Oceania
MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU
Zhu, Peng, Li, Yuante, Hu, Yifan, Xiang, Sheng, Liu, Qinyuan, Cheng, Dawei, Liang, Yuqi
As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate nonlinear dynamics of markets, particularly in the flexible selection and effective utilization of key historical information. Recently, methods like Graph Neural Networks and Reinforcement Learning have shown promise in stock prediction but require high data quality and quantity, and they tend to exhibit instability when dealing with data sparsity and noise. Moreover, the training and inference processes for these models are typically complex and computationally expensive, limiting their broad deployment in practical applications. Existing approaches also generally struggle to capture unobservable latent market states effectively, such as market sentiment and expectations, microstructural factors, and participant behavior patterns, leading to an inadequate understanding of market dynamics and subsequently impact prediction accuracy. To address these challenges, this paper proposes a stock prediction model, MCI-GRU, based on a multi-head cross-attention mechanism and an improved GRU. First, we enhance the GRU model by replacing the reset gate with an attention mechanism, thereby increasing the model's flexibility in selecting and utilizing historical information. Second, we design a multi-head cross-attention mechanism for learning unobservable latent market state representations, which are further enriched through interactions with both temporal features and cross-sectional features. Finally, extensive experiments on four main stock markets show that the proposed method outperforms SOTA techniques across multiple metrics. Additionally, its successful application in real-world fund management operations confirms its effectiveness and practicality.
Functional Classification of Spiking Signal Data Using Artificial Intelligence Techniques: A Review
Sharifrazi, Danial, Javed, Nouman, Joloudari, Javad Hassannataj, Alizadehsani, Roohallah, Paradkar, Prasad N., Tan, Ru-San, Acharya, U. Rajendra, Bhatti, Asim
Human brain neuron activities are incredibly significant nowadays. Neuronal behavior is assessed by analyzing signal data such as electroencephalography (EEG), which can offer scientists valuable information about diseases and human-computer interaction. One of the difficulties researchers confront while evaluating these signals is the existence of large volumes of spike data. Spikes are some considerable parts of signal data that can happen as a consequence of vital biomarkers or physical issues such as electrode movements. Hence, distinguishing types of spikes is important. From this spot, the spike classification concept commences. Previously, researchers classified spikes manually. The manual classification was not precise enough as it involves extensive analysis. Consequently, Artificial Intelligence (AI) was introduced into neuroscience to assist clinicians in classifying spikes correctly. This review discusses the importance and use of AI in spike classification, focusing on the recognition of neural activity noises. The task is divided into three main components: preprocessing, classification, and evaluation. Existing methods are introduced and their importance is determined. The review also highlights the need for more efficient algorithms. The primary goal is to provide a perspective on spike classification for future research and provide a comprehensive understanding of the methodologies and issues involved. The review organizes materials in the spike classification field for future studies. In this work, numerous studies were extracted from different databases. The PRISMA-related research guidelines were then used to choose papers. Then, research studies based on spike classification using machine learning and deep learning approaches with effective preprocessing were selected.
Autoregressive Multi-trait Essay Scoring via Reinforcement Learning with Scoring-aware Multiple Rewards
Do, Heejin, Ryu, Sangwon, Lee, Gary Geunbae
Recent advances in automated essay scoring (AES) have shifted towards evaluating multiple traits to provide enriched feedback. Like typical AES systems, multi-trait AES employs the quadratic weighted kappa (QWK) to measure agreement with human raters, aligning closely with the rating schema; however, its non-differentiable nature prevents its direct use in neural network training. In this paper, we propose Scoring-aware Multi-reward Reinforcement Learning (SaMRL), which integrates actual evaluation schemes into the training process by designing QWK-based rewards with a mean-squared error penalty for multi-trait AES. Existing reinforcement learning (RL) applications in AES are limited to classification models despite associated performance degradation, as RL requires probability distributions; instead, we adopt an autoregressive score generation framework to leverage token generation probabilities for robust multi-trait score predictions. Empirical analyses demonstrate that SaMRL facilitates model training, notably enhancing scoring of previously inferior prompts.
What is the social benefit of hate speech detection research? A Systematic Review
While NLP research into hate speech detection has grown exponentially in the last three decades, there has been minimal uptake or engagement from policy makers and non-profit organisations. We argue the absence of ethical frameworks have contributed to this rift between current practice and best practice. By adopting appropriate ethical frameworks, NLP researchers may enable the social impact potential of hate speech research. This position paper is informed by reviewing forty-eight hate speech detection systems associated with thirty-seven publications from different venues.
Minimizing Live Experiments in Recommender Systems: User Simulation to Evaluate Preference Elicitation Policies
Hsu, Chih-Wei, Mladenov, Martin, Meshi, Ofer, Pine, James, Pham, Hubert, Li, Shane, Liang, Xujian, Polishko, Anton, Yang, Li, Scheetz, Ben, Boutilier, Craig
Evaluation of policies in recommender systems typically involves A/B testing using live experiments on real users to assess a new policy's impact on relevant metrics. This ``gold standard'' comes at a high cost, however, in terms of cycle time, user cost, and potential user retention. In developing policies for ``onboarding'' new users, these costs can be especially problematic, since on-boarding occurs only once. In this work, we describe a simulation methodology used to augment (and reduce) the use of live experiments. We illustrate its deployment for the evaluation of ``preference elicitation'' algorithms used to onboard new users of the YouTube Music platform. By developing counterfactually robust user behavior models, and a simulation service that couples such models with production infrastructure, we are able to test new algorithms in a way that reliably predicts their performance on key metrics when deployed live. We describe our domain, our simulation models and platform, results of experiments and deployment, and suggest future steps needed to further realistic simulation as a powerful complement to live experiments.
