“在散文中,作者的情绪会伴随着文章的段落或者句子发生变化,比如从悲伤到快乐、从喜悦到愤怒。为此,本文构建散文情绪变化数据集,提出一种基于双图注意力网络的多种知识融合的情绪变化分析方法。首先,引入意象知识库,建立融合意象知识的句子表示;其次,构建上下文带权依赖图和语篇带权依赖图,通过融合上下文知识和语篇结构,建立了融合上下文知识、语篇结构的句子表示;同时设计愉悦效价识别层,获得融合愉悦效价信息的句子表示;在此基础上,将以上三者表示进行拼接,通过全连接网络得到最终的情绪变化结果。实验结果表明,本文提出的方法可以有效识别情绪变化,为散文阅读理解中的思想情绪变化类问题的解答提供帮助。”

“在散文阅读理解中,一方面问题的题干通常较为简洁、用词较为抽象,机器难以直接理解问题的含义和要求;另一方面,散文文章较长,答案候选句分散在文章的多个段落,给答案候选句的抽取任务带来巨大的挑战。因此,本文提出了一种基于问题扩展的散文答案候选句抽取方法。首先,利用大语言模型抽取文章中与问题题干相关的词,构建问题词扩展库,其次,利用大语言模型强大的生成能力对原问题的题干进行重写,进一步,利用问题词扩展库对其扩展,最后,通过对散文文章分块处理,建立基于全局上下文信息、历史信息的问题和文章句子的相关性判断模型,用于抽取答案候选句。通过在散文阅读理解数据集上进行实验,实验结果表明本文提出的方法提高了散文抽取答案候选句的准确率,为散文阅读理解的生成类问题的解答提供了技术支撑。”

Nowadays, large language models (LLMs) have demonstrated their ability to be a powerful knowledge generator of generate-then-read paradigm for open-domain question answering (ODQA). However this new paradigm mainly suffers from the “hallucination” and struggles to handle time-sensitive issue because of its expensive knowledge update costs. On the other hand, retrieve-then-read, as a traditional paradigm, is more limited by the relevance of acquired knowledge to the given question. In order to combine the strengths of both paradigms, and overcome their respective shortcomings, we design a new pipeline called “FlexiQA”, in which we utilize the diverse evaluation capabilities of LLMs to select knowledge effectively and flexibly. First, given a question, we prompt a LLM as a discriminator to identify whether it is time-sensitive. For time-sensitive questions, we follow the retrieve-then-read paradigm to obtain the answer. For the non time-sensitive questions, we further prompt the LLM as an evaluator to select a better document from two perspectives: factuality and relevance. Based on the selected document, we leverage a reader to get the final answer. We conduct extensive experiments on three widely-used ODQA benchmarks, the experimental results fully confirm the effectiveness of our approach.

Over the past few years, we’ve witnessed an enormous interest in stock price movement prediction using AI techniques. In recent literature, auxiliary data has been used to improve prediction accuracy, such as textual news. When predicting a particular stock, we assume that information from other stocks should also be utilized as auxiliary data to enhance performance. In this paper, we propose the Causality-guided Multi-memory Interaction Network (CMIN), a novel end-to-end deep neural network for stock movement prediction which, for the first time, models the multi-modality between financial text data and causality-enhanced stock correlations to achieve higher prediction accuracy. CMIN transforms the basic attention mechanism into Causal Attention by calculating transfer entropy between multivariate stocks in order to avoid attention on spurious correlations. Furthermore, we introduce a fusion mechanism to model the multi-directional interactions through which CMIN learns not only the self-influence but also the interactive influence in information flows representing the interrelationship between text and stock correlations. The effectiveness of the proposed approach is demonstrated by experiments on three real-world datasets collected from the U.S. and Chinese markets, where CMIN outperforms existing models to establish a new state-of-the-art prediction accuracy.