We address an important yet challenging problem - modeling high-dimensional dependencies across multivariates such as financial indicators in heterogeneous markets. In reality, a market couples and influences others over time, and the financial variables of a market are also coupled. We make the first attempt to integrate variational sequential neural learning with copula-based dependence modeling to characterize both temporal observable and latent variable-based dependence degrees and structures across non-normal multivariates. Our variational neural network WPVC-VLSTM models variational sequential dependence degrees and structures across multivariate time series by variational long short-term memory networks and regular vine copula. The regular vine copula models nonnormal and long-range distributional couplings across multiple dynamic variables. WPVC-VLSTM is verified in terms of both technical significance and portfolio forecasting performance. It outperforms benchmarks including linear models, stochastic volatility models, deep neural networks, and variational recurrent networks in cross-market portfolio forecasting.

Where is everybody? This phrase distills the foreboding of what has come to be known as the Fermi Paradox - the disquieting idea that, if extraterrestrial life is probable in the Universe, then why have we not encountered it? This conundrum has puzzled scholars for decades, and many hypotheses have been proposed suggesting both naturalistic and sociological explanations. One intriguing hypothesis is known as the Great Filter, which suggests that some event required for the emergence of intelligent life is extremely unlikely, hence the cosmic silence. A logically equivalent version of this hypothesis -- and one that should give us pause -- suggests that some catastrophic event is likely to occur that prevents life's expansion throughout the cosmos. This could be a naturally occurring event, or more disconcertingly, something that intelligent beings do to themselves that leads to their own extinction. From an intelligence perspective, framing global catastrophic risk (particularly risks of anthropogenic origin) within the context of the Great Filter can provide insight into the long-term futures of technologies that we don't fully understand, like artificial intelligence. For the intelligence professional concerned with global catastrophic risk, this has significant implications for how these risks ought to be prioritized.

Effective argumentation is essential towards a purposeful conversation with a satisfactory outcome. For example, persuading someone to reconsider smoking might involve empathetic, well founded arguments based on facts and expert opinions about its ill-effects and the consequences on one's family. However, the automatic generation of high-quality factual arguments can be challenging. Addressing existing controllability issues can make the recent advances in computational models for argument generation a potential solution. In this paper, we introduce ArgU: a neural argument generator capable of producing factual arguments from input facts and real-world concepts that can be explicitly controlled for stance and argument structure using Walton's argument scheme-based control codes. Unfortunately, computational argument generation is a relatively new field and lacks datasets conducive to training. Hence, we have compiled and released an annotated corpora of 69,428 arguments spanning six topics and six argument schemes, making it the largest publicly available corpus for identifying argument schemes; the paper details our annotation and dataset creation framework. We further experiment with an argument generation strategy that establishes an inference strategy by generating an ``argument template'' before actual argument generation. Our results demonstrate that it is possible to automatically generate diverse arguments exhibiting different inference patterns for the same set of facts by using control codes based on argument schemes and stance.

Well curated, large-scale corpora of social media posts containing broad public opinion offer an alternative data source to complement traditional surveys. While surveys are effective at collecting representative samples and are capable of achieving high accuracy, they can be both expensive to run and lag public opinion by days or weeks. Both of these drawbacks could be overcome with a real-time, high volume data stream and fast analysis pipeline. A central challenge in orchestrating such a data pipeline is devising an effective method for rapidly selecting the best corpus of relevant documents for analysis. Querying with keywords alone often includes irrelevant documents that are not easily disambiguated with bag-of-words natural language processing methods. Here, we explore methods of corpus curation to filter irrelevant tweets using pre-trained transformer-based models, fine-tuned for our binary classification task on hand-labeled tweets. We are able to achieve F1 scores of up to 0.95. The low cost and high performance of fine-tuning such a model suggests that our approach could be of broad benefit as a pre-processing step for social media datasets with uncertain corpus boundaries.

In this work, we present an unsupervised retrieval method with contrastive learning on web anchors. The anchor text describes the content that is referenced from the linked page. This shows similarities to search queries that aim to retrieve pertinent information from relevant documents. Based on their commonalities, we train an unsupervised dense retriever, Anchor-DR, with a contrastive learning task that matches the anchor text and the linked document. To filter out uninformative anchors (such as ``homepage'' or other functional anchors), we present a novel filtering technique to only select anchors that contain similar types of information as search queries. Experiments show that Anchor-DR outperforms state-of-the-art methods on unsupervised dense retrieval by a large margin (e.g., by 5.3% NDCG@10 on MSMARCO). The gain of our method is especially significant for search and question answering tasks. Our analysis further reveals that the pattern of anchor-document pairs is similar to that of search query-document pairs. Code available at https://github.com/Veronicium/AnchorDR.

