United States

In finance, the momentum spillovers of listed firms is well acknowledged. Only few studies predicted the trend of one firm in terms of its relevant firms. A common strategy of the pilot work is to adopt graph convolution networks (GCNs) with some predefined firm relations. However, momentum spillovers are propagated via a variety of firm relations, of which the bridging importance varies with time. Restricting to several predefined relations inevitably makes noise and thus misleads stock predictions. In addition, traditional GCNs transfer and aggregate the peer influences without considering the states of both connected firms once a connection is built. Such non-attribute sensibility makes traditional GCNs inappropriate to deal with the attribute-sensitive momentum spillovers of listed firms wherein the abnormal price drop of one firm may not spill over if the trade volume of this decreasing price is small or the prices of the linked firms are undervalued. In this study, we propose an attribute-driven graph attention network (AD-GAT) to address both problems in modeling momentum spillovers. This is achieved by element-wisely multiplying the nonlinear transformation of the attributes of the connected firms with the attributes of the source firm to consider its attribute-sensitive momentum spillovers, and applying the unmasked attention mechanism to infer the general dynamic firm relation from observed market signals fused by a novel tensor-based feature extractor. Experiments on the three-year data of the S&amp;P 500 demonstrate the superiority of the proposed framework over stateof-the-art algorithms, including GCN, eLSTM, and TGC.

AAAI 2021

Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks

### Welcome to 2025 Annual Conference of the Nations of the Americas Chapter of the Association for Computational Linguistics

Welcome to the 2025 meeting of the Nations of the Americas Chapter of the Association for Computational Linguistics! I am proud to help organize the first NAACL conference to carry the new name of our organization, one that emphasizes inclusion for all of the Americas. I am also pleased to welcome you to Albuquerque, New Mexico, a state whose unique blend of cultural influences will make for an excellent backdrop for NAACL 2025, especially with this year’s special theme on NLP in a Multicultural World. 
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NAACL 2025

Welcome to 2025 Annual Conference of the Nations of the Americas Chapter of the Association for Computational Linguistics

In finance, the momentum spillovers of listed firms is well acknowledged. Only few studies predicted the trend of one firm in terms of its relevant firms. A common strategy of the pilot work is to adopt graph convolution networks (GCNs) with some predefined firm relations. However, momentum spillovers are propagated via a variety of firm relations, of which the bridging importance varies with time. Restricting to several predefined relations inevitably makes noise and thus misleads stock predictions. In addition, traditional GCNs transfer and aggregate the peer influences without considering the states of both connected firms once a connection is built. Such non-attribute sensibility makes traditional GCNs inappropriate to deal with the attribute-sensitive momentum spillovers of listed firms wherein the abnormal price drop of one firm may not spill over if the trade volume of this decreasing price is small or the prices of the linked firms are undervalued. In this study, we propose an attribute-driven graph attention network (AD-GAT) to address both problems in modeling momentum spillovers. This is achieved by element-wisely multiplying the nonlinear transformation of the attributes of the connected firms with the attributes of the source firm to consider its attribute-sensitive momentum spillovers, and applying the unmasked attention mechanism to infer the general dynamic firm relation from observed market signals fused by a novel tensor-based feature extractor. Experiments on the three-year data of the S&P 500 demonstrate the superiority of the proposed framework over stateof-the-art algorithms, including GCN, eLSTM, and TGC.

technical paper

The purpose of the AAAI conference is to promote research in artificial intelligence (AI) and scientific exchange among AI researchers, practitioners, scientists, and engineers in affiliated disciplines. 

End-to-end delay is a critical attribute of quality of service (QoS) in application domains such as cloud computing and computer networks. This metric is particularly important in tandem service systems, where the end-to-end service is provided through a chain of services. Service-rate control is a common mechanism for providing QoS guarantees in service systems. In this paper, we introduce a reinforcement learning-based (RL-based) service-rate controller that provides probabilistic upper-bounds on the end-to-end delay of the system, while preventing the overuse of service resources. In order to have a general framework, we use queueing theory to model the service systems. However, we adopt an RL-based approach to avoid the limitations of queueing-theoretic methods. In particular, we use Deep Deterministic Policy Gradient (DDPG) to learn the service rates (action) as a function of the queue lengths (state) in tandem service systems. In contrast to existing RL-based methods that quantify their performance by the achieved overall reward, which could be hard to interpret or even misleading, our proposed controller provides explicit probabilistic guarantees on the end-to-end delay of the system. The evaluations are presented for a tandem queueing system with non-exponential inter-arrival and service times, the results of which validate our controller's capability in meeting QoS constraints.

