Forecasting financial data plays a crucial role in financial market. Relying solely on prices or price trends as prediction targets often leads to a vast of invalid transactions. As a result, researchers have increasingly turned their attention to turning points as the prediction target. Surprisingly, existing methods have largely overlooked the role of technical charts, despite turning points being closely related to the technical charts. Recently, several researchers have attempted to utilize chart information via converting price sequences into images for turning point forecasting, but robustness and convergence problems arise. To address these challenges and enhance the turning point predictions, this article introduces a new method known as MPCNet. Specifically, we first transform the price series into a graph structure using chart similarity to robustly extract valuable information from technical charts. Additionally, we introduce the multipersistence topology tool to accurately predict stock turning points and provide convergence guarantee. Experimental results demonstrate the significant superiority of our proposed model over existing methods. Furthermore, based on additional performance evaluations using real stock data, MPCNet consistently achieves the highest average return during the transaction backtesting period. Meanwhile, we provide empirical validation of robustness and theoretical analysis to confirm its convergence, establishing it as a superior tool for financial forecasting.
Novel Class Discovery (NCD) involves identifying new categories within unlabeled data by utilizing knowledge acquired from previously established categories. However, existing NCD methods often struggle to maintain a balance between the performance of old and new categories. Discovering unlabeled new categories in a class-incremental way is more practical but also more challenging, as it is frequently hindered by either catastrophic forgetting of old categories or an inability to learn new ones. Furthermore, the implementation of NCD on continuously scalable graph-structured data remains an under-explored area. In response to these challenges, we introduce for the first time a more practical NCD scenario for node classification (i.e., NC-NCD), and propose a novel self-training framework with prototype replay and distillation called SWORD, adopted to our NC-NCD setting. Our approach enables the model to cluster unlabeled new category nodes after learning labeled nodes while preserving performance on old categories without reliance on old category nodes. SWORD achieves this by employing a self-training strategy to learn new categories and preventing the forgetting of old categories through the joint use of feature prototypes and knowledge distillation. Extensive experiments on four common benchmarks demonstrate the superiority of SWORD over other state-of-the-art methods.
Due to the success observed in deep neural networks with contrastive learning, there has been a notable surge in research interest in graph contrastive learning, primarily attributed to its superior performance in graphs with limited labeled data. Within contrastive learning, the selection of a “view” dictates the information captured by the representation, thereby influencing the model’s performance. However, assessing the quality of information in these views poses challenges, and determining what constitutes a good view remains unclear. This paper addresses this issue by establishing the definition of a good view through the application of graph information bottleneck and structural entropy theories. Based on theoretical insights, we introduce CtrlGCL, a novel method for achieving a beneficial view in graph contrastive learning through coding tree representation learning. Extensive experiments were conducted to ascertain the effectiveness of the proposed view in unsupervised and semi-supervised learning. In particular, our approach, via CtrlGCL-H, yields an average accuracy enhancement of 1.06% under unsupervised learning when compared to GCL. This improvement underscores the efficacy of our proposed method.
Graph contrastive learning has achieved great success in pre-training graph neural networks without ground-truth labels. Leading graph contrastive learning follows the classical scheme of contrastive learning, forcing model to identify the essential information from augmented views. However, general augmented views are produced via random corruption or learning, which inevitably leads to semantics alteration. Although domain knowledge guided augmentations alleviate this issue, the generated views are domain specific and undermine the generalization. In this work, motivated by the firm representation ability of sparse model from pruning, we reformulate the problem of graph contrastive learning via contrasting different model versions rather than augmented views. We first theoretically reveal the superiority of model pruning in contrast to data augmentations. In practice, we take original graph as input and dynamically generate a perturbed graph encoder to contrast with the original encoder by pruning its transformation weights. Furthermore, considering the integrity of node embedding in our method, we are capable of developing a local contrastive loss to tackle the hard negative samples that disturb the model training. We extensively validate our method on various benchmarks regarding graph classification via unsupervised and transfer learning. Compared to the state-of-the-art (SOTA) works, better performance can always be obtained by the proposed method.
Recently, indoor 3D object detection has shown impressive progress. However, these improvements have come at the cost of increased memory consumption and longer inference times, making it difficult to apply these methods in practical scenarios. To address this issue, knowledge distillation has emerged as a promising technique for model acceleration. In this paper, we propose the VRDistill framework, the first knowledge distillation framework designed for efficient indoor 3D object detection. Our VRDistill framework includes a refinement module and a soft foreground mask operation to enhance the quality of the distillation. The refinement module utilizes trainable layers to improve the quality of the teacher's votes, while the soft foreground mask operation focuses on foreground votes, further enhancing the distillation performance. Comprehensive experiments on the ScanNet and SUN-RGBD datasets demonstrate the effectiveness and generalization ability of our VRDistill framework.
