Economics

We present a simple and effective methodology for the generation of lexicons (word lists) that may be used in natural language scoring applications. In particular, in the finance industry, word lists have become ubiquitous for sentiment scoring. These have been derived from dictionaries such as the Harvard Inquirer and require manual curation. Here, we present an automated approach to the curation of lexicons

The authors enhance pretrained language models with Securities and Exchange Commission filings data to create better language representations for features used in a predictive model. Specifically, they train RoBERTa class models with additional financial regulatory text, which they denote as a class of RoBERTa-Fin models. Using different datasets, the authors assess whether there is material improvement

Calibration means that forecasts and average realized frequencies are close. We develop the concept of forecast hedging, which consists of choosing the forecasts so as to guarantee that the expected track record can only improve. This yields all the calibration results by the same simple basic argument while differentiating between them by the forecast-hedging tools used: deterministic and fixed point based

End-to-end neural data-to-text (D2T) generation has recently emerged as an alternative to pipeline-based architectures. However, it has faced challenges generalizing to new domains and generating semantically consistent text. In this work, we present DATATUNER, a neural, end-to-end data-to-text generation system that makes minimal assumptions about the data representation and target domain. We take a two-stage

We propose a reward function estimation framework for inverse reinforcement learning with deep energy-based policies. We name our method PQR, as it sequentially estimates the Policy, the Qfunction, and the Reward function. PQR does not assume that the reward solely depends on the state, instead it allows for a dependency on the choice of action. Moreover, PQR allows for stochastic state transitions. To