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Natural language processing (NLP) is a subfield of computer science, information engineering, and artificial intelligence concerned with the interactions between computers and human (natural) languages, in particular how to program computers to process and analyze large amounts of natural language data. Challenges in natural language processing frequently involve speech recognition, natural language understanding, and natural language generation. The history of natural language processing generally started in the 1950s, although work can be found from earlier periods. In 1950, Alan Turing published an article titled "Intelligence" which proposed what is now called the Turing test as a criterion of intelligence. The Georgetown experiment in 1954 involved fully automatic translation of more than sixty Russian sentences into English. The authors claimed that within three or five years, machine translation would be a solved problem.[2] However, real progress was much slower, and after the ALPAC report in 1966, which found that ten-year-long research had failed to fulfill the expectations, funding for machine translation was dramatically reduced. Little further research in machine translation was conducted until the late 1980s, when the first statistical machine translation systems were developed.

Speech recognition is the ability of a machine or program to identify words and phrases in spoken language and convert them to a machine-readable format. Rudimentary speech recognition software has a limited vocabulary of words and phrases, and it may only identify these if they are spoken very clearly.

In data mining, anomaly detection (also outlier detection) is the identification of rare items, events or observations which raise suspicions by differing significantly from the majority of the data.[1] Typically the anomalous items will translate to some kind of problem such as bank fraud, a structural defect, medical problems or errors in a text. Anomalies are also referred to as outliers, novelties, noise, deviations and exceptions. In particular, in the context of abuse and network intrusion detection, the interesting objects are often not rare objects, but unexpected bursts in activity. This pattern does not adhere to the common statistical definition of an outlier as a rare object, and many outlier detection methods (in particular unsupervised methods) will fail on such data, unless it has been aggregated appropriately. Instead, a cluster analysis algorithm may be able to detect the micro clusters formed by these patterns.

Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on an exchange. The successful prediction of a stock's future price could yield significant profit. The efficient-market hypothesis suggests that stock prices reflect all currently available information and any price changes that are not based on newly revealed information thus are inherently unpredictable. Others disagree and those with this viewpoint possess myriad methods and technologies which purportedly allow them to gain future price information. The efficient market hypothesis posits that stock prices are a function of information and rational expectations, and that newly revealed information about a company's prospects is almost immediately reflected in the current stock price. This would imply that all publicly known information about a company, which obviously includes its price history, would already be reflected in the current price of the stock. Accordingly, changes in the stock price reflect release of new information, changes in the market generally, or random movements around the value that reflects the existing information set. Burton Malkiel, in his influential 1973 work A Random Walk Down Wall Street, claimed that stock prices could therefore not be accurately predicted by looking at price history. As a result, Malkiel argued, stock prices are best described by a statistical process called a "random walk" meaning each day's deviations from the central value are random and unpredictable. This led Malkiel to conclude that paying financial services persons to predict the market actually hurt, rather than helped, net portfolio return. A number of empirical tests support the notion that the theory applies generally, as most portfolios managed by professional stock predictors do not outperform the market average return after accounting for the managers' fees.