There is nothing wrong with having a dog in your bedroom if that is your personal preference, but not everyone wants the same thing.
Back to the original question though, have you tried leaving a radio on softly, you haven't said how old the dog is, Sammc is right when she says that dogs should be happy on their own occasionally, I don't quite understand though why you keep her away from you during the day? I aways have puppies following me during the day so that I know when they need to go out in the garden, also it's good for them to explore their surroundings, a dog/puppy needs to be with it's 'pack' for part of the day to keep it healthy mentally, to deny this is actually quite cruel, which I'm sure you are not trying to be, but I don't understand why you keep it separate from you during the day?