Showing papers by "Francisco J. González-Castaño published in 2023"

Automatic detection of relevant information, predictions and forecasts in financial news through topic modelling with Latent Dirichlet Allocation

Abstract: Abstract Financial news items are unstructured sources of information that can be mined to extract knowledge for market screening applications. They are typically written by market experts who describe stock market events within the context of social, economic and political change. Manual extraction of relevant information from the continuous stream of finance-related news is cumbersome and beyond the skills of many investors, who, at most, can follow a few sources and authors. Accordingly, we focus on the analysis of financial news to identify relevant text and, within that text, forecasts and predictions. We propose a novel Natural Language Processing ( nlp ) system to assist investors in the detection of relevant financial events in unstructured textual sources by considering both relevance and temporality at the discursive level. Firstly, we segment the text to group together closely related text. Secondly, we apply co-reference resolution to discover internal dependencies within segments. Finally, we perform relevant topic modelling with Latent Dirichlet Allocation ( lda ) to separate relevant from less relevant text and then analyse the relevant text using a Machine Learning-oriented temporal approach to identify predictions and speculative statements. Our solution outperformed a rule-based baseline system. We created an experimental data set composed of 2,158 financial news items that were manually labelled by nlp researchers to evaluate our solution. Inter-agreement Alpha-reliability and accuracy values, and rouge-l results endorse its potential as a valuable tool for busy investors. The rouge-l values for the identification of relevant text and predictions/forecasts were 0.662 and 0.982, respectively. To our knowledge, this is the first work to jointly consider relevance and temporality at the discursive level. It contributes to the transfer of human associative discourse capabilities to expert systems through the combination of multi-paragraph topic segmentation and co-reference resolution to separate author expression patterns, topic modelling with lda to detect relevant text, and discursive temporality analysis to identify forecasts and predictions within this text. Our solution may have compelling applications in the financial field, including the possibility of extracting relevant statements on investment strategies to analyse authors’ reputations.

Transmission Control in NB-IoT With Model-Based Reinforcement Learning

Abstract: In Narrowband Internet of Things (NB-IoT), the control of uplink transmissions is a complex task involving device scheduling, resource allocation in the carrier, and the configuration of link-adaptation parameters. Existing heuristic proposals partially address the problem, but reinforcement learning (RL) seems to be the most effective approach a priori, given its success in similar control problems. However, the low sample efficiency of conventional (model-free) RL algorithms is an important limitation for their deployment in real systems. During their initial learning stages, RL agents need to explore the policy space selecting actions that are, in general, highly ineffective. In an NB-IoT access network this implies a disproportionate increase in transmission delays. In this paper, we make two contributions to enable the adoption of RL in NB-IoT: first, we present a multi-agent architecture based on the principle of task division. Second, we propose a new model-based RL algorithm for link adaptation characterized by its high sample efficiency. The combination of these two strategies results in an algorithm that, during the learning phase, is able to maintain the transmission delay in the order of hundreds of milliseconds, whereas model-free RL algorithms cause delays of up to several seconds. This allows our approach to be deployed, without prior training, in an operating NB-IoT network and learn to control it efficiently without degrading its performance.

Automatic Generation of Insights From Workers’ Actions in Industrial Workflows With Explainable Machine Learning: A Proposed Architecture With Validation

Abstract: New technologies, such as machine learning (ML), have provided great potential for evaluating industry workflows and automatically generating key performance indicators (KPIs). However, despite established standards for measuring the efficiency of industrial machinery, there is no precise equivalent for workers’ productivity, which would be highly desirable given the lack of a skilled workforce for the next generation of industry workflows. Therefore, an ML solution combining data from manufacturing processes and workers’ performance for that goal is required. Additionally, in recent times intense effort has been devoted to explainable ML approaches that can automatically explain their decisions to a human operator, thus increasing their trustworthiness. We propose to apply explainable ML solutions to differentiate between expert and inexpert workers in industrial workflows, which we validate at a quality assessment industrial workstation. Regarding the methodology used, input data are captured by a manufacturing machine and stored in a NoSQL database. Data are processed to engineer features used in automatic classification and to compute workers’ KPIs to predict their level of expertise (with all classification metrics exceeding 90%). These KPIs and the relevant features in the decisions are textually explained by natural language expansion on an explainability dashboard. These automatic explanations made it possible to infer knowledge from expert workers for inexpert workers. The latter illustrates the interest of research in self-explainable ML for automatically generating insights to improve productivity in industrial workflows.