No abstract

Many mal-practices in stock market trading-e.g., circular trading and price manipulation-use the modus operandi of collusion. Informally, a set of traders is a candidate collusion set when they have "heavy trading" among themselves, as compared to their trading with others. We formalize the problem of detection of collusion sets, if any, in the given trading database. We show that naïve approaches are inefficient for real-life situations. We adapt and apply two well-known graph clustering algorithms for this problem. We also propose a new graph clustering algorithm, specifically tailored for detecting collusion sets. A novel feature of our approach is the use of Dempster-Schafer theory of evidence to combine the candidate collusion sets detected by individual algorithms. Treating individual experiments as evidence, this approach allows us to quantify the confidence (or belief) in the candidate collusion sets. We present detailed simulation experiments to demonstrate effectiveness of the proposed algorithms.

In this paper, we propose Latent Dirichlet Allocation (LDA) [1] based document classification algorithm which does not require any labeled dataset. In our algorithm, we construct a topic model using LDA, assign one topic to one of the class labels, aggregate all the same class label topics into a single topic using the aggregation property of the Dirichlet distribution and then automatically assign a class label to each unlabeled document depending on its "closeness" to one of the aggregated topics. We present an extension to our algorithm based on the combination of Expectation-Maximization (EM) algorithm and a naive Bayes classifier. We show effectiveness of our algorithm on three real world datasets.

Keywords characterize the topics discussed in a document. Extracting a small set of keywords from a single document is an important problem in text mining. We propose a hybrid structural and statistical approach to extract keywords. We represent the given document as an undirected graph, whose vertices are words in the document and the edges are labeled with a dissimilarity measure between two words, derived from the frequency of their co-occurrence in the document. We propose that central vertices in this graph are candidates as keywords. We model importance of a word in terms of its centrality in this graph. Using graph-theoretical notions of vertex centrality, we suggest several algorithms to extract keywords from the given document. We demonstrate the effectiveness of the proposed algorithms on real-life documents.

BackgroundSocial media is a useful platform to share health-related information due to its vast reach. This makes it a good candidate for public-health monitoring tasks, specifically for pharmacovigilance. We study the problem of extraction of Adverse-Drug-Reaction (ADR) mentions from social media, particularly from Twitter. Medical information extraction from social media is challenging, mainly due to short and highly informal nature of text, as compared to more technical and formal medical reports.MethodsCurrent methods in ADR mention extraction rely on supervised learning methods, which suffer from labeled data scarcity problem. The state-of-the-art method uses deep neural networks, specifically a class of Recurrent Neural Network (RNN) which is Long-Short-Term-Memory network (LSTM). Deep neural networks, due to their large number of free parameters rely heavily on large annotated corpora for learning the end task. But in the real-world, it is hard to get large labeled data, mainly due to the heavy cost associated with the manual annotation.ResultsTo this end, we propose a novel semi-supervised learning based RNN model, which can leverage unlabeled data also present in abundance on social media. Through experiments we demonstrate the effectiveness of our method, achieving state-of-the-art performance in ADR mention extraction.ConclusionIn this study, we tackle the problem of labeled data scarcity for Adverse Drug Reaction mention extraction from social media and propose a novel semi-supervised learning based method which can leverage large unlabeled corpus available in abundance on the web. Through empirical study, we demonstrate that our proposed method outperforms fully supervised learning based baseline which relies on large manually annotated corpus for a good performance.