Queue-Learning: A Reinforcement Learning Approach for Providing Quality of Service

Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitness. Recently, automatic kernel composition methods provide not only accurate prediction but also attractive interpretability through search-based methods. However, existing methods suffer from slow kernel composition learning. To tackle large-scaled data, we propose a new sparse approximate posterior for GPs, MultiSVGP, constructed from groups of inducing points associated with individual additive kernels in compositional kernels. We demonstrate that this approximation provides a better fit to learn compositional kernels given empirical observations. We also provide theoretically justification on error bound when compared to the traditional sparse GP. In contrast to the search-based approach, we present a novel probabilistic algorithm to learn a kernel composition by handling the sparsity in the kernel selection with Horseshoe prior. We demonstrate that our model can capture characteristics of time series with significant reductions in computational time and have competitive regression performance on real-world data sets.

Learning Compositional Sparse Gaussian Processes with a Shrinkage Prior

Depth estimation in real-world applications requires precise responses to fast motion and challenging lighting conditions. Event cameras use bio-inspired event-driven sensors that provide instantaneous and asynchronous information of pixel-level log intensity changes, which makes them suitable for depth estimation in such challenging conditions. However, as the event cameras primarily provide asynchronous and spatially sparse event data, it is hard to provide accurate dense disparity map in stereo event camera setups - especially in estimating disparities on local structures or edges. In this study, we develop a novel deep event stereo network that reconstructs spatial intensity image features from embedded event streams and leverages the event features using the reconstructed image features to compute dense disparity maps. To this end, we propose a novel event-to-image translation network with a cross-semantic attention mechanism that calculates the global semantic context of the event features for the intensity image reconstruction. In addition, a feature aggregation module is developed for accurate disparity estimation, which modulates the event features with the reconstructed image features by a stacked dilated spatially-adaptive denormalization mechanism. Experimental results reveal that our method can outperform the state-of-the-art methods by significant margins both in quantitative and qualitative measures.

Deep Event Stereo Leveraged by Event-to-Image Translation

Aspect based sentiment analysis (ABSA) involves three fundamental subtasks: aspect term extraction, opinion term extraction, and aspect-level sentiment classification. Early works only focused on solving one of these subtasks individually. Some recent work focused on solving a combination of two subtasks, e.g., extracting aspect terms along with sentiment polarities or extracting the aspect and opinion terms pair-wisely. More recently, the triple extraction task has been proposed, i.e., extracting the (aspect term, opinion term, sentiment polarity) triples from a sentence. However, previous approaches fail to solve all subtasks in a unified end-to-end framework. In this paper, we propose a complete solution for ABSA. We construct two machine reading comprehension (MRC) problems, and solve all subtasks by joint training two BERT-MRC models with parameters sharing. We conduct experiments on these subtasks and results on several benchmark datasets demonstrate the effectiveness of our proposed framework, which significantly outperforms existing state-of-the-art methods.

A Joint Training Dual-MRC Framework for Aspect Based Sentiment Analysis

Given an input video, its associated audio, and a brief caption, the audio-visual scene aware dialog (AVSD) task requires an agent to indulge in a question-answer dialog with a human about the audio-visual content. This task thus poses a challenging multi-modal representation learning and reasoning scenario, advancements into which could influence several human-machine interaction applications. To solve this task, we introduce a semantics-controlled multi-modal shuffled Transformer reasoning framework, consisting of a sequence of Transformer modules, each taking a modality as input and producing representations conditioned on the input question. Our proposed Transformer variant uses a shuffling scheme on their multi-head outputs, demonstrating better regularization. To encode fine-grained visual information, we present a novel dynamic scene graph representation learning pipeline that consists of an intra-frame reasoning layer producing spatio-semantic graph representations for every frame, and an inter-frame aggregation module capturing temporal cues. Our entire pipeline is trained end-to-end. We present experiments on the benchmark AVSD dataset, both on answer generation and selection tasks. Our results demonstrate state-of-the-art performances on all evaluation metrics.

