Content-Controllable Summarization generates summaries focused on the given controlling signals. Due to the lack of large-scale training corpora for the task, we propose a plug-and-play module RelAttn to adapt any general summarizers to the content-controllable summarization task. RelAttn first identifies the relevant content in the source documents, and then makes the model attend to the right context by directly steering the attention weight. We further apply an unsupervised online adaptive parameter searching algorithm to determine the degree of control in the zero-shot setting, while such parameters are learned in the few-shot setting. By applying the module to three backbone summarization models, experiments show that our method effectively improves all the summarizers, and outperforms the prefix-based method and a widely used plug-and-play model in both zero- and few-shot settings. Tellingly, more benefit is observed in the scenarios when more control is needed.

Stock market volatility forecasting is a task relevant to assessing market risk. We investigate the interaction between news and prices for the one-day-ahead volatility prediction using state-of-the-art deep learning approaches. The proposed models are trained either end-to-end or using sentence encoders transfered from other tasks. We evaluate a broad range of stock market sectors, namely Consumer Staples, Energy, Utilities, Heathcare, and Financials. Our experimental results show that adding news improves the volatility forecasting as compared to the mainstream models that rely only on price data. In particular, our model outperforms the widely-recognized GARCH(1,1) model for all sectors in terms of coefficient of determination $R^2$, $MSE$ and $MAE$, achieving the best performance when training from both news and price data.