Lakshminarayanan Subramanian


2019

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Identifying Predictive Causal Factors from News Streams
Ananth Balashankar | Sunandan Chakraborty | Samuel Fraiberger | Lakshminarayanan Subramanian
Proceedings of the 2019 Conference on Empirical Methods in Natural Language Processing and the 9th International Joint Conference on Natural Language Processing (EMNLP-IJCNLP)

We propose a new framework to uncover the relationship between news events and real world phenomena. We present the Predictive Causal Graph (PCG) which allows to detect latent relationships between events mentioned in news streams. This graph is constructed by measuring how the occurrence of a word in the news influences the occurrence of another (set of) word(s) in the future. We show that PCG can be used to extract latent features from news streams, outperforming other graph-based methods in prediction error of 10 stock price time series for 12 months. We then extended PCG to be applicable for longer time windows by allowing time-varying factors, leading to stock price prediction error rates between 1.5% and 5% for about 4 years. We then manually validated PCG, finding that 67% of the causation semantic frame arguments present in the news corpus were directly connected in the PCG, the remaining being connected through a semantically relevant intermediate node.

2018

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RECIPE: Applying Open Domain Question Answering to Privacy Policies
Yan Shvartzshanider | Ananth Balashankar | Thomas Wies | Lakshminarayanan Subramanian
Proceedings of the Workshop on Machine Reading for Question Answering

We describe our experiences in using an open domain question answering model (Chen et al., 2017) to evaluate an out-of-domain QA task of assisting in analyzing privacy policies of companies. Specifically, Relevant CI Parameters Extractor (RECIPE) seeks to answer questions posed by the theory of contextual integrity (CI) regarding the information flows described in the privacy statements. These questions have a simple syntactic structure and the answers are factoids or descriptive in nature. The model achieved an F1 score of 72.33, but we noticed that combining the results of this model with a neural dependency parser based approach yields a significantly higher F1 score of 92.35 compared to manual annotations. This indicates that future work which in-corporates signals from parsing like NLP tasks more explicitly can generalize better on out-of-domain tasks.

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Unsupervised Word Influencer Networks from News Streams
Ananth Balashankar | Sunandan Chakraborty | Lakshminarayanan Subramanian
Proceedings of the First Workshop on Economics and Natural Language Processing

In this paper, we propose a new unsupervised learning framework to use news events for predicting trends in stock prices. We present Word Influencer Networks (WIN), a graph framework to extract longitudinal temporal relationships between any pair of informative words from news streams. Using the temporal occurrence of words, WIN measures how the appearance of one word in a news stream influences the emergence of another set of words in the future. The latent word-word influencer relationships in WIN are the building blocks for causal reasoning and predictive modeling. We demonstrate the efficacy of WIN by using it for unsupervised extraction of latent features for stock price prediction and obtain 2 orders lower prediction error compared to a similar causal graph based method. WIN discovered influencer links from seemingly unrelated words from topics like politics to finance. WIN also validated 67% of the causal evidence found manually in the text through a direct edge and the rest 33% through a path of length 2.

2016

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The Effects of the Content of FOMC Communications on US Treasury Rates
Christopher Rohlfs | Sunandan Chakraborty | Lakshminarayanan Subramanian
Proceedings of the 2016 Conference on Empirical Methods in Natural Language Processing