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  • image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    Authors: Simone Tedeschi; Johan Bos; Thierry Declerck; Jan Hajič; +8 Authors

    In the last five years, there has been a significant focus in Natural Language Processing (NLP) on developing larger Pretrained Language Models (PLMs) and introducing benchmarks such as SuperGLUE and SQuAD to measure their abilities in language understanding, reasoning, and reading comprehension. These PLMs have achieved impressive results on these benchmarks, even surpassing human performance in some cases. This has led to claims of superhuman capabilities and the provocative idea that certain tasks have been solved. In this position paper, we take a critical look at these claims and ask whether PLMs truly have superhuman abilities and what the current benchmarks are really evaluating. We show that these benchmarks have serious limitations affecting the comparison between humans and PLMs and provide recommendations for fairer and more transparent benchmarks. Comment: 9 pages, long paper at ACL 2023 proceedings

    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ arXiv.org e-Print Ar...arrow_drop_down
    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    arXiv.org e-Print Archive
    Other literature type . Preprint . 2023
    https://doi.org/10.48550/arxiv...
    Article . 2023
    License: CC BY SA
    Data sources: Datacite
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      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ arXiv.org e-Print Ar...arrow_drop_down
      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
      arXiv.org e-Print Archive
      Other literature type . Preprint . 2023
      https://doi.org/10.48550/arxiv...
      Article . 2023
      License: CC BY SA
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  • image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/

    The increasing adoption of Digital Assets (DAs), such as Bitcoin (BTC), raises the need for accurate option pricing models. Yet, existing methodologies fail to cope with the volatile nature of the emerging DAs. Many models have been proposed to address the unorthodox market dynamics and frequent disruptions in the microstructure caused by the non-stationarity, and peculiar statistics, in DA markets. However, they are either prone to the curse of dimensionality, as additional complexity is required to employ traditional theories, or they overfit historical patterns that may never repeat. Instead, we leverage recent advances in market regime (MR) clustering with the Implied Stochastic Volatility Model (ISVM) on a very recent dataset covering BTC options on the popular trading platform Deribit. Time-regime clustering is a temporal clustering method, that clusters the historic evolution of a market into different volatility periods accounting for non-stationarity. ISVM can incorporate investor expectations in each of the sentiment-driven periods by using implied volatility (IV) data. In this paper, we apply this integrated time-regime clustering and ISVM method (termed MR-ISVM) to high-frequency data on BTC options. We demonstrate that MR-ISVM contributes to overcome the burden of complex adaption to jumps in higher order characteristics of option pricing models. This allows us to price the market based on the expectations of its participants in an adaptive fashion and put the procedure to action on a new dataset covering previously unexplored DA dynamics.

    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ arXiv.org e-Print Ar...arrow_drop_down
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    arXiv.org e-Print Archive
    Other literature type . Preprint . 2022
    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    https://doi.org/10.21203/rs.3....
    Preprint . 2022
    License: CC BY
    Data sources: Crossref
    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    UCL Discovery
    Conference object . 2023
    Data sources: UCL Discovery
    https://doi.org/10.1145/354387...
    Conference object . 2023 . Peer-reviewed
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    https://doi.org/10.48550/arxiv...
    Article . 2022
    License: arXiv Non-Exclusive Distribution
    Data sources: Datacite
    SSRN Electronic Journal
    Article . 2022 . Peer-reviewed
    Data sources: Crossref
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      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ arXiv.org e-Print Ar...arrow_drop_down
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      arXiv.org e-Print Archive
      Other literature type . Preprint . 2022
      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
      https://doi.org/10.21203/rs.3....
      Preprint . 2022
      License: CC BY
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      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
      UCL Discovery
      Conference object . 2023
      Data sources: UCL Discovery
      https://doi.org/10.1145/354387...
      Conference object . 2023 . Peer-reviewed
      Data sources: Crossref
      https://doi.org/10.48550/arxiv...
      Article . 2022
      License: arXiv Non-Exclusive Distribution
      Data sources: Datacite
      SSRN Electronic Journal
      Article . 2022 . Peer-reviewed
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  • image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    Authors: Pyatkin, Valentina; Sadde, Shoval; Rubinstein, Aynat; Portner, Paul; +1 Authors

