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Peng, Min
Pre-trained Language Model with Prompts for Temporal Knowledge Graph Completion
Xu, Wenjie, Liu, Ben, Peng, Miao, Jia, Xu, Peng, Min
Temporal Knowledge graph completion (TKGC) is a crucial task that involves reasoning at known timestamps to complete the missing part of facts and has attracted more and more attention in recent years. Most existing methods focus on learning representations based on graph neural networks while inaccurately extracting information from timestamps and insufficiently utilizing the implied information in relations. To address these problems, we propose a novel TKGC model, namely Pre-trained Language Model with Prompts for TKGC (PPT). We convert a series of sampled quadruples into pre-trained language model inputs and convert intervals between timestamps into different prompts to make coherent sentences with implicit semantic information. We train our model with a masking strategy to convert TKGC task into a masked token prediction task, which can leverage the semantic information in pre-trained language models. Experiments on three benchmark datasets and extensive analysis demonstrate that our model has great competitiveness compared to other models with four metrics. Our model can effectively incorporate information from temporal knowledge graphs into the language models.
The Wall Street Neophyte: A Zero-Shot Analysis of ChatGPT Over MultiModal Stock Movement Prediction Challenges
Xie, Qianqian, Han, Weiguang, Lai, Yanzhao, Peng, Min, Huang, Jimin
Recently, large language models (LLMs) like ChatGPT have demonstrated remarkable performance across a variety of natural language processing tasks. However, their effectiveness in the financial domain, specifically in predicting stock market movements, remains to be explored. In this paper, we conduct an extensive zero-shot analysis of ChatGPT's capabilities in multimodal stock movement prediction, on three tweets and historical stock price datasets. Our findings indicate that ChatGPT is a "Wall Street Neophyte" with limited success in predicting stock movements, as it underperforms not only state-of-the-art methods but also traditional methods like linear regression using price features. Despite the potential of Chain-of-Thought prompting strategies and the inclusion of tweets, ChatGPT's performance remains subpar. Furthermore, we observe limitations in its explainability and stability, suggesting the need for more specialized training or fine-tuning. This research provides insights into ChatGPT's capabilities and serves as a foundation for future work aimed at improving financial market analysis and prediction by leveraging social media sentiment and historical stock data.
Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning
Han, Weiguang, Huang, Jimin, Xie, Qianqian, Zhang, Boyi, Lai, Yanzhao, Peng, Min
Although pair trading is the simplest hedging strategy for an investor to eliminate market risk, it is still a great challenge for reinforcement learning (RL) methods to perform pair trading as human expertise. It requires RL methods to make thousands of correct actions that nevertheless have no obvious relations to the overall trading profit, and to reason over infinite states of the time-varying market most of which have never appeared in history. However, existing RL methods ignore the temporal connections between asset price movements and the risk of the performed trading. These lead to frequent tradings with high transaction costs and potential losses, which barely reach the human expertise level of trading. Therefore, we introduce CREDIT, a risk-aware agent capable of learning to exploit long-term trading opportunities in pair trading similar to a human expert. CREDIT is the first to apply bidirectional GRU along with the temporal attention mechanism to fully consider the temporal correlations embedded in the states, which allows CREDIT to capture long-term patterns of the price movements of two assets to earn higher profit. We also design the risk-aware reward inspired by the economic theory, that models both the profit and risk of the tradings during the trading period. It helps our agent to master pair trading with a robust trading preference that avoids risky trading with possible high returns and losses. Experiments show that it outperforms existing reinforcement learning methods in pair trading and achieves a significant profit over five years of U.S. stock data.
Mention-centered Graph Neural Network for Document-level Relation Extraction
Pan, Jiaxin, Peng, Min, Zhang, Yiyan
Document-level relation extraction aims to discover relations between entities across a whole document. How to build the dependency of entities from different sentences in a document remains to be a great challenge. Current approaches either leverage syntactic trees to construct document-level graphs or aggregate inference information from different sentences. In this paper, we build cross-sentence dependencies by inferring compositional relations between inter-sentence mentions. Adopting aggressive linking strategy, intermediate relations are reasoned on the document-level graphs by mention convolution. We further notice the generalization problem of NA instances, which is caused by incomplete annotation and worsened by fully-connected mention pairs. An improved ranking loss is proposed to attend this problem. Experiments show the connections between different mentions are crucial to document-level relation extraction, which enables the model to extract more meaningful higher-level compositional relations.
Learning Bodily and Temporal Attention in Protective Movement Behavior Detection
Wang, Chongyang, Peng, Min, Olugbade, Temitayo A., Lane, Nicholas D., Williams, Amanda C. De C., Bianchi-Berthouze, Nadia
For people with chronic pain (CP), the assessment of protective behavior during physical functioning is essential to understand their subjective pain-related experiences (e.g., fear and anxiety toward pain and injury) and how they deal with such experiences (avoidance or reliance on specific body joints), with the ultimate goal of guiding intervention. Advances in deep learning (DL) can enable the development of such intervention. Using the EmoPain MoCap dataset, we investigate how attention-based DL architectures can be used to improve the detection of protective behavior by capturing the most informative biomechanical cues characterizing specific movements and the strategies used to execute them to cope with pain-related experience. We propose an end-to-end neural network architecture based on attention mechanism, named BodyAttentionNet (BANet). BANet is designed to learn temporal and body-joint regions that are informative to the detection of protective behavior. The approach can consider the variety of ways people execute one movement (including healthy people) and it is independent of the type of movement analyzed. We also explore variants of this architecture to understand the contribution of both temporal and bodily attention mechanisms. Through extensive experiments with other state-of-the-art machine learning techniques used with motion capture data, we show a statistically significant improvement achieved by combining the two attention mechanisms. In addition, the BANet architecture requires a much lower number of parameters than the state-of-the-art ones for comparable if not higher performances.