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Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices

arXiv.org Artificial Intelligence

Predicting stock market is vital for investors and policymakers, acting as a barometer of the economic health. We leverage social media data, a potent source of public sentiment, in tandem with macroeconomic indicators as government-compiled statistics, to refine stock market predictions. However, prior research using tweet data for stock market prediction faces three challenges. First, the quality of tweets varies widely. While many are filled with noise and irrelevant details, only a few genuinely mirror the actual market scenario. Second, solely focusing on the historical data of a particular stock without considering its sector can lead to oversight. Stocks within the same industry often exhibit correlated price behaviors. Lastly, simply forecasting the direction of price movement without assessing its magnitude is of limited value, as the extent of the rise or fall truly determines profitability. In this paper, diverging from the conventional methods, we pioneer an ECON. The framework has following advantages: First, ECON has an adept tweets filter that efficiently extracts and decodes the vast array of tweet data. Second, ECON discerns multi-level relationships among stocks, sectors, and macroeconomic factors through a self-aware mechanism in semantic space. Third, ECON offers enhanced accuracy in predicting substantial stock price fluctuations by capitalizing on stock price movement. We showcase the state-of-the-art performance of our proposed model using a dataset, specifically curated by us, for predicting stock market movements and volatility.


Near-real-time Earthquake-induced Fatality Estimation using Crowdsourced Data and Large-Language Models

arXiv.org Artificial Intelligence

When a damaging earthquake occurs, immediate information about casualties is critical for time-sensitive decision-making by emergency response and aid agencies in the first hours and days. Systems such as Prompt Assessment of Global Earthquakes for Response (PAGER) by the U.S. Geological Survey (USGS) were developed to provide a forecast within about 30 minutes of any significant earthquake globally. Traditional systems for estimating human loss in disasters often depend on manually collected early casualty reports from global media, a process that's labor-intensive and slow with notable time delays. Recently, some systems have employed keyword matching and topic modeling to extract relevant information from social media. However, these methods struggle with the complex semantics in multilingual texts and the challenge of interpreting ever-changing, often conflicting reports of death and injury numbers from various unverified sources on social media platforms. In this work, we introduce an end-to-end framework to significantly improve the timeliness and accuracy of global earthquake-induced human loss forecasting using multi-lingual, crowdsourced social media. Our framework integrates (1) a hierarchical casualty extraction model built upon large language models, prompt design, and few-shot learning to retrieve quantitative human loss claims from social media, (2) a physical constraint-aware, dynamic-truth discovery model that discovers the truthful human loss from massive noisy and potentially conflicting human loss claims, and (3) a Bayesian updating loss projection model that dynamically updates the final loss estimation using discovered truths. We test the framework in real-time on a series of global earthquake events in 2021 and 2022 and show that our framework streamlines casualty data retrieval, achieving speed and accuracy comparable to manual methods by USGS.


Foundation Models for Weather and Climate Data Understanding: A Comprehensive Survey

arXiv.org Artificial Intelligence

As artificial intelligence (AI) continues to rapidly evolve, the realm of Earth and atmospheric sciences is increasingly adopting data-driven models, powered by progressive developments in deep learning (DL). Specifically, DL techniques are extensively utilized to decode the chaotic and nonlinear aspects of Earth systems, and to address climate challenges via understanding weather and climate data. Cutting-edge performance on specific tasks within narrower spatio-temporal scales has been achieved recently through DL. The rise of large models, specifically large language models (LLMs), has enabled fine-tuning processes that yield remarkable outcomes across various downstream tasks, thereby propelling the advancement of general AI. However, we are still navigating the initial stages of crafting general AI for weather and climate. In this survey, we offer an exhaustive, timely overview of state-of-the-art AI methodologies specifically engineered for weather and climate data, with a special focus on time series and text data. Our primary coverage encompasses four critical aspects: types of weather and climate data, principal model architectures, model scopes and applications, and datasets for weather and climate. Furthermore, in relation to the creation and application of foundation models for weather and climate data understanding, we delve into the field's prevailing challenges, offer crucial insights, and propose detailed avenues for future research. This comprehensive approach equips practitioners with the requisite knowledge to make substantial progress in this domain. Our survey encapsulates the most recent breakthroughs in research on large, data-driven models for weather and climate data understanding, emphasizing robust foundations, current advancements, practical applications, crucial resources, and prospective research opportunities.


