Cross-domain sentiment classification refers to utilizing useful knowledge in the source domain to help sentiment classification in the target domain which has few or no labeled data. Most existing methods mainly concentrate on extracting common features between domains. Unfortunately, they cannot fully consider the effects of the aspect (e.g., the battery life in reviewing an electronic product) information of the sentences. In order to better solve this problem, we propose an Interactive Attention Transfer Network (IATN) for crossdomain sentiment classification. IATN provides an interactive attention transfer mechanism, which can better transfer sentiment across domains by incorporating information of both sentences and aspects. Specifically, IATN comprises two attention networks, one of them is to identify the common features between domains through domain classification, and the other aims to extract information from the aspects by using the common features as a bridge. Then, we conduct interactive attention learning for those two networks so that both the sentences and the aspects can influence the final sentiment representation. Extensive experiments on the Amazon reviews dataset and crowdfunding reviews dataset not only demonstrate the effectiveness and universality of our method, but also give an interpretable way to track the attention information for sentiment.

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In recent years, considerable efforts have been devoted to developing AI techniques for finance research and applications. For instance, AI techniques (e.g., machine learning) can help traders in quantitative trading (QT) by automating two tasks: market condition recognition and trading strategies execution. However, existing methods in QT face challenges such as representing noisy high-frequent financial data and finding the balance between exploration and exploitation of the trading agent with AI techniques. To address the challenges, we propose an adaptive trading model, namely iRDPG, to automatically develop QT strategies by an intelligent trading agent. Our model is enhanced by deep reinforcement learning (DRL) and imitation learning techniques. Specifically, considering the noisy financial data, we formulate the QT process as a Partially Observable Markov Decision Process (POMDP). Also, we introduce imitation learning to leverage classical trading strategies useful to balance between exploration and exploitation. For better simulation, we train our trading agent in the real financial market using minute-frequent data. Experimental results demonstrate that our model can extract robust market features and be adaptive in different markets.

Adaptive learning, also known as adaptive teaching, relies on learning path recommendation, which sequentially recommends personalized learning items (e.g., lectures, exercises) to satisfy the unique needs of each learner. Although it is well known that modeling the cognitive structure including knowledge level of learners and knowledge structure (e.g., the prerequisite relations) of learning items is important for learning path recommendation, existing methods for adaptive learning often separately focus on either knowledge levels of learners or knowledge structure of learning items. To fully exploit the multifaceted cognitive structure for learning path recommendation, we propose a Cognitive Structure Enhanced framework for Adaptive Learning, named CSEAL. By viewing path recommendation as a Markov Decision Process and applying an actor-critic algorithm, CSEAL can sequentially identify the right learning items to different learners. Specifically, we first utilize a recurrent neural network to trace the evolving knowledge levels of learners at each learning step. Then, we design a navigation algorithm on the knowledge structure to ensure the logicality of learning paths, which reduces the search space in the decision process. Finally, the actor-critic algorithm is used to determine what to learn next and whose parameters are dynamically updated along the learning path. Extensive experiments on real-world data demonstrate the effectiveness and robustness of CSEAL.

Recent years, Chinese text classification has attracted more and more research attention. However, most existing techniques which specifically aim at English materials may lose effectiveness on this task due to the huge difference between Chinese and English. Actually, as a special kind of hieroglyphics, Chinese characters and radicals are semantically useful but still unexplored in the task of text classification. To that end, in this paper, we first analyze the motives of using multiple granularity features to represent a Chinese text by inspecting the characteristics of radicals, characters and words. For better representing the Chinese text and then implementing Chinese text classification, we propose a novel Radicalaware Attention-based Four-Granularity (RAFG) model to take full advantages of Chinese characters, words, characterlevel radicals, word-level radicals simultaneously. Specifically, RAFG applies a serialized BLSTM structure which is context-aware and able to capture the long-range information to model the character sharing property of Chinese and sequence characteristics in texts. Further, we design an attention mechanism to enhance the effects of radicals thus model the radical sharing property when integrating granularities. Finally, we conduct extensive experiments, where the experimental results not only show the superiority of our model, but also validate the effectiveness of radicals in the task of Chinese text classification.