamically increases the scope of attention on the history as the conversation continues, as opposed to standard attention (or alignment) models with a fixed input scope in a sequence-to-sequence model. This allows each generated word to be associated with the most relevant words in its corresponding conversation history. We evaluate the model on two popular dialogue datasets, the open-domain MovieTriples dataset and the closed-domain Ubuntu Troubleshoot dataset, and achieve significant improvements over the state-of-the-art and baselines on several metrics, including complementary diversity-based metrics, human evaluation, and qualitative visualizations. We also show that a vanilla RNN with dynamic attention outperforms more complex memory models (e.g., LSTM and GRU) by allowing for flexible, long-distance memory. We promote further coherence via topic modeling-based reranking.

Attention mechanisms have recently been introduced in deep learning for various tasks in natural language processing and computer vision. But despite their popularity, the ``correctness'' of the implicitly-learned attention maps has only been assessed qualitatively by visualization of several examples. In this paper we focus on evaluating and improving the correctness of attention in neural image captioning models. Specifically, we propose a quantitative evaluation metric for the consistency between the generated attention maps and human annotations, using recently released datasets with alignment between regions in images and entities in captions. We then propose novel models with different levels of explicit supervision for learning attention maps during training. The supervision can be strong when alignment between regions and caption entities are available, or weak when only object segments and categories are provided. We show on the popular Flickr30k and COCO datasets that introducing supervision of attention maps during training solidly improves both attention correctness and caption quality, showing the promise of making machine perception more human-like.

Language processing mechanism by humans is generally more robust than computers. The Cmabrigde Uinervtisy (Cambridge University) effect from the psycholinguistics literature has demonstrated such a robust word processing mechanism, where jumbled words (e.g. Cmabrigde / Cambridge) are recognized with little cost. On the other hand, computational models for word recognition (e.g. spelling checkers) perform poorly on data with such noise. Inspired by the findings from the Cmabrigde Uinervtisy effect, we propose a word recognition model based on a semi-character level recurrent neural network (scRNN). In our experiments, we demonstrate that scRNN has significantly more robust performance in word spelling correction (i.e. word recognition) compared to existing spelling checkers and character-based convolutional neural network. Furthermore, we demonstrate that the model is cognitively plausible by replicating a psycholinguistics experiment about human reading difficulty using our model.

Traditional data on influenza vaccination has several limitations: high cost, limited coverage of underrepresented groups, and low sensitivity to emerging public health issues. Social media, such as Twitter, provide an alternative way to understand a population’s vaccination-related opinions and behaviors. In this study, we build and employ several natural language classifiers to examine and analyze behavioral patterns regarding influenza vaccination in Twitter across three dimensions: temporality (by week and month), geography (by US region), and demography (by gender). Our best results are highly correlated official government data, with a correlation over 0.90, providing validation of our approach. We then suggest a number of directions for future work.