Ziyuan Ma

Ziyuan Ma, Conor Ryan, Jim Buckley et al.

Sentiment analysis can be used for stock market prediction. However, existing research has not studied the impact of a user's financial background on sentiment-based forecasting of the stock market using artificial neural networks. In this work, a novel combination of neural networks is used for the assessment of sentiment-based stock market prediction, based on the financial background of the population that generated the sentiment. The state-of-the-art language processing model Bidirectional Encoder Representations from Transformers (BERT) is used to classify the sentiment and a Long-Short Term Memory (LSTM) model is used for time-series based stock market prediction. For evaluation, the Weibo social networking platform is used as a sentiment data collection source. Weibo users (and their comments respectively) are divided into Authorized Financial Advisor (AFA) and Unauthorized Financial Advisor (UFA) groups according to their background information, as collected by Weibo. The Hong Kong Hang Seng index is used to extract historical stock market change data. The results indicate that stock market prediction learned from the AFA group users is 39.67% more precise than that learned from the UFA group users and shows the highest accuracy (87%) when compared to existing approaches.

Ziyuan Ma, Yudong Luo, Jia Pan

Learning communication via deep reinforcement learning (RL) or imitation learning (IL) has recently been shown to be an effective way to solve Multi-Agent Path Finding (MAPF). However, existing communication based MAPF solvers focus on broadcast communication, where an agent broadcasts its message to all other or predefined agents. It is not only impractical but also leads to redundant information that could even impair the multi-agent cooperation. A succinct communication scheme should learn which information is relevant and influential to each agent's decision making process. To address this problem, we consider a request-reply scenario and propose Decision Causal Communication (DCC), a simple yet efficient model to enable agents to select neighbors to conduct communication during both training and execution. Specifically, a neighbor is determined as relevant and influential only when the presence of this neighbor causes the decision adjustment on the central agent. This judgment is learned only based on agent's local observation and thus suitable for decentralized execution to handle large scale problems. Empirical evaluation in obstacle-rich environment indicates the high success rate with low communication overhead of our method.