The task of learning an expressive molecular representation is central to developing quantitative structure–activity and property relationships. Traditional approaches rely on group additivity rules, empirical measurements or parameters, or generation of thousands of descriptors. In this paper, we employ a convolutional neural network for this embedding task by treating molecules as undirected graphs with attributed nodes and edges. Simple atom and bond attributes are used to construct atom-specific feature vectors that take into account the local chemical environment using different neighborhood radii. By working directly with the full molecular graph, there is a greater opportunity for models to identify important features relevant to a prediction task. Unlike other graph-based approaches, our atom featurization preserves molecule-level spatial information that significantly enhances model performance. Our models learn to identify important features of atom clusters for the prediction of aqueous solubil...

Convolutional Embedding of Attributed Molecular Graphs for Physical Property Prediction

Numerous important events happen everyday and everywhere but are reported in different media sources with different narrative styles. How to detect whether real-world events have been reported in articles and posts is one of the main tasks of event extraction. Other tasks include extracting event arguments and identifying their roles, as well as clustering and tracking similar events from different texts. As one of the most important research themes in natural language processing and understanding, event extraction has a wide range of applications in diverse domains and has been intensively researched for decades. This article provides a comprehensive yet up-to-date survey for event extraction from text. We not only summarize the task definitions, data sources and performance evaluations for event extraction, but also provide a taxonomy for its solution approaches. In each solution group, we provide detailed analysis for the most representative methods, especially their origins, basics, strengths and weaknesses. Last, we also present our envisions about future research directions.

/pdf/a-survey-of-event-extraction-from-text-1ptgxk80nh.pdf

A Survey of Event Extraction From Text

The widespread usage of machine learning in different mainstream contexts has made deep learning the technique of choice in various domains, including finance. This systematic survey explores various scenarios employing deep learning in financial markets, especially the stock market. A key requirement for our methodology is its focus on research papers involving backtesting. That is, we consider whether the experimentation mode is sufficient for market practitioners to consider the work in a real-world use case. Works meeting this requirement are distributed across seven distinct specializations. Most studies focus on trade strategy, price prediction, and portfolio management, with a limited number considering market simulation, stock selection, hedging strategy, and risk management. We also recognize that domain-specific metrics such as "returns" and "volatility" appear most important for accurately representing model performance across specializations. Our study demonstrates that, although there have been some improvements in reproducibility, substantial work remains to be done regarding model explainability. Accordingly, we suggest several future directions, such as improving trust by creating reproducible, explainable, and accountable models and emphasizing prediction of longer-term horizons-potentially via the utilization of supplementary data-which continues to represent a significant unresolved challenge. 

/pdf/deep-learning-in-the-stock-market-a-systematic-survey-of-3b16eomf.pdf

Deep learning in the stock market—a systematic survey of practice, backtesting, and applications

The research on sustainable finance has intensified in the past decade. In this survey, we synthesize recent academic results and models on socially responsible investing (SRI) in equity markets. We split our review into six thematic parts: data issues, investor preferences, link with financial performance, portfolio integration, climate change risk, and theoretical models.

Perspectives in ESG equity investing

We are living in unprecedented times and anyone in this world could be impacted by natural disasters in some way or the other. Life is unpredictable and what is to come is unforeseeable. Nobody knows what the very next moment will hold, maybe it could be a disastrous one too. The past cannot be changed but it can act constructively towards the betterment of the current situation, ‘Precaution is better than cure’. To be above this uncertain dilemma of life and death situations, ‘Automated Identification of Disaster News for Crisis Management is proposed using Machine Learning and Natural Language Processing’. A software solution that can help disaster management websites to dynamically show the disaster relevant news which can be shared to other social media handles through their sites. The objective here is to automatically scrape news from English news websites and identify disaster relevant news using natural language processing techniques and machine learning concepts, which can further be dynamically displayed on the crisis management websites. The complete model is automated and requires no manual labor at all. The architecture is based on Machine Learning principles that classifies news scraped from top news websites using a spider-scraper into two categories, one being disaster relevant news and other being disaster irrelevant news and eventually displaying the relevant disaster news on the crisis management website.