Dynamic Graph Representation Learning for Video Dialog via Multi-Modal Shuffled Transformers

Real-world planning problems often involve hundreds or even thousands of objects, straining the limits of modern planners. In this work, we address this challenge by learning to predict a small set of objects that, taken together, would be sufficient for finding a plan. We propose a graph neural network architecture for predicting object importance in a single inference pass, thus incurring little overhead while greatly reducing the number of objects that must be considered by the planner. Our approach treats the planner and transition model as black boxes, and can be used with any off-the-shelf planner. Empirically, across classical planning, probabilistic planning, and robotic task and motion planning, we find that our method results in planning that is significantly faster than several baselines, including other partial grounding strategies and lifted planners. We conclude that learning to predict a sufficient set of objects for a planning problem is a simple, powerful, and general mechanism for planning in large instances. Video: https://youtu.be/FWsVJc2fvCE Code: https://git.io/JIsqX

Planning with Learned Object Importance in Large Problem Instances Using Graph Neural Networks

Personalized recommender systems are increasingly important as more content and services become available and users struggle to identify what might interest them. Thanks to the ability for providing rich information, knowledge graphs (KGs) are being incorporated to enhance the recommendation performance and interpretability. To effectively make use of the knowledge graph, we propose a recommendation model in the hyperbolic space, which facilitates the learning of the hierarchical structure of knowledge graphs. Furthermore, a hyperbolic attention network is employed to determine the relative importances of neighboring entities of a certain item. In addition, we propose an adaptive and fine-grained regularization mechanism to adaptively regularize items and their neighboring representations. Via a comparison using three real-world datasets with state-of-the-art methods, we show that the proposed model outperforms the best existing models by 2-16% in terms of NDCG@K on Top-K recommendation.

Knowledge-Enhanced Top-K Recommendation in Poincaré Ball

We study fair allocation of indivisible goods among additive agents with feasibility constraints. 
In these settings, every agent is restricted to get a bundle among a specified set of feasible bundles.
Such scenarios have been of great interest to the AI community due to their applicability to real-world problems.
Following some impossibility results, we restrict attention to matroid feasibility constraints that capture natural scenarios, such as the allocation of shifts to medical doctors, and the allocation of conference papers to referees.

We focus on the common fairness notion of envy-freeness up to one good (EF1).
Previous algorithms for finding EF1 allocations are either restricted to agents with identical feasibility constraints, or allow free disposal of items.
An open problem is the existence of EF1 complete allocations among heterogeneous agents, where the heterogeneity is both in the agents' feasibility constraints and in their valuations.
In this work, we make progress on this problem by providing positive and negative results for different matroid and valuation types.
Among other results, we devise poly-time algorithms for finding EF1 allocations in the following settings: (i) n agents with heterogeneous partition matroids and heterogeneous binary valuations, (ii) 2 agents with heterogeneous partition matroids and heterogeneous valuations, and (iii) at most 3 agents with heterogeneous binary valuations and identical base-orderable matroids.

On Fair Division under Heterogeneous Matroid Constraints

Pre-trained language models of the BERT family have defined the state-of-the-arts in a wide range of NLP tasks. However, the performance of BERT-based models is mainly driven by the enormous amount of parameters, which hinders their application to resource-limited scenarios. Faced with this problem, recent studies have been attempting to compress BERT into a small-scale model. However, most previous work primarily focuses on a single kind of compression technique, and few attention has been paid to the combination of different methods. When BERT is compressed with integrated techniques, a critical question is how to design the entire compression framework to obtain the optimal performance. In response to this question, we integrate three kinds of compression methods (weight pruning, low-rank factorization and knowledge distillation (KD)) and explore a range of designs concerning model architecture, KD strategy, pruning frequency and learning rate schedule. We find that a careful choice of the designs is crucial to the performance of the compressed model. Based on the empirical findings, our best compressed model, dubbed Refined BERT cOmpreSsion with InTegrAted techniques (ROSITA), is 7.5x smaller than BERT while maintains 98.5% of the performance on five tasks of the GLUE benchmark, outperforming the previous BERT compression methods with similar parameter budget.

ROSITA: Refined BERT Compression with Integrated Techniques

Abstract reasoning ability is fundamental to human intelligence. It enables humans to uncover relations among abstract concepts and further deduce implicit rules from the relations. As a well-known abstract visual reasoning task, Raven's Progressive Matrices (RPM) are widely used in human IQ tests. Although extensive research has been conducted on RPM solvers with machine intelligence, few studies have considered further advancing the standard answer-selection (classification) problem to a more challenging answer-painting (generating) problem, which can verify whether the model has indeed understood the implicit rules. In this paper we aim to solve the latter one by proposing a deep latent variable model, in which multiple Gaussian processes are employed as priors of latent variables to separately learn underlying abstract concepts from RPMs; thus the proposed model is interpretable in terms of concept-specific latent variables. The latent Gaussian process also provides an effective way of extrapolation for answer painting based on the learned concept-changing rules. We evaluate the proposed model on RPM-like datasets with multiple continuously-changing visual concepts. Experimental results demonstrate that our model requires only few training samples to paint high-quality answers, generate novel RPM panels, and achieve interpretability through concept-specific latent variables.

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