Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 8 of 8
Full-Text Articles in Physical Sciences and Mathematics
Temporal Implicit Multimodal Networks For Investment And Risk Management, Meng Kiat Gary Ang, Ee-Peng Lim
Temporal Implicit Multimodal Networks For Investment And Risk Management, Meng Kiat Gary Ang, Ee-Peng Lim
Research Collection School Of Computing and Information Systems
Many deep learning works on financial time-series forecasting focus on predicting future prices/returns of individual assets with numerical price-related information for trading, and hence propose models designed for univariate, single-task, and/or unimodal settings. Forecasting for investment and risk management involves multiple tasks in multivariate settings: forecasts of expected returns and risks of assets in portfolios, and correlations between these assets. As different sources/types of time-series influence future returns, risks, and correlations of assets in different ways, it is also important to capture time-series from different modalities. Hence, this article addresses financial time-series forecasting for investment and risk management in a …
Voucher Abuse Detection With Prompt-Based Fine-Tuning On Graph Neural Networks, Zhihao Wen, Yuan Fang, Yihan Liu, Yang Guo, Shuji Hao
Voucher Abuse Detection With Prompt-Based Fine-Tuning On Graph Neural Networks, Zhihao Wen, Yuan Fang, Yihan Liu, Yang Guo, Shuji Hao
Research Collection School Of Computing and Information Systems
Voucher abuse detection is an important anomaly detection problem in E-commerce. While many GNN-based solutions have emerged, the supervised paradigm depends on a large quantity of labeled data. A popular alternative is to adopt self-supervised pre-training using label-free data, and further fine-tune on a downstream task with limited labels. Nevertheless, the "pre-train, fine-tune" paradigm is often plagued by the objective gap between pre-training and downstream tasks. Hence, we propose VPGNN, a prompt-based fine-tuning framework on GNNs for voucher abuse detection. We design a novel graph prompting function to reformulate the downstream task into a similar template as the pretext task …
Augmenting Low-Resource Text Classification With Graph-Grounded Pre-Training And Prompting, Zhihao Wen, Yuan Fang
Augmenting Low-Resource Text Classification With Graph-Grounded Pre-Training And Prompting, Zhihao Wen, Yuan Fang
Research Collection School Of Computing and Information Systems
ext classification is a fundamental problem in information retrieval with many real-world applications, such as predicting the topics of online articles and the categories of e-commerce product descriptions. However, low-resource text classification, with few or no labeled samples, poses a serious concern for supervised learning. Meanwhile, many text data are inherently grounded on a network structure, such as a hyperlink/citation network for online articles, and a user-item purchase network for e-commerce products. These graph structures capture rich semantic relationships, which can potentially augment low-resource text classification. In this paper, we propose a novel model called Graph-Grounded Pre-training and Prompting (G2P2) …
Deep Graph-Level Anomaly Detection By Glocal Knowledge Distillation, Rongrong Ma, Guansong Pang, Ling Chen, Anton Van Den Hengel
Deep Graph-Level Anomaly Detection By Glocal Knowledge Distillation, Rongrong Ma, Guansong Pang, Ling Chen, Anton Van Den Hengel
Research Collection School Of Computing and Information Systems
Graph-level anomaly detection (GAD) describes the problem of detecting graphs that are abnormal in their structure and/or the features of their nodes, as compared to other graphs. One of the challenges in GAD is to devise graph representations that enable the detection of both locally- and globally-anomalous graphs, i.e., graphs that are abnormal in their fine-grained (node-level) or holistic (graph-level) properties, respectively. To tackle this challenge we introduce a novel deep anomaly detection approach for GAD that learns rich global and local normal pattern information by joint random distillation of graph and node representations. The random distillation is achieved by …
Learning Knowledge-Enriched Company Embeddings For Investment Management, Gary Ang, Ee-Peng Lim
Learning Knowledge-Enriched Company Embeddings For Investment Management, Gary Ang, Ee-Peng Lim
Research Collection School Of Computing and Information Systems
Relationships between companies serve as key channels through which the effects of past stock price movements and news events propagate and influence future price movements. Such relationships can be implicitly found in knowledge bases or explicitly represented as knowledge graphs. In this paper, we propose KnowledgeEnriched Company Embedding (KECE), a novel multi-stage attentionbased dynamic network embedding model combining multimodal information of companies with knowledge from Wikipedia and knowledge graph relationships from Wikidata to generate company entity embeddings that can be applied to a variety of downstream investment management tasks. Experiments on an extensive set of real-world stock prices and news …
Node-Wise Localization Of Graph Neural Networks, Zemin Liu, Yuan Fang, Chenghao Liu, Steven C.H. Hoi
Node-Wise Localization Of Graph Neural Networks, Zemin Liu, Yuan Fang, Chenghao Liu, Steven C.H. Hoi
Research Collection School Of Computing and Information Systems
Graph neural networks (GNNs) emerge as a powerful family of representation learning models on graphs. To derive node representations, they utilize a global model that recursively aggregates information from the neighboring nodes. However, different nodes reside at different parts of the graph in different local contexts, making their distributions vary across the graph. Ideally, how a node receives its neighborhood information should be a function of its local context, to diverge from the global GNN model shared by all nodes. To utilize node locality without overfitting, we propose a node-wise localization of GNNs by accounting for both global and local …
Meta-Inductive Node Classification Across Graphs, Zhihao Wen, Yuan Fang, Zemin Liu
Meta-Inductive Node Classification Across Graphs, Zhihao Wen, Yuan Fang, Zemin Liu
Research Collection School Of Computing and Information Systems
Semi-supervised node classification on graphs is an important research problem, with many real-world applications in information retrieval such as content classification on a social network and query intent classification on an e-commerce query graph. While traditional approaches are largely transductive, recent graph neural networks (GNNs) integrate node features with network structures, thus enabling inductive node classification models that can be applied to new nodes or even new graphs in the same feature space. However, inter-graph differences still exist across graphs within the same domain. Thus, training just one global model (e.g., a state-of-the-art GNN) to handle all new graphs, whilst …
Relative And Absolute Location Embedding For Few-Shot Node Classification On Graph, Zemin Liu, Yuan Fang, Chenghao Liu, Steven C. H. Hoi
Relative And Absolute Location Embedding For Few-Shot Node Classification On Graph, Zemin Liu, Yuan Fang, Chenghao Liu, Steven C. H. Hoi
Research Collection School Of Computing and Information Systems
Node classification is an important problem on graphs. While recent advances in graph neural networks achieve promising performance, they require abundant labeled nodes for training. However, in many practical scenarios there often exist novel classes in which only one or a few labeled nodes are available as supervision, known as few-shot node classification. Although meta-learning has been widely used in vision and language domains to address few-shot learning, its adoption on graphs has been limited. In particular, graph nodes in a few-shot task are not independent and relate to each other. To deal with this, we propose a novel model …