STJan 22
Impact of LLMs news Sentiment Analysis on Stock Price Movement PredictionWalid Siala, Ahmed Khanfir, Mike Papadakis
This paper addresses stock price movement prediction by leveraging LLM-based news sentiment analysis. Earlier works have largely focused on proposing and assessing sentiment analysis models and stock movement prediction methods, however, separately. Although promising results have been achieved, a clear and in-depth understanding of the benefit of the news sentiment to this task, as well as a comprehensive assessment of different architecture types in this context, is still lacking. Herein, we conduct an evaluation study that compares 3 different LLMs, namely, DeBERTa, RoBERTa and FinBERT, for sentiment-driven stock prediction. Our results suggest that DeBERTa outperforms the other two models with an accuracy of 75% and that an ensemble model that combines the three models can increase the accuracy to about 80%. Also, we see that sentiment news features can benefit (slightly) some stock market prediction models, i.e., LSTM-, PatchTST- and tPatchGNN-based classifiers and PatchTST- and TimesNet-based regression tasks models.
SEDec 29, 2021
Syntactic Vs. Semantic similarity of Artificial and Real Faults in Mutation Testing StudiesMilos Ojdanic, Aayush Garg, Ahmed Khanfir et al.
Fault seeding is typically used in controlled studies to evaluate and compare test techniques. Central to these techniques lies the hypothesis that artificially seeded faults involve some form of realistic properties and thus provide realistic experimental results. In an attempt to strengthen realism, a recent line of research uses advanced machine learning techniques, such as deep learning and Natural Language Processing (NLP), to seed faults that look like (syntactically) real ones, implying that fault realism is related to syntactic similarity. This raises the question of whether seeding syntactically similar faults indeed results in semantically similar faults and more generally whether syntactically dissimilar faults are far away (semantically) from the real ones. We answer this question by employing 4 fault-seeding techniques (PiTest - a popular mutation testing tool, IBIR - a tool with manually crafted fault patterns, DeepMutation - a learning-based fault seeded framework and CodeBERT - a novel mutation testing tool that use code embeddings) and demonstrate that syntactic similarity does not reflect semantic similarity. We also show that 60%, 47%, 43%, and 7% of the real faults of Defects4J V2 are semantically resembled by CodeBERT, PiTest, IBIR, and DeepMutation faults. We then perform an objective comparison between the techniques and find that CodeBERT and PiTest have similar fault detection capabilities that subsume IBIR and DeepMutation, and that IBIR is the most cost-effective technique. Moreover, the overall fault detection of PiTest, CodeBERT, IBIR, and DeepMutation was, on average, 54%, 53%, 37%, and 7%.
SEDec 11, 2020
IBIR: Bug Report driven Fault InjectionAhmed Khanfir, Anil Koyuncu, Mike Papadakis et al.
Much research on software engineering and software testing relies on experimental studies based on fault injection. Fault injection, however, is not often relevant to emulate real-world software faults since it "blindly" injects large numbers of faults. It remains indeed challenging to inject few but realistic faults that target a particular functionality in a program. In this work, we introduce IBIR, a fault injection tool that addresses this challenge by exploring change patterns associated to user-reported faults. To inject realistic faults, we create mutants by retargeting a bug report driven automated program repair system, i.e., reversing its code transformation templates. IBIR is further appealing in practice since it requires deep knowledge of neither of the code nor the tests, but just of the program's relevant bug reports. Thus, our approach focuses the fault injection on the feature targeted by the bug report. We assess IBIR by considering the Defects4J dataset. Experimental results show that our approach outperforms the fault injection performed by traditional mutation testing in terms of semantic similarity with the original bug, when applied at either system or class levels of granularity, and provides better, statistically significant, estimations of test effectiveness (fault detection). Additionally, when injecting 100 faults, IBIR injects faults that couple with the real ones in 36% of the cases, while mutants from mutation testing inject less than 1%. Overall, IBIR targets real functionality and injects realistic and diverse faults.