报告题目：Deep learning for stock market prediction
报告时间：2017年5月22日15:00
报告地点：B403
报告人： Professor Yue Zhang
报告人单位： Singapore University of Technology and Design
报告人简介： Yue Zhang is currently working at Singapore University of Technology and Design. Before joining SUTD in July 2012, he worked as a postdoctoral research associate in University of Cambridge, UK. Yue Zhang received his doctor and master degrees from University of Oxford, UK, and his bachelor degree from Tsinghua University, China. His research interests include natural language processing, machine learning and artificial Intelligence. He has been working on statistical parsing, parsing, text synthesis, machine translation, sentiment analysis and stock market analysis intensively. Yue Zhang serves as the reviewer for top journals such as Computational Linguistics, Transaction of Association of Computational Linguistics and Journal of Artificial Intelligence Research. He is also PC member for conferences such as ACL, COLING, EMNLP, NAACL, EACL, AAAI and IJCAI.
报告摘要： It has been shown that news events influence the trends of stock price movements. However, previous work on news-driven stock market prediction rely on shallow features (such as bags-of-words, named entities and noun phrases), which do not capture structured entity-relation information, and hence cannot represent complete and exact events. Recent advances in Open Information Extraction (Open IE) techniques enable the extraction of structured events from web-scale data. We propose to adapt Open IE technology for event-based stock price movement prediction, extracting structured events from large-scale public news without manual efforts.
邀请人： 姬东鸿教授