    Modality is the linguistic ability to describe events with added information such as how desirable, plausible, or feasible they are. Modality is important for many NLP downstream tasks such as the detection of hedging, uncertainty, speculation, and more. Previous studies that address modality detection in NLP often restrict modal expressions to a closed syntactic class, and the modal sense labels are vastly different across different studies, lacking an accepted standard. Furthermore, these senses are often analyzed independently of the events that they modify. This work builds on the theoretical foundations of the Georgetown Gradable Modal Expressions (GME) work by Rubinstein et al. (2013) to propose an event-based modality detection task where modal expressions can be words of any syntactic class and sense labels are drawn from a comprehensive taxonomy which harmonizes the modal concepts contributed by the different studies. We present experiments on the GME corpus aiming to detect and classify fine-grained modal concepts and associate them with their modified events. We show that detecting and classifying modal expressions is not only feasible, but also improves the detection of modal events in their own right. Comment: ACL 2021

    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ arXiv.org e-Print Ar...arrow_drop_down
    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    arXiv.org e-Print Archive
    Other literature type . Preprint . 2021
    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    https://aclanthology.org/2021....
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    https://doi.org/10.48550/arxiv...
    Article . 2021
    License: arXiv Non-Exclusive Distribution
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    https://doi.org/10.18653/v1/20...
    Conference object . 2021 . Peer-reviewed
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      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ arXiv.org e-Print Ar...arrow_drop_down
      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
      arXiv.org e-Print Archive
      Other literature type . Preprint . 2021
      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
      https://aclanthology.org/2021....
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      https://doi.org/10.48550/arxiv...
      Article . 2021
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      https://doi.org/10.18653/v1/20...
      Conference object . 2021 . Peer-reviewed
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  • image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    Authors: Mele, I.; Muntean, C. I.; Nardini, F. M.; Perego, R.; +2 Authors

    In a conversational context, a user expresses her multi-faceted information need as a sequence of natural-language questions, i.e., utterances. Starting from a given topic, the conversation evolves through user utterances and system replies. The retrieval of documents relevant to a given utterance in a conversation is challenging due to ambiguity of natural language and to the difficulty of detecting possible topic shifts and semantic relationships among utterances. We adopt the 2019 TREC Conversational Assistant Track (CAsT) framework to experiment with a modular architecture performing: (i) topic-aware utterance rewriting, (ii) retrieval of candidate passages for the rewritten utterances, and (iii) neural-based re-ranking of candidate passages. We present a comprehensive experimental evaluation of the architecture assessed in terms of traditional IR metrics at small cutoffs. Experimental results show the effectiveness of our techniques that achieve an improvement up to 0.28 (+93%) for P@1 and 0.19 (+89.9%) for nDCG@3 w.r.t. the CAsT baseline. 5 pages

    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ arXiv.org e-Print Ar...arrow_drop_down
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    arXiv.org e-Print Archive
    Other literature type . Preprint . 2020
    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    http://arxiv.org/pdf/2004.1405...
    Conference object
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    image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
    image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
    ISTI Open Portal
    Conference object . 2020
    Data sources: ISTI Open Portal
    https://doi.org/10.48550/arxiv...
    Article . 2020
    License: arXiv Non-Exclusive Distribution
    Data sources: Datacite
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      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ arXiv.org e-Print Ar...arrow_drop_down
      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
      arXiv.org e-Print Archive
      Other literature type . Preprint . 2020
      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
      http://arxiv.org/pdf/2004.1405...
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      image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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      ISTI Open Portal
      Conference object . 2020
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      https://doi.org/10.48550/arxiv...
      Article . 2020
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    Authors: Ali, Ahmed; Vogel, Stephan; Renals, Steve;

    This paper describes the Arabic MGB-3 Challenge - Arabic Speech Recognition in the Wild. Unlike last year's Arabic MGB-2 Challenge, for which the recognition task was based on more than 1,200 hours broadcast TV news recordings from Aljazeera Arabic TV programs, MGB-3 emphasises dialectal Arabic using a multi-genre collection of Egyptian YouTube videos. Seven genres were used for the data collection: comedy, cooking, family/kids, fashion, drama, sports, and science (TEDx). A total of 16 hours of videos, split evenly across the different genres, were divided into adaptation, development and evaluation data sets. The Arabic MGB-Challenge comprised two tasks: A) Speech transcription, evaluated on the MGB-3 test set, along with the 10 hour MGB-2 test set to report progress on the MGB-2 evaluation; B) Arabic dialect identification, introduced this year in order to distinguish between four major Arabic dialects - Egyptian, Levantine, North African, Gulf, as well as Modern Standard Arabic. Two hours of audio per dialect were released for development and a further two hours were used for evaluation. For dialect identification, both lexical features and i-vector bottleneck features were shared with participants in addition to the raw audio recordings. Overall, thirteen teams submitted ten systems to the challenge. We outline the approaches adopted in each system, and summarise the evaluation results.

