In product advertising applications, the automated inpainting of backgrounds utilizing AI techniques in product images has emerged as a significant task. However, the techniques still suffer from issues such as inappropriate background and inconsistent product in generated product images, and existing approaches for evaluating the quality of generated product images are mostly inconsistent with human feedback causing the evaluation for this task to depend on manual annotation. To relieve the issues above, this paper proposes Human Feedback and Product Consistency (HFPC), which can automatically assess the generated product images based on two modules. Firstly, to solve inappropriate backgrounds, human feedback on 44,000 automated inpainting product images is collected to train a reward model based on multi-modal features extracted from BLIP and comparative learning. Secondly, to filter generated product images containing inconsistent products, a fine-tuned segmentation model is employed to segment the product of the original and generated product images and then compare the differences between the above two. Extensive experiments have demonstrated that HFPC can effectively evaluate the quality of generated product images and significantly reduce the expense of manual annotation. Moreover, HFPC achieves state-of-the-art(96.4% in precision) in comparison to other open-source visual-quality-assessment models. Dataset and code are available at: https://github.com/created-Bi/background_inpainting_products_dataset

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.

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.