During the past few decades, time series analysis has become one popular method for solving stock forecasting problem. However, depending only on stock index series makes the performance of the forecast not good enough, because many external factors which may be involved are not taken into consideration. As a way to deal with it, sentiment analysis on online textual data of stock market can generate a lot of valuable information as a complement which can be named as external indicators. In this paper, a new method which combines the time series of external indicators and the time series of stock index is provided. A special text processing algorithm is proposed to obtain a weighted sentiment time series. In the experiment, we obtain financial micro-blogs from some famous portal websites in China. After that, each micro-blog is segmented and preprocessed, and then the sentiment value is calculated for each day. Finally, an NARX time series model combined with the weighted sentiment series is created to forecast the future value of Shanghai Stock Exchange Composite Index(SSECI).The experiment shows that the new model makes an improvement in terms of the accuracy.
A simple immune-based multi-objective optimizer(IBMO) is proposed, and a rigorous running time analysis of IBMO on three proposed bi-objective pseudo-Boolean functions(Bi-Trap, Bi-Plateau and Bi-Jump) is presented. The running time of a global simple evolutionary multi-objective optimizer(GSEMO) using standard bit mutation operator with IBMO using somatic contiguous hypermutation(CHM) operator is compared with these three functions. The results show that the immune-based hypermutation can significantly beat standard bit mutation on some well-known multi-objective pseudo-Boolean functions. The proofs allow us to understand the relationship between the characteristics of the problems and the features of the algorithms more deeply. These analysis results also give us a good inspiration to analyze and design a bio-inspired search heuristics.
Nowadays,the Internet has penetrated into all aspects of people's lives.A large number of online customer reviews have been accumulated in several product forums,which are valuable resources to be analyzed.However,these customer reviews are unstructured textual data,in which a lot of ambiguities exist,so analyzing them is a challenging task.At present,the effective deep semantic or fine-grained analysis of customer reviews is rare in the existing literature,and the analysis quality of most studies is also low.Therefore,in this paper a fine-grained opinion mining method is introduced to extract the detailed semantic information of opinions from multiple perspectives and aspects from Chinese automobile reviews.The conditional random field (CRF) model is used in this method,in which semantic roles are divided into two groups.One group relates to the objects being reviewed,which includes the roles of manufacturer,the brand,the type,and the aspects of cars.The other group of semantic roles is about the opinions of the objects,which includes the sentiment description,the aspect value,the conditions of opinions and the sentiment tendency.The overall framework of the method includes three major steps.The first step distinguishes the relevant sentences with the irrelevant sentences in the reviews.At the second step the relevant sentences are further classified into different aspects.At the third step fine-grained semantic roles are extracted from sentences of each aspect.The data used in the training process is manually annotated in fine granularity of semantic roles.The features used in this CRF model include basic word features,part-of-speech (POS) features,position features and dependency syntactic features.Different combinations of these features are investigated.Experimental results are analyzed and future directions are discussed.
With rapid development of E-commerce, a large amount of data including reviews about different types of products can be accessed within short time. On top of this, opinion mining is becoming increasingly effective to extract valuable information for product design, improvement and brand marketing, especially with fine-grained opinion mining. However, limited by the unstructured and causal expression of opinions, one cannot extract valuable information conveniently. In this paper, we propose an integrated strategy to automatically extract feature-based information, with which one can easily acquire detailed opinion about certain products.For adaptation to the reviews' characteristics, our strategy is made up of a multi-label classification(MLC) for reviews, a binary classification(BC) for sentences and a sentence-level sequence labelling with a deep learning method. During experiment, our approach achieves 82% accuracy in the final sequence labelling task under the setting of a 20-fold cross validation. In addition, the strategy can be expediently employed in other reviews as long as there is an according amount of labelled data for startup.
Software product lines(SPLs) are important software engineering techniques for creating a collection of similar software systems. Software products can be derived from SPLs quickly. The process of software product derivation can be modeled as feature selection optimization with resource constraints, which is a nondeterministic polynomial-time hard(NP-hard) problem. In this paper, we present an approach that using ant colony optimization to get an approximation solution of the problem in polynomial time. We evaluate our approach by comparing it to two important approximation techniques. One is filtered Cartesian flattening and modified heuristic(FCF+M-HEU) algorithm, the other is genetic algorithm for optimized feature selection(GAFES). The experimental results show that our approach performs 6% worse than FCF+M-HEU with reducing much running time. Meanwhile, it performs 10% better than GAFES with taking more time.
The personal best is an interesting topic, but little work has focused on whether it is still efficient for multiobjective particle swarm optimization. In dealing with single objective optimization problems, a single global best exists, so the personal best provides optimal diversity to prevent premature convergence. But in multiobjective optimization problems, the diversity provided by the personal best is less optimal, whereas the global archive contains a series of global bests, thus provides optimal diversity. If the algorithm excluding the personal best provides sufficient randomness, the personal best becomes worthless. Therefore we propose no personal best strategy that no longer uses the personal best when the global archive exceeds the population size. Experimental results validate the efficiency of our strategy.