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    arXiv.org e-Print Archive
    Other literature type . Preprint . 2017
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    http://arxiv.org/pdf/1709.0727...
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    Edinburgh Research Explorer
    Contribution for newspaper or weekly magazine . 2018
    https://doi.org/10.48550/arxiv...
    Article . 2017
    License: arXiv Non-Exclusive Distribution
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    https://doi.org/10.1109/ASRU.2...
    Other literature type . Conference object . 2017
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      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ arXiv.org e-Print Ar...arrow_drop_down
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      arXiv.org e-Print Archive
      Other literature type . Preprint . 2017
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      http://arxiv.org/pdf/1709.0727...
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      Edinburgh Research Explorer
      Contribution for newspaper or weekly magazine . 2018
      https://doi.org/10.48550/arxiv...
      Article . 2017
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      https://doi.org/10.1109/ASRU.2...
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    Authors: Liepins, R; Germann, U; Barzdins, G; Birch, A; +42 Authors

    We present the first prototype of the SUMMA Platform: an integrated platform for multilingual media monitoring. The platform contains a rich suite of low-level and high-level natural language processing technologies: automatic speech recognition of broadcast media, machine translation, automated tagging and classification of named entities, semantic parsing to detect relationships between entities, and automatic construction / augmentation of factual knowledge bases. Implemented on the Docker platform, it can easily be deployed, customised, and scaled to large volumes of incoming media streams.

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    Authors: Ali, Ahmed; Bell, Peter; Glass, James; Messaoui, Yacine; +3 Authors

    This paper describes the Arabic Multi-Genre Broadcast (MGB-2) Challenge for SLT-2016. Unlike last year's English MGB Challenge, which focused on recognition of diverse TV genres, this year, the challenge has an emphasis on handling the diversity in dialect in Arabic speech. Audio data comes from 19 distinct programmes from the Aljazeera Arabic TV channel between March 2005 and December 2015. Programmes are split into three groups: conversations, interviews, and reports. A total of 1,200 hours have been released with lightly supervised transcriptions for the acoustic modelling. For language modelling, we made available over 110M words crawled from Aljazeera Arabic website Aljazeera.net for a 10 year duration 2000-2011. Two lexicons have been provided, one phoneme based and one grapheme based. Finally, two tasks were proposed for this year's challenge: standard speech transcription, and word alignment. This paper describes the task data and evaluation process used in the MGB challenge, and summarises the results obtained.

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    arXiv.org e-Print Archive
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    http://arxiv.org/pdf/1609.0562...
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      http://arxiv.org/pdf/1609.0562...
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    Authors: Ahmed Ali; Najim Dehak; Patrick Cardinal; Sameer Khurana; +4 Authors

    In this paper, we investigate different approaches for dialect identification in Arabic broadcast speech. These methods are based on phonetic and lexical features obtained from a speech recognition system, and bottleneck features using the i-vector framework. We studied both generative and discriminative classifiers, and we combined these features using a multi-class Support Vector Machine (SVM). We validated our results on an Arabic/English language identification task, with an accuracy of 100%. We also evaluated these features in a binary classifier to discriminate between Modern Standard Arabic (MSA) and Dialectal Arabic, with an accuracy of 100%. We further reported results using the proposed methods to discriminate between the five most widely used dialects of Arabic: namely Egyptian, Gulf, Levantine, North African, and MSA, with an accuracy of 59.2%. We discuss dialect identification errors in the context of dialect code-switching between Dialectal Arabic and MSA, and compare the error pattern between manually labeled data, and the output from our classifier. All the data used on our experiments have been released to the public as a language identification corpus.

