Shivam Agarwal


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HYPHEN: Hyperbolic Hawkes Attention For Text Streams
Shivam Agarwal | Ramit Sawhney | Sanchit Ahuja | Ritesh Soun | Sudheer Chava
Proceedings of the 60th Annual Meeting of the Association for Computational Linguistics (Volume 2: Short Papers)

Analyzing the temporal sequence of texts from sources such as social media, news, and parliamentary debates is a challenging problem as it exhibits time-varying scale-free properties and fine-grained timing irregularities. We propose a Hyperbolic Hawkes Attention Network (HYPHEN), which learns a data-driven hyperbolic space and models irregular powerlaw excitations using a hyperbolic Hawkes process. Through quantitative and exploratory experiments over financial NLP, suicide ideation detection, and political debate analysis we demonstrate HYPHEN’s practical applicability for modeling online text sequences in a geometry agnostic manner.


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HypMix: Hyperbolic Interpolative Data Augmentation
Ramit Sawhney | Megh Thakkar | Shivam Agarwal | Di Jin | Diyi Yang | Lucie Flek
Proceedings of the 2021 Conference on Empirical Methods in Natural Language Processing

Interpolation-based regularisation methods for data augmentation have proven to be effective for various tasks and modalities. These methods involve performing mathematical operations over the raw input samples or their latent states representations - vectors that often possess complex hierarchical geometries. However, these operations are performed in the Euclidean space, simplifying these representations, which may lead to distorted and noisy interpolations. We propose HypMix, a novel model-, data-, and modality-agnostic interpolative data augmentation technique operating in the hyperbolic space, which captures the complex geometry of input and hidden state hierarchies better than its contemporaries. We evaluate HypMix on benchmark and low resource datasets across speech, text, and vision modalities, showing that HypMix consistently outperforms state-of-the-art data augmentation techniques. In addition, we demonstrate the use of HypMix in semi-supervised settings. We further probe into the adversarial robustness and qualitative inferences we draw from HypMix that elucidate the efficacy of the Riemannian hyperbolic manifolds for interpolation-based data augmentation.

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Quantitative Day Trading from Natural Language using Reinforcement Learning
Ramit Sawhney | Arnav Wadhwa | Shivam Agarwal | Rajiv Ratn Shah
Proceedings of the 2021 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies

It is challenging to design profitable and practical trading strategies, as stock price movements are highly stochastic, and the market is heavily influenced by chaotic data across sources like news and social media. Existing NLP approaches largely treat stock prediction as a classification or regression problem and are not optimized to make profitable investment decisions. Further, they do not model the temporal dynamics of large volumes of diversely influential text to which the market responds quickly. Building on these shortcomings, we propose a deep reinforcement learning approach that makes time-aware decisions to trade stocks while optimizing profit using textual data. Our method outperforms state-of-the-art in terms of risk-adjusted returns in trading simulations on two benchmarks: Tweets (English) and financial news (Chinese) pertaining to two major indexes and four global stock markets. Through extensive experiments and studies, we build the case for our method as a tool for quantitative trading.

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FAST: Financial News and Tweet Based Time Aware Network for Stock Trading
Ramit Sawhney | Arnav Wadhwa | Shivam Agarwal | Rajiv Ratn Shah
Proceedings of the 16th Conference of the European Chapter of the Association for Computational Linguistics: Main Volume

Designing profitable trading strategies is complex as stock movements are highly stochastic; the market is influenced by large volumes of noisy data across diverse information sources like news and social media. Prior work mostly treats stock movement prediction as a regression or classification task and is not directly optimized towards profit-making. Further, they do not model the fine-grain temporal irregularities in the release of vast volumes of text that the market responds to quickly. Building on these limitations, we propose a novel hierarchical, learning to rank approach that uses textual data to make time-aware predictions for ranking stocks based on expected profit. Our approach outperforms state-of-the-art methods by over 8% in terms of cumulative profit and risk-adjusted returns in trading simulations on two benchmarks: English tweets and Chinese financial news spanning two major stock indexes and four global markets. Through ablative and qualitative analyses, we build the case for our method as a tool for daily stock trading.


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GPolS: A Contextual Graph-Based Language Model for Analyzing Parliamentary Debates and Political Cohesion
Ramit Sawhney | Arnav Wadhwa | Shivam Agarwal | Rajiv Ratn Shah
Proceedings of the 28th International Conference on Computational Linguistics

Parliamentary debates present a valuable language resource for analyzing comprehensive options in electing representatives under a functional, free society. However, the esoteric nature of political speech coupled with non-linguistic aspects such as political cohesion between party members presents a complex and underexplored task of contextual parliamentary debate analysis. We introduce GPolS, a neural model for political speech sentiment analysis jointly exploiting both semantic language representations and relations between debate transcripts, motions, and political party members. Through experiments on real-world English data and by visualizing attention, we provide a use case of GPolS as a tool for political speech analysis and polarity prediction.

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Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations
Ramit Sawhney | Shivam Agarwal | Arnav Wadhwa | Rajiv Ratn Shah
Proceedings of the 2020 Conference on Empirical Methods in Natural Language Processing (EMNLP)

In the financial domain, risk modeling and profit generation heavily rely on the sophisticated and intricate stock movement prediction task. Stock forecasting is complex, given the stochastic dynamics and non-stationary behavior of the market. Stock movements are influenced by varied factors beyond the conventionally studied historical prices, such as social media and correlations among stocks. The rising ubiquity of online content and knowledge mandates an exploration of models that factor in such multimodal signals for accurate stock forecasting. We introduce an architecture that achieves a potent blend of chaotic temporal signals from financial data, social media, and inter-stock relationships via a graph neural network in a hierarchical temporal fashion. Through experiments on real-world S&P 500 index data and English tweets, we show the practical applicability of our model as a tool for investment decision making and trading.