On Extending Direct Preference Optimization to Accommodate Ties
Chen, Jinghong, Yang, Guangyu, Lin, Weizhe, Mei, Jingbiao, Byrne, Bill
We derive and investigate two DPO variants that explicitly model the possibility of declaring a tie in pair-wise comparisons. We replace the Bradley-Terry model in DPO with two well-known modeling extensions, by Rao and Kupper and by Davidson, that assign probability to ties as alternatives to clear preferences. Our experiments in neural machine translation and summarization show that explicitly labeled ties can be added to the datasets for these DPO variants without the degradation in task performance that is observed when the same tied pairs are presented to DPO. We find empirically that the inclusion of ties leads to stronger regularization with respect to the reference policy as measured by KL divergence, and we see this even for DPO in its original form. These findings motivate and enable the inclusion of tied pairs in preference optimization as opposed to simply discarding them.
Website visits can predict angler presence using machine learning
Schmid, Julia S., Simmons, Sean, Lewis, Mark A., Poesch, Mark S., Ramazi, Pouria
Understanding and predicting recreational fishing activity is important for sustainable fisheries management. However, traditional methods of measuring fishing pressure, such as surveys, can be costly and limited in both time and spatial extent. Predictive models that relate fishing activity to environmental or economic factors typically rely on historical data, which often restricts their spatial applicability due to data scarcity. In this study, high-resolution angler-generated data from an online platform and easily accessible auxiliary data were tested to predict daily boat presence and aerial counts of boats at almost 200 lakes over five years in Ontario, Canada. Lake-information website visits alone enabled predicting daily angler boat presence with 78% accuracy. While incorporating additional environmental, socio-ecological, weather and angler-generated features into machine learning models did not remarkably improve prediction performance of boat presence, they were substantial for the prediction of boat counts. Models achieved an R2 of up to 0.77 at known lakes included in the model training, but they performed poorly for unknown lakes (R2 = 0.21). The results demonstrate the value of integrating angler-generated data from online platforms into predictive models and highlight the potential of machine learning models to enhance fisheries management.
Pre-Finetuning with Impact Duration Awareness for Stock Movement Prediction
Chiu, Chr-Jr, Chen, Chung-Chi, Huang, Hen-Hsen, Chen, Hsin-Hsi
Understanding the duration of news events' impact on the stock market is crucial for effective time-series forecasting, yet this facet is largely overlooked in current research. This paper addresses this research gap by introducing a novel dataset, the Impact Duration Estimation Dataset (IDED), specifically designed to estimate impact duration based on investor opinions. Our research establishes that pre-finetuning language models with IDED can enhance performance in text-based stock movement predictions. In addition, we juxtapose our proposed pre-finetuning task with sentiment analysis pre-finetuning, further affirming the significance of learning impact duration. Our findings highlight the promise of this novel research direction in stock movement prediction, offering a new avenue for financial forecasting. We also provide the IDED and pre-finetuned language models under the CC BY-NC-SA 4.0 license for academic use, fostering further exploration in this field.
Enhancing Investment Opinion Ranking through Argument-Based Sentiment Analysis
Chen, Chung-Chi, Huang, Hen-Hsen, Chen, Hsin-Hsi, Takamura, Hiroya, Kobayashi, Ichiro, Miyao, Yusuke
In the era of rapid Internet and social media platform development, individuals readily share their viewpoints online. The overwhelming quantity of these posts renders comprehensive analysis impractical. This necessitates an efficient recommendation system to filter and present significant, relevant opinions. Our research introduces a dual-pronged argument mining technique to improve recommendation system effectiveness, considering both professional and amateur investor perspectives. Our first strategy involves using the discrepancy between target and closing prices as an opinion indicator. The second strategy applies argument mining principles to score investors' opinions, subsequently ranking them by these scores. Experimental results confirm the effectiveness of our approach, demonstrating its ability to identify opinions with higher profit potential. Beyond profitability, our research extends to risk analysis, examining the relationship between recommended opinions and investor behaviors. This offers a holistic view of potential outcomes following the adoption of these recommended opinions.
KIPPS: Knowledge infusion in Privacy Preserving Synthetic Data Generation
The integration of privacy measures, including differential privacy techniques, ensures a provable privacy guarantee for the synthetic data. However, challenges arise for Generative Deep Learning models when tasked with generating realistic data, especially in critical domains such as Cybersecurity and Healthcare. Generative Models optimized for continuous data struggle to model discrete and non-Gaussian features that have domain constraints. Challenges increase when the training datasets are limited and not diverse. In such cases, generative models create synthetic data that repeats sensitive features, which is a privacy risk. Moreover, generative models face difficulties comprehending attribute constraints in specialized domains. This leads to the generation of unrealistic data that impacts downstream accuracy. To address these issues, this paper proposes a novel model, KIPPS, that infuses Domain and Regulatory Knowledge from Knowledge Graphs into Generative Deep Learning models for enhanced Privacy Preserving Synthetic data generation. The novel framework augments the training of generative models with supplementary context about attribute values and enforces domain constraints during training. This added guidance enhances the model's capacity to generate realistic and domain-compliant synthetic data. The proposed model is evaluated on real-world datasets, specifically in the domains of Cybersecurity and Healthcare, where domain constraints and rules add to the complexity of the data. Our experiments evaluate the privacy resilience and downstream accuracy of the model against benchmark methods, demonstrating its effectiveness in addressing the balance between privacy preservation and data accuracy in complex domains.