Deep Reinforcement Learning for Community Battery Scheduling under Uncertainties of Load, PV Generation, and Energy Prices

arXiv.org Artificial Intelligence

In response to the growing uptake of distributed energy resources (DERs), community batteries have emerged as a promising solution to support renewable energy integration, reduce peak load, and enhance grid reliability. This paper presents a deep reinforcement learning (RL) strategy, centered around the soft actor-critic (SAC) algorithm, to schedule a community battery system in the presence of uncertainties, such as solar photovoltaic (PV) generation, local demand, and real-time energy prices. We position the community battery to play a versatile role, in integrating local PV energy, reducing peak load, and exploiting energy price fluctuations for arbitrage, thereby minimizing the system cost. To improve exploration and convergence during RL training, we utilize the noisy network technique. This paper conducts a comparative study of different RL algorithms, including proximal policy optimization (PPO) and deep deterministic policy gradient (DDPG) algorithms, to evaluate their effectiveness in the community battery scheduling problem. The results demonstrate the potential of RL in addressing community battery scheduling challenges and show that the SAC algorithm achieves the best performance compared to RL and optimization benchmarks.


Learning Multi-graph Structure for Temporal Knowledge Graph Reasoning

arXiv.org Artificial Intelligence

Temporal Knowledge Graph (TKG) reasoning that forecasts future events based on historical snapshots distributed over timestamps is denoted as extrapolation and has gained significant attention. Owing to its extreme versatility and variation in spatial and temporal correlations, TKG reasoning presents a challenging task, demanding efficient capture of concurrent structures and evolutional interactions among facts. While existing methods have made strides in this direction, they still fall short of harnessing the diverse forms of intrinsic expressive semantics of TKGs, which encompass entity correlations across multiple timestamps and periodicity of temporal information. This limitation constrains their ability to thoroughly reflect historical dependencies and future trends. In response to these drawbacks, this paper proposes an innovative reasoning approach that focuses on Learning Multi-graph Structure (LMS). Concretely, it comprises three distinct modules concentrating on multiple aspects of graph structure knowledge within TKGs, including concurrent and evolutional patterns along timestamps, query-specific correlations across timestamps, and semantic dependencies of timestamps, which capture TKG features from various perspectives. Besides, LMS incorporates an adaptive gate for merging entity representations both along and across timestamps effectively. Moreover, it integrates timestamp semantics into graph attention calculations and time-aware decoders, in order to impose temporal constraints on events and narrow down prediction scopes with historical statistics. Extensive experimental results on five event-based benchmark datasets demonstrate that LMS outperforms state-of-the-art extrapolation models, indicating the superiority of modeling a multi-graph perspective for TKG reasoning.


Constrained Twin Variational Auto-Encoder for Intrusion Detection in IoT Systems

arXiv.org Artificial Intelligence

Intrusion detection systems (IDSs) play a critical role in protecting billions of IoT devices from malicious attacks. However, the IDSs for IoT devices face inherent challenges of IoT systems, including the heterogeneity of IoT data/devices, the high dimensionality of training data, and the imbalanced data. Moreover, the deployment of IDSs on IoT systems is challenging, and sometimes impossible, due to the limited resources such as memory/storage and computing capability of typical IoT devices. To tackle these challenges, this article proposes a novel deep neural network/architecture called Constrained Twin Variational Auto-Encoder (CTVAE) that can feed classifiers of IDSs with more separable/distinguishable and lower-dimensional representation data. Additionally, in comparison to the state-of-the-art neural networks used in IDSs, CTVAE requires less memory/storage and computing power, hence making it more suitable for IoT IDS systems. Extensive experiments with the 11 most popular IoT botnet datasets show that CTVAE can boost around 1% in terms of accuracy and Fscore in detection attack compared to the state-of-the-art machine learning and representation learning methods, whilst the running time for attack detection is lower than 2E-6 seconds and the model size is lower than 1 MB. We also further investigate various characteristics of CTVAE in the latent space and in the reconstruction representation to demonstrate its efficacy compared with current well-known methods.


