Six papers on computational methods for the analysis of structured and unstructured data in the economic domain

This work investigates the application of computational methods for structured and unstructured data. The domains of application are two closely connected fields with the common goal of promoting the stability of the financial system: systemic risk and bank supervision. The work explores different families of models and applies them to different tasks: graphical Gaussian network models to address bank interconnectivity, topic models to monitor bank news and deep learning for text classification. New applications and variants of these models are investigated posing a particular attention on the combined use of textual and structured data. In the penultimate chapter is introduced a sentiment polarity classification tool in Italian, based on deep learning, to simplify future researches relying on sentiment analysis. The different models have proven useful for leveraging numerical (structured) and textual (unstructured) data. Graphical Gaussian Models and Topic models have been adopted for inspection and descriptive tasks while deep learning has been applied more for predictive (classification) problems. Overall, the integration of textual (unstructured) and numerical (structured) information has proven useful for systemic risk and bank supervision related analysis. The integration of textual data with numerical data in fact, has brought either to higher predictive performances or enhanced capability of explaining phenomena and correlating them to other events.This work investigates the application of computational methods for structured and unstructured data. The domains of application are two closely connected fields with the common goal of promoting the stability of the financial system: systemic risk and bank supervision. The work explores different families of models and applies them to different tasks: graphical Gaussian network models to address bank interconnectivity, topic models to monitor bank news and deep learning for text classification. New applications and variants of these models are investigated posing a particular attention on the combined use of textual and structured data. In the penultimate chapter is introduced a sentiment polarity classification tool in Italian, based on deep learning, to simplify future researches relying on sentiment analysis. The different models have proven useful for leveraging numerical (structured) and textual (unstructured) data. Graphical Gaussian Models and Topic models have been adopted for inspection and descriptive tasks while deep learning has been applied more for predictive (classification) problems. Overall, the integration of textual (unstructured) and numerical (structured) information has proven useful for systemic risk and bank supervision related analysis. The integration of textual data with numerical data in fact, has brought either to higher predictive performances or enhanced capability of explaining phenomena and correlating them to other events

NEXUS Network: Connecting the Preceding and the Following in Dialogue Generation

Sequence-to-Sequence (seq2seq) models have become overwhelmingly popular in building end-to-end trainable dialogue systems. Though highly efficient in learning the backbone of human-computer communications, they suffer from the problem of strongly favoring short generic responses. In this paper, we argue that a good response should smoothly connect both the preceding dialogue history and the following conversations. We strengthen this connection through mutual information maximization. To sidestep the non-differentiability of discrete natural language tokens, we introduce an auxiliary continuous code space and map such code space to a learnable prior distribution for generation purpose. Experiments on two dialogue datasets validate the effectiveness of our model, where the generated responses are closely related to the dialogue context and lead to more interactive conversations.Comment: Accepted by EMNLP201

Ranking coherence in Topic Models using Statistically Validated Networks

Probabilistic topic models have become one of the most widespread machine learning techniques in textual analysis. Topic discovering is an unsupervised process that does not guarantee the interpretability of its output. Hence, the automatic evaluation of topic coherence has attracted the interest of many researchers over the last decade, and it is an open research area. The present article offers a new quality evaluation method based on Statistically Validated Networks (SVNs). The proposed probabilistic approach consists of representing each topic as a weighted network of its most probable words. The presence of a link between each pair of words is assessed by statistically validating their co-occurrence in sentences against the null hypothesis of random co-occurrence. The proposed method allows one to distinguish between high-quality and low-quality topics, by making use of a battery of statistical tests. The statistically significant pairwise associations of words represented by the links in the SVN might reasonably be expected to be strictly related to the semantic coherence and interpretability of a topic. Therefore, the more connected the network, the more coherent the topic in question. We demonstrate the effectiveness of the method through an analysis of a real text corpus, which shows that the proposed measure is more correlated with human judgement than the state-of-the-art coherence measures

Machine Learning of Generic and User-Focused Summarization

A key problem in text summarization is finding a salience function which determines what information in the source should be included in the summary. This paper describes the use of machine learning on a training corpus of documents and their abstracts to discover salience functions which describe what combination of features is optimal for a given summarization task. The method addresses both "generic" and user-focused summaries.Comment: In Proceedings of the Fifteenth National Conference on AI (AAAI-98), p. 821-82

Query Expansion with Locally-Trained Word Embeddings

Continuous space word embeddings have received a great deal of attention in the natural language processing and machine learning communities for their ability to model term similarity and other relationships. We study the use of term relatedness in the context of query expansion for ad hoc information retrieval. We demonstrate that word embeddings such as word2vec and GloVe, when trained globally, underperform corpus and query specific embeddings for retrieval tasks. These results suggest that other tasks benefiting from global embeddings may also benefit from local embeddings

A Topic Coverage Approach to Evaluation of Topic Models

Topic models are widely used unsupervised models of text capable of learning topics - weighted lists of words and documents - from large collections of text documents. When topic models are used for discovery of topics in text collections, a question that arises naturally is how well the model-induced topics correspond to topics of interest to the analyst. In this paper we revisit and extend a so far neglected approach to topic model evaluation based on measuring topic coverage - computationally matching model topics with a set of reference topics that models are expected to uncover. The approach is well suited for analyzing models' performance in topic discovery and for large-scale analysis of both topic models and measures of model quality. We propose new measures of coverage and evaluate, in a series of experiments, different types of topic models on two distinct text domains for which interest for topic discovery exists. The experiments include evaluation of model quality, analysis of coverage of distinct topic categories, and the analysis of the relationship between coverage and other methods of topic model evaluation. The contributions of the paper include new measures of coverage, insights into both topic models and other methods of model evaluation, and the datasets and code for facilitating future research of both topic coverage and other approaches to topic model evaluation.Comment: Results and contributions unchanged; Added new references; Improved the contextualization and the description of the work (abstr, intro, 7.1 concl, rw, concl); Moved technical details of data and model building to appendices; Improved layout