We propose a data-to-document generator that can easily control the contents of output texts based on a neural language model. Conventional data-to-text model is useful when a reader seeks a global summary of data because it has only to describe an important part that has been extracted beforehand. However, because depending on users, it differs what they are interested in, so it is necessary to develop a method to generate various summaries according to users’ interests. We develop a model to generate various summaries and to control their contents by providing the explicit targets for a reference to the model as controllable factors. In the experiments, we used five-minute or one-hour charts of 9 indicators (e.g., Nikkei225), as time-series data, and daily summaries of Nikkei Quick News as textual data. We conducted comparative experiments using two pieces of information: human-designed topic labels indicating the contents of a sentence and automatically extracted keywords as the referential information for generation.
Comments on a stock market often include the reason or cause of changes in stock prices, such as “Nikkei turns lower as yen’s rise hits exporters.” Generating such informative sentences requires capturing the relationship between different resources, including a target stock price. In this paper, we propose a model for automatically generating such informative market comments that refer to external resources. We evaluated our model through an automatic metric in terms of BLEU and human evaluation done by an expert in finance. The results show that our model outperforms the existing model both in BLEU scores and human judgment.
This paper presents a novel encoder-decoder model for automatically generating market comments from stock prices. The model first encodes both short- and long-term series of stock prices so that it can mention short- and long-term changes in stock prices. In the decoding phase, our model can also generate a numerical value by selecting an appropriate arithmetic operation such as subtraction or rounding, and applying it to the input stock prices. Empirical experiments show that our best model generates market comments at the fluency and the informativeness approaching human-generated reference texts.