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[en] CONNECTING THE DOTS: ASSIGNING FOMC MEMBERS TO FED DOTS THROUGH SPEECH QUANTIFICATION / [pt] LIGANDO OS PONTOS: ASSOCIANDO MEMBROS DO FOMC AOS DOTS DO FED ATRAVÉS DA QUANTIFICAÇÃO DE DISCURSOSLUCAS ZANIBONI 10 June 2019 (has links)
[pt] Como (1) aponta, a previsibilidade acerca da política monetária pode melhorar a eficácia da política de estabilização de um Banco Central. Nesse artigo, procuramos reduzir a incerteza a respeito de um instrumento de Forward Guidance do Banco Central norte-americano (o Federal Reserve) estimando distribuições de probabilidade completas sobre todas as associações possíveis entre seus membros e o dot plot de taxa de juros para cada reunião. Nossa contribuição para a literatura ocorre em duas frentes: primeiro, propomos um algoritmo Bayesiano geral que estima essas hipóteses de associação entre agentes e ações sempre que elas não são observadas. Além disso, elaboramos uma maneira nova e menos subjetiva para quantificar textos em dados numéricos, usando Alocação Latente Dirichlet (LDA) e modelos econométricos de seleção. Esse método apresenta algumas características desejáveis como uma correlação positiva entre o presidente do FOMC e o resto do comitê, e um ordenamento na postura de política monetária que reflete, ainda que parcialmente, visões de analistas de mercado a respeito desse espectro entre membros mais duros e mais lenientes com a taxa de juros. Nosso algoritmo de rastreamento de alvos também tem bom desempenho num ambiente simulado, no sentido em que, em média, considera como mais provável a verdadeira associação entre membros e dots. Usando dados reais de discursos individuais e dots, ele também consegue atribuir a maior probabilidade para a associação correta na única reunião em que ela é conhecida de fato. / [en] As (1) points out, monetary policy predictability can enhance a Central Bank stabilization policy efficacy. In this paper we aim to reduce uncertainty about one Federal Reserve forward guidance instrument by estimating full association probabilities distributions between members and the interest rate dot plot for each FOMC meeting. Our contribution to the literature is twofold: first, we propose a general Bayesian algorithm which estimates these association hypotheses between agents and actions whenever they are not observed. Second, we elaborate a novel and less subjective technique for quantifying text into data, using Latent Dirichlet Allocation (LDA) and shrinkage econometric tools. This method shows some desirable features such as positive correlation between the FOMC chair and the rest of the committee, and a policy stance ordering which partially reflects analysts and market participants views on this hawk-dove spectrum. Our tracking algorithm performs successfully in a simulated environment, in a sense that it on average considers the correct member-to-dot association as the most likely one. Using real data on speeches and Fed dots, it is also able to attribute the highest probability to the correct assignment hypothesis in the only meeting it is known for sure.
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A Topic Modeling approach for Code Clone DetectionKhan, Mohammed Salman 01 January 2019 (has links)
In this thesis work, the potential benefits of Latent Dirichlet Allocation (LDA) as a technique for code clone detection has been described. The objective is to propose a language-independent, effective, and scalable approach for identifying similar code fragments in relatively large software systems. The main assumption is that the latent topic structure of software artifacts gives an indication of the presence of code clones. It can be hypothesized that artifacts with similar topic distributions contain duplicated code fragments and to prove this hypothesis, an experimental investigation using multiple datasets from various application domains were conducted. In addition, CloneTM, an LDA-based working prototype for code clone detection was developed. Results showed that, if calibrated properly, topic modeling can deliver a satisfactory performance in capturing different types of code clones, showing particularity good performance in detecting Type III clones. CloneTM also achieved levels of performance comparable to already existing practical tools that adopt different clone detection strategies.