Image compression is a widely used technique to reduce the spatial redundancy in images. Recently, learning based image compression has achieved significant progress by using the powerful representation ability from neural networks. However, the current learning based image compression methods suffer from the huge computational cost, which limits their capacity for practical applications. In this paper, we propose a unified framework called Efficient Deep Image Compression (EDIC) based on three new technologies, including a channel attention module, a Gaussian mixture model and a decoder-side enhancement module. Specifically, we design an auto-encoder style network for learning based image compression. To improve the coding efficiency, we exploit the channel relationship between latent representations by using the channel attention module. Besides, the Gaussian mixture model is introduced for the entropy model and improves the accuracy for bitrate estimation. Furthermore, we introduce the decoder-side enhancement module to further improve image compression performance. Our EDIC method can also be readily incorporated with the Deep Video Compression (DVC) framework (Lu et al. 2019) to further improve the video compression performance. Simultaneously, our EDIC method boosts the coding performance significantly while bringing slightly increased computational cost. More importantly, experimental results demonstrate that the proposed approach outperforms the current image compression methods and is up to more than 150 times faster in terms of decoding speed when compared with Minnen’s method (Minnen et al. 2018). Moreover, we also evaluate the performance of the human-centric task (i.e., face recognition) by using different coding strategies.
Trapped by the label scarcity in molecular property prediction and drug design, graph contrastive learning came forward. A general contrastive model consists of a view generator, view encoder, and contrastive loss, in which the view mainly controls the encoded information underlying input graphs. Leading contrastive learning works show two kinds of view generators, that is, random or learnable data corruption and domain knowledge incorporation. While effective, the two ways also lead to molecular semantics altering and limited generalization capability, respectively. Thus, a decent view that can fully retain molecular semantics and is free from profound domain knowledge is supposed to come forward. To this end, we relate molecular graph contrastive learning with the line graph and propose a novel method termed LGCL. Specifically, by contrasting the given graph with the corresponding line graph, the graph encoder can freely encode the molecular semantics without omission. While considering the information inconsistency and over-smoothing derived from the learning process because of the mismatched pace of message passing in two kinds of graphs, we present a new patch with edge attribute fusion and two local contrastive losses for performance fixing. Compared with state-of-the-art (SOTA) methods for view generation, superior performance on molecular property prediction suggests the effectiveness of line graphs severing as the contrasting views.
In contrastive learning, the choice of ``view'' controls the information that the representation captures and influences the performance of the model. However, leading graph contrastive learning methods generally produce views via random corruption or learning, which could lead to the loss of essential information and alteration of semantic information. An anchor view that maintains the essential information of input graphs for contrastive learning has been hardly investigated. In this paper, based on the theory of graph information bottleneck, we deduce the definition of this anchor view; put differently, \textit{the anchor view with essential information of input graph is supposed to have the minimal structural uncertainty}. Furthermore, guided by structural entropy, we implement the anchor view, termed \textbf{SEGA}, for graph contrastive learning. We extensively validate the proposed anchor view on various benchmarks regarding graph classification under unsupervised, semi-supervised, and transfer learning and achieve significant performance boosts compared to the state-of-the-art methods.
Great research efforts have been devoted to exploiting deep neural networks in stock prediction. However, long-term dependencies and chaotic properties are still two major issues that lower the performance of state-of-the-art deep learning models in forecasting future price trends. In this study, we propose a novel framework to address both issues. Specifically, in terms of transforming time series into complex networks, we convert market price series into graphs. Then, structural information, referring to temporal point associations and node weights, is extracted from the mapped graphs to resolve the problems regarding long-term dependencies and chaotic properties. We take graph embeddings to represent the associations among temporal points as the prediction model inputs. Node weights are used as a priori knowledge to enhance the learning of temporal attention. The effectiveness of our proposed framework is validated using real-world stock data, and our approach obtains the best performance among several state-of-the-art benchmarks. Moreover, in the conducted trading simulations, our framework further obtains the highest cumulative profits. Our results supplement the existing applications of complex network methods in the financial realm and provide insightful implications for investment applications regarding decision support in financial markets.
Following the success of convolution on non-Euclidean space, the corresponding pooling approaches have also been validated on various tasks regarding graphs. However, because of the fixed compression quota and stepwise pooling design, these hierarchical pooling methods still suffer from local structure damage and suboptimal problem. In this work, inspired by structural entropy, we propose a hierarchical pooling approach, SEP, to tackle the two issues. Specifically, without assigning the layer-specific compression quota, a global optimization algorithm is designed to generate the cluster assignment matrices for pooling at once. Then, we present an illustration of the local structure damage from previous methods in the reconstruction of ring and grid synthetic graphs. In addition to SEP, we further design two classification models, SEP-G and SEP-N for graph classification and node classification, respectively. The results show that SEP outperforms state-of-the-art graph pooling methods on graph classification benchmarks and obtains superior performance on node classifications.