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    http://arxiv.org/pdf/1509.0692...
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  • image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    Authors: Simone Tedeschi; Johan Bos; Thierry Declerck; Jan Hajič; +8 Authors

    In the last five years, there has been a significant focus in Natural Language Processing (NLP) on developing larger Pretrained Language Models (PLMs) and introducing benchmarks such as SuperGLUE and SQuAD to measure their abilities in language understanding, reasoning, and reading comprehension. These PLMs have achieved impressive results on these benchmarks, even surpassing human performance in some cases. This has led to claims of superhuman capabilities and the provocative idea that certain tasks have been solved. In this position paper, we take a critical look at these claims and ask whether PLMs truly have superhuman abilities and what the current benchmarks are really evaluating. We show that these benchmarks have serious limitations affecting the comparison between humans and PLMs and provide recommendations for fairer and more transparent benchmarks. Comment: 9 pages, long paper at ACL 2023 proceedings

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    https://doi.org/10.48550/arxiv...
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    The increasing adoption of Digital Assets (DAs), such as Bitcoin (BTC), raises the need for accurate option pricing models. Yet, existing methodologies fail to cope with the volatile nature of the emerging DAs. Many models have been proposed to address the unorthodox market dynamics and frequent disruptions in the microstructure caused by the non-stationarity, and peculiar statistics, in DA markets. However, they are either prone to the curse of dimensionality, as additional complexity is required to employ traditional theories, or they overfit historical patterns that may never repeat. Instead, we leverage recent advances in market regime (MR) clustering with the Implied Stochastic Volatility Model (ISVM) on a very recent dataset covering BTC options on the popular trading platform Deribit. Time-regime clustering is a temporal clustering method, that clusters the historic evolution of a market into different volatility periods accounting for non-stationarity. ISVM can incorporate investor expectations in each of the sentiment-driven periods by using implied volatility (IV) data. In this paper, we apply this integrated time-regime clustering and ISVM method (termed MR-ISVM) to high-frequency data on BTC options. We demonstrate that MR-ISVM contributes to overcome the burden of complex adaption to jumps in higher order characteristics of option pricing models. This allows us to price the market based on the expectations of its participants in an adaptive fashion and put the procedure to action on a new dataset covering previously unexplored DA dynamics.

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    https://doi.org/10.21203/rs.3....
    Preprint . 2022
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    https://doi.org/10.1145/354387...
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    https://doi.org/10.48550/arxiv...
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    Authors: Pyatkin, Valentina; Sadde, Shoval; Rubinstein, Aynat; Portner, Paul; +1 Authors

    Modality is the linguistic ability to describe events with added information such as how desirable, plausible, or feasible they are. Modality is important for many NLP downstream tasks such as the detection of hedging, uncertainty, speculation, and more. Previous studies that address modality detection in NLP often restrict modal expressions to a closed syntactic class, and the modal sense labels are vastly different across different studies, lacking an accepted standard. Furthermore, these senses are often analyzed independently of the events that they modify. This work builds on the theoretical foundations of the Georgetown Gradable Modal Expressions (GME) work by Rubinstein et al. (2013) to propose an event-based modality detection task where modal expressions can be words of any syntactic class and sense labels are drawn from a comprehensive taxonomy which harmonizes the modal concepts contributed by the different studies. We present experiments on the GME corpus aiming to detect and classify fine-grained modal concepts and associate them with their modified events. We show that detecting and classifying modal expressions is not only feasible, but also improves the detection of modal events in their own right. Comment: ACL 2021

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    arXiv.org e-Print Archive
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    https://aclanthology.org/2021....
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    Authors: Mele, I.; Muntean, C. I.; Nardini, F. M.; Perego, R.; +2 Authors

    In a conversational context, a user expresses her multi-faceted information need as a sequence of natural-language questions, i.e., utterances. Starting from a given topic, the conversation evolves through user utterances and system replies. The retrieval of documents relevant to a given utterance in a conversation is challenging due to ambiguity of natural language and to the difficulty of detecting possible topic shifts and semantic relationships among utterances. We adopt the 2019 TREC Conversational Assistant Track (CAsT) framework to experiment with a modular architecture performing: (i) topic-aware utterance rewriting, (ii) retrieval of candidate passages for the rewritten utterances, and (iii) neural-based re-ranking of candidate passages. We present a comprehensive experimental evaluation of the architecture assessed in terms of traditional IR metrics at small cutoffs. Experimental results show the effectiveness of our techniques that achieve an improvement up to 0.28 (+93%) for P@1 and 0.19 (+89.9%) for nDCG@3 w.r.t. the CAsT baseline. 5 pages

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    http://arxiv.org/pdf/2004.1405...
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      http://arxiv.org/pdf/2004.1405...
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    Authors: Ali, Ahmed; Vogel, Stephan; Renals, Steve;