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Sentiment-Driven Topic Analysis Of Song LyricsSharma, Govind 08 1900 (has links) (PDF)
Sentiment Analysis is an area of Computer Science that deals with the impact a document makes on a user. The very field is further sub-divided into Opinion Mining and Emotion Analysis, the latter of which is the basis for the present work. Work on songs is aimed at building affective interactive applications such as music recommendation engines. Using song lyrics, we are interested in both supervised and unsupervised analyses, each of which has its own pros and cons.
For an unsupervised analysis (clustering), we use a standard probabilistic topic model called Latent Dirichlet Allocation (LDA). It mines topics from songs, which are nothing but probability distributions over the vocabulary of words. Some of the topics seem sentiment-based, motivating us to continue with this approach. We evaluate our clusters using a gold dataset collected from an apt website and get positive results. This approach would be useful in the absence of a supervisor dataset.
In another part of our work, we argue the inescapable existence of supervision in terms of having to manually analyse the topics returned. Further, we have also used explicit supervision in terms of a training dataset for a classifier to learn sentiment specific classes. This analysis helps reduce dimensionality and improve classification accuracy. We get excellent dimensionality reduction using Support Vector Machines (SVM) for feature selection. For re-classification, we use the Naive Bayes Classifier (NBC) and SVM, both of which perform well. We also use Non-negative Matrix Factorization (NMF) for classification, but observe that the results coincide with those of NBC, with no exceptions. This drives us towards establishing a theoretical equivalence between the two.
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The research on chinese text multi-label classification / Avancée en classification multi-labels de textes en langue chinoise / 中文文本多标签分类研究Wei, Zhihua 07 May 2010 (has links)
Text Classification (TC) which is an important field in information technology has many valuable applications. When facing the sea of information resources, the objects of TC are more complicated and diversity. The researches in pursuit of effective and practical TC technology are fairly challenging. More and more researchers regard that multi-label TC is more suited for many applications. This thesis analyses the difficulties and problems in multi-label TC and Chinese text representation based on a mass of algorithms for single-label TC and multi-label TC. Aiming at high dimensionality in feature space, sparse distribution in text representation and poor performance of multi-label classifier, this thesis will bring forward corresponding algorithms from different angles.Focusing on the problem of dimensionality “disaster” when Chinese texts are represented by using n-grams, two-step feature selection algorithm is constructed. The method combines filtering rare features within class and selecting discriminative features across classes. Moreover, the proper value of “n”, the strategy of feature weight and the correlation among features are discussed based on variety of experiments. Some useful conclusions are contributed to the research of n-gram representation in Chinese texts.In a view of the disadvantage in Latent Dirichlet Allocation (LDA) model, that is, arbitrarily revising the variable in smooth process, a new strategy for smoothing based on Tolerance Rough Set (TRS) is put forward. It constructs tolerant class in global vocabulary database firstly and then assigns value for out-of-vocabulary (oov) word in each class according to tolerant class.In order to improve performance of multi-label classifier and degrade computing complexity, a new TC