Pursuing Top Growth with Novel Loss Function Ruoyu Guo 1,, Haochen Qiu 1 1 Department of Mathematics, Brandeis University, 415 South Street, Waltham, 02453, MA, USAAbstract Making consistently profitable financial decisions in a continuously evolving and volatile stock market has always been a difficult task. Professionals from different disciplines have developed foundational theories to anticipate price movement and evaluate securities such as the famed Capital Asset Pricing Model (CAPM). In recent years, the role of artificial intelligence (AI) in asset pricing has been growing. Although the black-box nature of deep learning models lacks interpretability, they have continued to solidify their position in the financial industry. We aim to further enhance AI's potential and utility by introducing a return-weighted loss function that will drive top growth while providing the ML models a limited amount of information. Using only publicly accessible stock data (open/close/high/low, trading volume, sector information) and several technical indicators constructed from them, we propose an efficient daily trading system that detects top growth opportunities. Our best models achieve 61.73% annual return on daily rebalancing with an annualized Sharpe Ratio of 1.18 over 1340 testing days from 2019 to 2024, and 37.61% annual return with an annualized Sharpe Ratio of 0.97 over 1360 testing days from 2005 to 2010. The main drivers for success, especially independent of any domain knowledge, are the novel return-weighted loss function, the integration of categorical and continuous data, and the ML model architecture. We also demonstrate the superiority of our novel loss function over traditional loss functions via several performance metrics and statistical evidence. Introduction Stock price and movement prediction have always been extraordinarily challenging yet heavily sought-after tasks. Before the popularity of artificial intelligence and availability of unforeseen computing power present today, initial stages of our financial understanding consist of the Capital Asset Pricing Model (CAPM) (Sharpe, 1964), the Efficient Market Hypothesis (EMH) (Fama, 1970), and more. Decades of research following them have witnessed a vast number of articles that build upon these very fundamental concepts, including the 3, 4, and 5-factor models (Fama and French, 1993; Carhart, 1997; Fama and French, 2015).

Climate change is increasing the frequency of extreme precipitation events, making weather disasters such as flooding and landslides more likely. The ability to accurately nowcast precipitation is therefore becoming more critical for safeguarding society by providing immediate, accurate information to decision makers. Motivated by the recent success of generative models at precipitation nowcasting, this paper: extends the DYffusion framework to this task and evaluates its performance at forecasting IMERG satellite precipitation data up to a 4-hour horizon; modifies the DYffusion framework to improve its ability to model rainfall data; and introduces a novel loss function that combines MSE, MAE and the LPIPS perceptual score. In a quantitative evaluation of forecasts up to a 4-hour horizon, the modified DYffusion framework trained with the novel loss outperforms four competitor models. It has the highest CSI scores for weak, moderate, and heavy rain thresholds and retains an LPIPS score $<$ 0.2 for the entire roll-out, degrading the least as lead-time increases. The proposed nowcasting model demonstrates visually stable and sharp forecasts up to a 2-hour horizon on a heavy rain case study. Code is available at https://github.com/Dseal95/DYffcast.

Accurate and efficient prediction of aeroengine performance is of paramount importance for engine design, maintenance, and optimization endeavours. However, existing methodologies often struggle to strike an optimal balance among predictive accuracy, computational efficiency, modelling complexity, and data dependency. To address these challenges, we propose a strategy that synergistically combines domain knowledge from both the aeroengine and neural network realms to enable real-time prediction of engine performance parameters. Leveraging aeroengine domain knowledge, we judiciously design the network structure and regulate the internal information flow. Concurrently, drawing upon neural network domain expertise, we devise four distinct feature fusion methods and introduce an innovative loss function formulation. To rigorously evaluate the effectiveness and robustness of our proposed strategy, we conduct comprehensive validation across two distinct datasets. The empirical results demonstrate :(1) the evident advantages of our tailored loss function; (2) our model's ability to maintain equal or superior performance with a reduced parameter count; (3) our model's reduced data dependency compared to generalized neural network architectures; (4)Our model is more interpretable than traditional black box machine learning methods.