    This paper describes the Arabic MGB-3 Challenge - Arabic Speech Recognition in the Wild. Unlike last year's Arabic MGB-2 Challenge, for which the recognition task was based on more than 1,200 hours broadcast TV news recordings from Aljazeera Arabic TV programs, MGB-3 emphasises dialectal Arabic using a multi-genre collection of Egyptian YouTube videos. Seven genres were used for the data collection: comedy, cooking, family/kids, fashion, drama, sports, and science (TEDx). A total of 16 hours of videos, split evenly across the different genres, were divided into adaptation, development and evaluation data sets. The Arabic MGB-Challenge comprised two tasks: A) Speech transcription, evaluated on the MGB-3 test set, along with the 10 hour MGB-2 test set to report progress on the MGB-2 evaluation; B) Arabic dialect identification, introduced this year in order to distinguish between four major Arabic dialects - Egyptian, Levantine, North African, Gulf, as well as Modern Standard Arabic. Two hours of audio per dialect were released for development and a further two hours were used for evaluation. For dialect identification, both lexical features and i-vector bottleneck features were shared with participants in addition to the raw audio recordings. Overall, thirteen teams submitted ten systems to the challenge. We outline the approaches adopted in each system, and summarise the evaluation results.

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    http://arxiv.org/pdf/1709.0727...
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    https://doi.org/10.48550/arxiv...
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      http://arxiv.org/pdf/1709.0727...
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    Authors: Liepins, R; Germann, U; Barzdins, G; Birch, A; +42 Authors

    We present the first prototype of the SUMMA Platform: an integrated platform for multilingual media monitoring. The platform contains a rich suite of low-level and high-level natural language processing technologies: automatic speech recognition of broadcast media, machine translation, automated tagging and classification of named entities, semantic parsing to detect relationships between entities, and automatic construction / augmentation of factual knowledge bases. Implemented on the Docker platform, it can easily be deployed, customised, and scaled to large volumes of incoming media streams.

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      https://doi.org/10.18653/v1/e1...
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    Authors: Ali, Ahmed; Bell, Peter; Glass, James; Messaoui, Yacine; +3 Authors

    This paper describes the Arabic Multi-Genre Broadcast (MGB-2) Challenge for SLT-2016. Unlike last year's English MGB Challenge, which focused on recognition of diverse TV genres, this year, the challenge has an emphasis on handling the diversity in dialect in Arabic speech. Audio data comes from 19 distinct programmes from the Aljazeera Arabic TV channel between March 2005 and December 2015. Programmes are split into three groups: conversations, interviews, and reports. A total of 1,200 hours have been released with lightly supervised transcriptions for the acoustic modelling. For language modelling, we made available over 110M words crawled from Aljazeera Arabic website Aljazeera.net for a 10 year duration 2000-2011. Two lexicons have been provided, one phoneme based and one grapheme based. Finally, two tasks were proposed for this year's challenge: standard speech transcription, and word alignment. This paper describes the task data and evaluation process used in the MGB challenge, and summarises the results obtained.

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    arXiv.org e-Print Archive
    Other literature type . Preprint . 2016
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    http://arxiv.org/pdf/1609.0562...
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    https://doi.org/10.1109/SLT.20...
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      http://arxiv.org/pdf/1609.0562...
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    Authors: Ahmed Ali; Najim Dehak; Patrick Cardinal; Sameer Khurana; +4 Authors

    In this paper, we investigate different approaches for dialect identification in Arabic broadcast speech. These methods are based on phonetic and lexical features obtained from a speech recognition system, and bottleneck features using the i-vector framework. We studied both generative and discriminative classifiers, and we combined these features using a multi-class Support Vector Machine (SVM). We validated our results on an Arabic/English language identification task, with an accuracy of 100%. We also evaluated these features in a binary classifier to discriminate between Modern Standard Arabic (MSA) and Dialectal Arabic, with an accuracy of 100%. We further reported results using the proposed methods to discriminate between the five most widely used dialects of Arabic: namely Egyptian, Gulf, Levantine, North African, and MSA, with an accuracy of 59.2%. We discuss dialect identification errors in the context of dialect code-switching between Dialectal Arabic and MSA, and compare the error pattern between manually labeled data, and the output from our classifier. All the data used on our experiments have been released to the public as a language identification corpus.

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    http://arxiv.org/pdf/1509.0692...
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      http://arxiv.org/pdf/1509.0692...
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