method based on LDA model is applied for Chinese text representation. It extracts topics statistically from texts and then texts are represented by using the topic vector. It shows competitive performance both in English and in Chinese corpus.To enhance the performance of classifiers in multi-label TC, a compound classification framework is raised. It partitions the text space by computing the upper approximation and lower approximation. This algorithm decomposes a multi-label TC problem into several single-label TCs and several multi-label TCs which have less labels than original problem. That is, an unknown text should be classified by single-label classifier when it is partitioned into lower approximation space of some class. Otherwise, it should be classified by corresponding multi-label classifier.An application system TJ-MLWC (Tongji Multi-label Web Classifier) was designed. It could call the result from Search Engines directly and classify these results real-time using improved Naïve Bayes classifier. This makes the browse process more conveniently for users. Users could locate the texts interested immediately according to the class information given by TJ-MLWC. / La thèse est centrée sur la Classification de texte, domaine en pleine expansion, avec de nombreuses applications actuelles et potentielles. Les apports principaux de la thèse portent sur deux points : Les spécificités du codage et du traitement automatique de la langue chinoise : mots pouvant être composés de un, deux ou trois caractères ; absence de séparation typographique entre les mots ; grand nombre d’ordres possibles entre les mots d’une phrase ; tout ceci aboutissant à des problèmes difficiles d’ambiguïté. La solution du codage en «n-grams »(suite de n=1, ou 2 ou 3 caractères) est particulièrement adaptée à la langue chinoise, car elle est rapide et ne nécessite pas les étapes préalables de reconnaissance des mots à l’aide d’un dictionnaire, ni leur séparation. La classification multi-labels, c'est-à-dire quand chaque individus peut être affecté à une ou plusieurs classes. Dans le cas des textes, on cherche des classes qui correspondent à des thèmes (topics) ; un même texte pouvant être rattaché à un ou plusieurs thème. Cette approche multilabel est plus générale : un même patient peut être atteint de plusieurs pathologies ; une même entreprise peut être active dans plusieurs secteurs industriels ou de services. La thèse analyse ces problèmes et tente de leur apporter des solutions, d’abord pour les classifieurs unilabels, puis multi-labels. Parmi les difficultés, la définition des variables caractérisant les textes, leur grand nombre, le traitement des tableaux creux (beaucoup de zéros dans la matrice croisant les textes et les descripteurs), et les performances relativement mauvaises des classifieurs multi-classes habituels. / 文本分类是信息科学中一个重要而且富有实际应用价值的研究领域。随着文本分类处理内容日趋复杂化和多元化,分类目标也逐渐多样化,研究有效的、切合实际应用需求的文本分类技术成为一个很有挑战性的任务,对多标签分类的研究应运而生。本文在对大量的单标签和多标签文本分类算法进行分析和研究的基础上,针对文本表示中特征高维问题、数据稀疏问题和多标签分类中分类复杂度高而精度低的问题,从不同的角度尝试运用粗糙集理论加以解决,提出了相应的算法,主要包括:针对n-gram作为中文文本特征时带来的维数灾难问题,提出了两步特征选择的方法,即去除类内稀有特征和类间特征选择相结合的方法,并就n-gram作为特征时的n值选取、特征权重的选择和特征相关性等问题在大规模中文语料库上进行了大量的实验,得出一些有用的结论。针对文本分类中运用高维特征表示文本带来的分类效率低,开销大等问题,提出了基于LDA模型的多标签文本分类算法,利用LDA模型提取的主题作为文本特征,构建高效的分类器。在PT3多标签分类转换方法下,该分类算法在中英文数据集上都表现出很好的效果,与目前公认最好的多标签分类方法效果相当。针对LDA模型现有平滑策略的随意性和武断性的缺点,提出了基于容差粗糙集的LDA语言模型平滑策略。该平滑策略首先在全局词表上构造词的容差类,再根据容差类中词的频率为每类文档的未登录词赋予平滑值。在中英文、平衡和不平衡语料库上的大量实验都表明该平滑方法显著提高了LDA模型的分类性能,在不平衡语料库上的提高尤其明显。针对多标签分类中分类复杂度高而精度低的问题,提出了一种基于可变精度粗糙集的复合多标签文本分类框架,该框架通过可变精度粗糙集方法划分文本特征空间,进而将多标签分类问题分解为若干个两类单标签分类问题和若干个标签数减少了的多标签分类问题。即,当一篇未知文本被划分到某一类文本的下近似区域时,可以直接用简单的单标签文本分类器判断其类别;当未知文本被划分在边界域时,则采用相应区域的多标签分类器进行分类。实验表明,这种分类框架下,分类的精确度和算法效率都有较大的提高。本文还设计和实现了一个基于多标签分类的网页搜索结果可视化系统(MLWC),该系统能够直接调用搜索引擎返回的搜索结果,并采用改进的Naïve Bayes多标签分类算法实现实时的搜索结果分类,使用户可以快速地定位搜索结果中感兴趣的文本。
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