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Register a new userJob Prediction: From Deep Neural Network Models to Applications
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Added by
Tin Huynh Van
Publication date
2019
fields
Informatics Engineering
and research's language is
English
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Determining the job is suitable for a student or a person looking for work based on their jobs descriptions such as knowledge and skills that are difficult, as well as how employers must find ways to choose the candidates that match the job they require. In this paper, we focus on studying the job prediction using different deep neural network models including TextCNN, Bi-GRU-LSTM-CNN, and Bi-GRU-CNN with various pre-trained word embeddings on the IT Job dataset. In addition, we also proposed a simple and effective ensemble model combining different deep neural network models. The experimental results illustrated that our proposed ensemble model achieved the highest result with an F1 score of 72.71%. Moreover, we analyze these experimental results to have insights about this problem to find better solutions in the future.
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This paper focuses on sentiment mining and sentiment correlation analysis of web events. Although neural network models have contributed a lot to mining text information, little attention is paid to analysis of the inter-sentiment correlations. This paper fills the gap between sentiment calculation and inter-sentiment correlations. In this paper, the social emotion is divided into six categories: love, joy, anger, sadness, fear, and surprise. Two deep neural network models are presented for sentiment calculation. Three datasets - the titles, the bodies, the comments of news articles - are collected, covering both objective and subjective texts in varying lengths (long and short). From each dataset, three kinds of features are extracted: explicit expression, implicit expression, and alphabet characters. The performance of the two models are analyzed, with respect to each of the three kinds of the features. There is controversial phenomenon on the interpretation of anger (fn) and love (gd). In subjective text, other emotions are easily to be considered as anger. By contrast, in objective news bodies and titles, it is easy to regard text as caused love (gd). It means, journalist may want to arouse emotion love by writing news, but cause anger after the news is published. This result reflects the sentiment complexity and unpredictability.
We investigate the effectiveness of different machine learning methodologies in predicting economic cycles. We identify the deep learning methodology of Bi-LSTM with Autoencoder as the most accurate model to forecast the beginning and end of economic recessions in the U.S. We adopt commonly-available macro and market-condition features to compare the ability of different machine learning models to generate good predictions both in-sample and out-of-sample. The proposed model is flexible and dynamic when both predictive variables and model coefficients vary over time. It provided good out-of-sample predictions for the past two recessions and early warning about the COVID-19 recession.
In recent years, Vietnamese Named Entity Recognition (NER) systems have had a great breakthrough when using Deep Neural Network methods. This paper describes the primary errors of the state-of-the-art NER systems on Vietnamese language. After conducting experiments on BLSTM-CNN-CRF and BLSTM-CRF models with different word embeddings on the Vietnamese NER dataset. This dataset is provided by VLSP in 2016 and used to evaluate most of the current Vietnamese NER systems. We noticed that BLSTM-CNN-CRF gives better results, therefore, we analyze the errors on this model in detail. Our error-analysis results provide us thorough insights in order to increase the performance of NER for the Vietnamese language and improve the quality of the corpus in the future works.
It has been shown that financial news leads to the fluctuation of stock prices. However, previous work on news-driven financial market prediction focused only on predicting stock price movement without providing an explanation. In this paper, we propose a dual-layer attention-based neural network to address this issue. In the initial stage, we introduce a knowledge-based method to adaptively extract relevant financial news. Then, we use input attention to pay more attention to the more influential news and concatenate the day embeddings with the output of the news representation. Finally, we use an output attention mechanism to allocate different weights to different days in terms of their contribution to stock price movement. Thorough empirical studies based upon historical prices of several individual stocks demonstrate the superiority of our proposed method in stock price prediction compared to state-of-the-art methods.
We propose Diverse Embedding Neural Network (DENN), a novel architecture for language models (LMs). A DENNLM projects the input word history vector onto multiple diverse low-dimensional sub-spaces instead of a single higher-dimensional sub-space as in conventional feed-forward neural network LMs. We encourage these sub-spaces to be diverse during network training through an augmented loss function. Our language modeling experiments on the Penn Treebank data set show the performance benefit of using a DENNLM.
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