Artificial Intelligence (AI) and, in particular, Machine Learning (ML) have emerged to be utilized in various applications due to their capability to learn how to solve complex problems. Over the last decade, rapid advances in ML have presented Deep Neural Networks (DNNs) consisting of a large number of neurons and layers. DNN Hardware Accelerators (DHAs) are leveraged to deploy DNNs in the target applications. Safety-critical applications, where hardware faults/errors would result in catastrophic consequences, also benefit from DHAs. Therefore, the reliability of DNNs is an essential subject of research. In recent years, several studies have been published accordingly to assess the reliability of DNNs. In this regard, various reliability assessment methods have been proposed on a variety of platforms and applications. Hence, there is a need to summarize the state of the art to identify the gaps in the study of the reliability of DNNs. In this work, we conduct a Systematic Literature Review (SLR) on the reliability assessment methods of DNNs to collect relevant research works as much as possible, present a categorization of them, and address the open challenges. Through this SLR, three kinds of methods for reliability assessment of DNNs are identified including Fault Injection (FI), Analytical, and Hybrid methods. Since the majority of works assess the DNN reliability by FI, we characterize different approaches and platforms of the FI method comprehensively. Moreover, Analytical and Hybrid methods are propounded. Thus, different reliability assessment methods for DNNs have been elaborated on their conducted DNN platforms and reliability evaluation metrics. Finally, we highlight the advantages and disadvantages of the identified methods and address the open challenges in the research area.

Change detection is an essential and widely utilized task in remote sensing that aims to detect and analyze changes occurring in the same geographical area over time, which has broad applications in urban development, agricultural surveys, and land cover monitoring. Detecting changes in remote sensing images is a complex challenge due to various factors, including variations in image quality, noise, registration errors, illumination changes, complex landscapes, and spatial heterogeneity. In recent years, deep learning has emerged as a powerful tool for feature extraction and addressing these challenges. Its versatility has resulted in its widespread adoption for numerous image-processing tasks. This paper presents a comprehensive survey of significant advancements in change detection for remote sensing images over the past decade. We first introduce some preliminary knowledge for the change detection task, such as problem definition, datasets, evaluation metrics, and transformer basics, as well as provide a detailed taxonomy of existing algorithms from three different perspectives: algorithm granularity, supervision modes, and learning frameworks in the methodology section. This survey enables readers to gain systematic knowledge of change detection tasks from various angles. We then summarize the state-of-the-art performance on several dominant change detection datasets, providing insights into the strengths and limitations of existing algorithms. Based on our survey, some future research directions for change detection in remote sensing are well identified. This survey paper will shed some light on the community and inspire further research efforts in the change detection task.

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction performance by employing deep learning on company relations. However, existing relation graphs are usually constructed by handcraft human labeling or nature language processing, which are suffering from heavy resource requirement and low accuracy. Besides, they cannot effectively response to the dynamic changes in relation graphs. Therefore, in this paper, we propose a temporal and heterogeneous graph neural network-based (THGNN) approach to learn the dynamic relations among price movements in financial time series. In particular, we first generate the company relation graph for each trading day according to their historic price. Then we leverage a transformer encoder to encode the price movement information into temporal representations. Afterward, we propose a heterogeneous graph attention network to jointly optimize the embeddings of the financial time series data by transformer encoder and infer the probability of target movements. Finally, we conduct extensive experiments on the stock market in the United States and China. The results demonstrate the effectiveness and superior performance of our proposed methods compared with state-of-the-art baselines. Moreover, we also deploy the proposed THGNN in a real-world quantitative algorithm trading system, the accumulated portfolio return obtained by our method significantly outperforms other baselines.

We study the complexity of reductions for weighted reachability in parametric Markov decision processes. That is, we say a state p is never worse than q if for all valuations of the polynomial indeterminates it is the case that the maximal expected weight that can be reached from p is greater than the same value from q. In terms of computational complexity, we establish that determining whether p is never worse than q is coETR-complete. On the positive side, we give a polynomial-time algorithm to compute the equivalence classes of the order we study for Markov chains. Additionally, we describe and implement two inference rules to under-approximate the never-worse relation and empirically show that it can be used as an efficient preprocessing step for the analysis of large Markov decision processes.

Named Entity Recognition (NER) is a cornerstone NLP task while its robustness has been given little attention. This paper rethinks the principles of NER attacks derived from sentence classification, as they can easily violate the label consistency between the original and adversarial NER examples. This is due to the fine-grained nature of NER, as even minor word changes in the sentence can result in the emergence or mutation of any entities, resulting in invalid adversarial examples. To this end, we propose a novel one-word modification NER attack based on a key insight, NER models are always vulnerable to the boundary position of an entity to make their decision. We thus strategically insert a new boundary into the sentence and trigger the Entity Boundary Interference that the victim model makes the wrong prediction either on this boundary word or on other words in the sentence. We call this attack Virtual Boundary Attack (ViBA), which is shown to be remarkably effective when attacking both English and Chinese models with a 70%-90% attack success rate on state-of-the-art language models (e.g. RoBERTa, DeBERTa) and also significantly faster than previous methods.