Socio-Affective Computing
3 primary works
Book 1
Concept-level sentiment analysis goes beyond a mere word-level analysis of text in order to enable a more efficient passage from (unstructured) textual information to (structured) machine-processable data, in potentially any domain.
Readers will discover the following key novelties, that make this approach so unique and avant-garde, being reviewed and discussed:
• Sentic Computing's multi-disciplinary approach to sentiment analysis-evidenced by the concomitant use of AI, linguistics and psychology for knowledge representation and inference
• Sentic Computing’s shift from syntax to semantics-enabled by the adoption of the bag-of-concepts model instead of simply counting word co-occurrence frequencies in text
• Sentic Computing's shift from statistics to linguistics-implemented by allowing sentiments to flow from concept to concept based on the dependency relation between clauses
This volume is the first in the Series Socio-Affective Computing edited by Dr Amir Hussain and Dr Erik Cambria and will be of interest to researchers in the fields of socially intelligent, affective and multimodal human-machine interaction andsystems.
Book 9
This book presents a systematic application of recent advances in artificial intelligence (AI) to the problem of asset management. While natural language processing and text mining techniques, such as semantic representation, sentiment analysis, entity extraction, commonsense reasoning, and fact checking have been evolving for decades, finance theories have not yet fully considered and adapted to these ideas.
In this unique, readable volume, the authors discuss integrating textual knowledge and market sentiment step-by-step, offering readers new insights into the most popular portfolio optimization theories: the Markowitz model and the Black-Litterman model. The authors also provide valuable visions of how AI technology-based infrastructures could cut the cost of and automate wealth management procedures.
This inspiring book is a must-read for researchers and bankers interested in cutting-edge AI applications in finance.
Book 10
Time Expression and Named Entity Recognition
by Xiaoshi Zhong and Erik Cambria
This book presents a synthetic analysis about the characteristics of time expressions and named entities, and some proposed methods for leveraging these characteristics to recognize time expressions and named entities from unstructured text. For modeling these two kinds of entities, the authors propose a rule-based method that introduces an abstracted layer between the specific words and the rules, and two learning-based methods that define a new type of tagging scheme based on the constituents of the entities, different from conventional position-based tagging schemes that cause the problem of inconsistent tag assignment. The authors also find that the length-frequency of entities follows a family of power-law distributions. This finding opens a door, complementary to the rank-frequency of words, to understand our communicative system in terms of language use.