Automatic pronunciation assessment (APA) manages to quantify the pronunciation proficiency of a second language (L2) learner in a language. Prevailing approaches to APA normally leverage neural models trained with a regression loss function, such as the mean-squared error (MSE) loss, for proficiency level prediction. Despite most regression models can effectively capture the ordinality of proficiency levels in the feature space, they are confronted with a primary obstacle that different phoneme categories with the same proficiency level are inevitably forced to be close to each other, retaining less phoneme-discriminative information. On account of this, we devise a phonemic contrast ordinal (PCO) loss for training regression-based APA models, which aims to preserve better phonemic distinctions between phoneme categories meanwhile considering ordinal relationships of the regression target output. Specifically, we introduce a phoneme-distinct regularizer into the MSE loss, which encourages feature representations of different phoneme categories to be far apart while simultaneously pulling closer the representations belonging to the same phoneme category by means of weighted distances. An extensive set of experiments carried out on the speechocean762 benchmark dataset suggest the feasibility and effectiveness of our model in relation to some existing state-of-the-art models.

Image inpainting is the process of regenerating lost parts of the image. Supervised algorithm-based methods have shown excellent results but have two significant drawbacks. They do not perform well when tested with unseen data. They fail to capture the global context of the image, resulting in a visually unappealing result. We propose a novel self-supervised learning framework for image-inpainting: Weighted Self-Supervised Learning (WSSL) to tackle these problems. We designed WSSL to learn features from multiple weighted pretext tasks. These features are then utilized for the downstream task, image-inpainting. To improve the performance of our framework and produce more visually appealing images, we also present a novel loss function for image inpainting. The loss function takes advantage of both reconstruction loss and perceptual loss functions to regenerate the image. Our experimentation shows WSSL outperforms previous methods, and our loss function helps produce better results.

We present MeeQA, a dataset for natural-language question answering over meeting transcripts. It includes real questions asked during meetings by its participants. The dataset contains 48K question-answer pairs, extracted from 422 meeting transcripts, spanning multiple domains. Questions in transcripts pose a special challenge as they are not always clear, and considerable context may be required in order to provide an answer. Further, many questions asked during meetings are left unanswered. To improve baseline model performance on this type of questions, we also propose a novel loss function, \emph{Flat Hierarchical Loss}, designed to enhance performance over questions with no answer in the text. Our experiments demonstrate the advantage of using our approach over standard QA models.

This paper proposes an automatic Chinese text categorization method for solving the emergency event report classification problem. Since bidirectional encoder representations from transformers (BERT) has achieved great success in natural language processing domain, it is employed to derive emergency text features in this study. To overcome the data imbalance problem in the distribution of emergency event categories, a novel loss function is proposed to improve the performance of the BERT-based model. Meanwhile, to avoid the impact of the extreme learning rate, the Adabound optimization algorithm that achieves a gradual smooth transition from Adam to SGD is employed to learn parameters of the model. To verify the feasibility and effectiveness of the proposed method, a Chinese emergency text dataset collected from the Internet is employed. Compared with benchmarking methods, the proposed method has achieved the best performance in terms of accuracy, weighted-precision, weighted-recall, and weighted-F1 values. Therefore, it is promising to employ the proposed method for real applications in smart emergency management systems.

Radar signals have been dramatically increasing in complexity, limiting the source separation ability of traditional approaches. In this paper we propose a Deep Learning-based clustering method, which encodes concurrent signals into images, and, for the first time, tackles clustering with image segmentation. Novel loss functions are introduced to optimize a Neural Network to separate the input pulses into pure and non-fragmented clusters. Outperforming a variety of baselines, the proposed approach is capable of clustering inputs directly with a Neural Network, in an end-to-end fashion.