Learning to Holistically Detect Bridges from Large-Size VHR Remote Sensing Imagery

arXiv.org Artificial Intelligence

Bridge detection in remote sensing images (RSIs) plays a crucial role in various applications, but it poses unique challenges compared to the detection of other objects. In RSIs, bridges exhibit considerable variations in terms of their spatial scales and aspect ratios. Therefore, to ensure the visibility and integrity of bridges, it is essential to perform holistic bridge detection in large-size very-high-resolution (VHR) RSIs. However, the lack of datasets with large-size VHR RSIs limits the deep learning algorithms' performance on bridge detection. Due to the limitation of GPU memory in tackling large-size images, deep learning-based object detection methods commonly adopt the cropping strategy, which inevitably results in label fragmentation and discontinuous prediction. To ameliorate the scarcity of datasets, this paper proposes a large-scale dataset named GLH-Bridge comprising 6,000 VHR RSIs sampled from diverse geographic locations across the globe. These images encompass a wide range of sizes, varying from 2,048*2,048 to 16,38*16,384 pixels, and collectively feature 59,737 bridges. Furthermore, we present an efficient network for holistic bridge detection (HBD-Net) in large-size RSIs. The HBD-Net presents a separate detector-based feature fusion (SDFF) architecture and is optimized via a shape-sensitive sample re-weighting (SSRW) strategy. Based on the proposed GLH-Bridge dataset, we establish a bridge detection benchmark including the OBB and HBB tasks, and validate the effectiveness of the proposed HBD-Net. Additionally, cross-dataset generalization experiments on two publicly available datasets illustrate the strong generalization capability of the GLH-Bridge dataset.


NeutronStream: A Dynamic GNN Training Framework with Sliding Window for Graph Streams

arXiv.org Artificial Intelligence

Existing Graph Neural Network (GNN) training frameworks have been designed to help developers easily create performant GNN implementations. However, most existing GNN frameworks assume that the input graphs are static, but ignore that most real-world graphs are constantly evolving. Though many dynamic GNN models have emerged to learn from evolving graphs, the training process of these dynamic GNNs is dramatically different from traditional GNNs in that it captures both the spatial and temporal dependencies of graph updates. This poses new challenges for designing dynamic GNN training frameworks. First, the traditional batched training method fails to capture real-time structural evolution information. Second, the time-dependent nature makes parallel training hard to design. Third, it lacks system supports for users to efficiently implement dynamic GNNs. In this paper, we present NeutronStream, a framework for training dynamic GNN models. NeutronStream abstracts the input dynamic graph into a chronologically updated stream of events and processes the stream with an optimized sliding window to incrementally capture the spatial-temporal dependencies of events. Furthermore, NeutronStream provides a parallel execution engine to tackle the sequential event processing challenge to achieve high performance. NeutronStream also integrates a built-in graph storage structure that supports dynamic updates and provides a set of easy-to-use APIs that allow users to express their dynamic GNNs. Our experimental results demonstrate that, compared to state-of-the-art dynamic GNN implementations, NeutronStream achieves speedups ranging from 1.48X to 5.87X and an average accuracy improvement of 3.97%.


Object Importance Estimation using Counterfactual Reasoning for Intelligent Driving

arXiv.org Artificial Intelligence

The ability to identify important objects in a complex and dynamic driving environment is essential for autonomous driving agents to make safe and efficient driving decisions. It also helps assistive driving systems decide when to alert drivers. We tackle object importance estimation in a data-driven fashion and introduce HOIST - Human-annotated Object Importance in Simulated Traffic. HOIST contains driving scenarios with human-annotated importance labels for vehicles and pedestrians. We additionally propose a novel approach that relies on counterfactual reasoning to estimate an object's importance. We generate counterfactual scenarios by modifying the motion of objects and ascribe importance based on how the modifications affect the ego vehicle's driving. Our approach outperforms strong baselines for the task of object importance estimation on HOIST. We also perform ablation studies to justify our design choices and show the significance of the different components of our proposed approach.


STEREOFOG -- Computational DeFogging via Image-to-Image Translation on a real-world Dataset

arXiv.org Artificial Intelligence

Image-to-Image translation (I2I) is a subtype of Machine Learning (ML) that has tremendous potential in applications where two domains of images and the need for translation between the two exist, such as the removal of fog. For example, this could be useful for autonomous vehicles, which currently struggle with adverse weather conditions like fog. However, datasets for I2I tasks are not abundant and typically hard to acquire. Here, we introduce STEREOFOG, a dataset comprised of $10,067$ paired fogged and clear images, captured using a custom-built device, with the purpose of exploring I2I's potential in this domain. It is the only real-world dataset of this kind to the best of our knowledge. Furthermore, we apply and optimize the pix2pix I2I ML framework to this dataset. With the final model achieving an average Complex Wavelet-Structural Similarity (CW-SSIM) score of $0.76$, we prove the technique's suitability for the problem.