/pdf/automated-identification-of-disaster-news-for-crisis-1yeqwin4f6.pdf

Automated Identification of Disaster News for Crisis Management using Machine Learning and Natural Language Processing

The integration of Environmental, Social and Governance (ESG) considerations into business decisions and investment strategies have accelerated over the past few years. It is important to quantify the extent to which ESG-related conversations are carried out by companies so that their impact on business operations can be objectively assessed. However, profiling ESG language is challenging due to its multi-faceted nature and the lack of supervised datasets. This research study aims to detect historical trends in ESG discussions by analyzing the transcripts of corporate earning calls. The proposed solution exploits recent advances in neural language modeling to understand the linguistic structure in ESG discourse. In detail, firstly we develop a classification model that categorizes the relevance of a text sentence to ESG. A pre-trained language model is fine-tuned on a small corporate sustainability reports dataset for this purpose. The semantic knowledge encoded in this classification model is then leveraged by applying it to the sentences in the conference transcripts using a novel distant-supervision approach. Extensive empirical evaluations against various pretraining techniques demonstrate the efficacy of the proposed transfer learning framework. Our analysis indicates that in the last 5 years, nearly 15% of the discussions during earnings calls pertained to ESG, implying that ESG factors are integral to business strategy.

https://www.mdpi.com/2504-4990/2/4/25/pdf

Mapping ESG Trends by Distant Supervision of Neural Language Models

The automatic extraction of breaking news events from natural language text is a valuable capability for decision support systems. Traditional systems tend to focus on extracting events from a single media source and often ignore cross-media references. Here, we describe a large-scale automated system for extracting natural disasters and critical events from both newswire text and social media. We outline a comprehensive architecture that can identify, categorize and summarize seven different event types - namely floods, storms, fires, armed conflict, terrorism, infrastructure breakdown, and labour unavailability. The system comprises fourteen modules and is equipped with a novel coreference mechanism, capable of linking events extracted from the two complementary data sources. Additionally, the system is easily extensible to accommodate new event types. Our experimental evaluation demonstrates the effectiveness of the system.

An Extensible Event Extraction System With Cross-Media Event Resolution

Price evaluations of municipal bonds have traditionally been performed by human experts based on their market knowledge and trading experience. Automated evaluation is an attractive alternative providing the advantage of an objective estimation that is transparent, consistent, and scalable. In this paper, we present a statistical model to automatically estimate U.S municipal bond yields based on trade transactions and study the agreement between human evaluations and machine generated estimates. The model uses piecewise polynomials constructed using basis functions. This provides immense flexibility in capturing the wide dispersion of yields. A novel transfer learning based approach that exploits the latent hierarchical relationship of the bonds is applied to enable robust yield estimation even in the absence of adequate trade data. The Bayesian nature of our model offers a principled framework to account for uncertainty in the estimates. Our inference procedure scales well even for large data sets. We demonstrate the empirical effectiveness of our model by assessing over 100,000 active bonds and find that our estimates are in line with hand priced evaluations for a large number of bonds.

https://www.mdpi.com/2227-7072/6/3/80/pdf

Municipal Bond Pricing: A Data Driven Method

When analyzing companies in financial markets, it is essential to identify those companies that share similar characteristics in order to assess their relative strengths and weaknesses. This challenging task requires representing the rich set of information associated with companies and the complex interrelations between them in a form that is amenable to pattern recognition. We present here a new deep representation learning method that encodes the network graph of companies in a low-dimensional embedding space, preserving its topological structure. Our solution employs a number of neural attention mechanisms that adaptively aggregate information over company node neighborhoods in a multi-dimensional edge setting. The learned company embeddings are transferable and can be fine-tuned for a wide range of analytical tasks. We demonstrate improvement over state-of-the-art solutions and illustrate the efficacy of our method for financial analysis tasks such as industry classification, peer group identification, credit rating anomaly detection and visualization of company relations.

MultiGraph Attention Network for analyzing Company Relations

Analyzing the layout of a document to identify headers, sections, tables, figures etc. is critical to understanding its content. Deep learning based approaches for detecting the layout structure of document images have been promising. However, these methods require a large number of annotated examples during training, which are both expensive and time consuming to obtain. We describe here a synthetic document generator that automatically produces realistic documents with labels for spatial positions, extents and categories of the layout elements. The proposed generative process treats every physical component of a document as a random variable and models their intrinsic dependencies using a Bayesian Network graph. Our hierarchical formulation using stochastic templates allow parameter sharing between documents for retaining broad themes and yet the distributional characteristics produces visually unique samples, thereby capturing complex and diverse layouts. We empirically illustrate that a deep layout detection model trained purely on the synthetic documents can match the performance of a model that uses real documents.

Synthetic Document Generator for Annotation-free Layout Recognition

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