ShengKun Wang

Linhan Wang, Shuo Lei, Jianfeng He et al.

Remote sensing image semantic segmentation is an important problem for remote sensing image interpretation. Although remarkable progress has been achieved, existing deep neural network methods suffer from the reliance on massive training data. Few-shot remote sensing semantic segmentation aims at learning to segment target objects from a query image using only a few annotated support images of the target class. Most existing few-shot learning methods stem primarily from their sole focus on extracting information from support images, thereby failing to effectively address the large variance in appearance and scales of geographic objects. To tackle these challenges, we propose a Self-Correlation and Cross-Correlation Learning Network for the few-shot remote sensing image semantic segmentation. Our model enhances the generalization by considering both self-correlation and cross-correlation between support and query images to make segmentation predictions. To further explore the self-correlation with the query image, we propose to adopt a classical spectral method to produce a class-agnostic segmentation mask based on the basic visual information of the image. Extensive experiments on two remote sensing image datasets demonstrate the effectiveness and superiority of our model in few-shot remote sensing image semantic segmentation. Code and models will be accessed at https://github.com/linhanwang/SCCNet.

Shengkun Wang, YangXiao Bai, Kaiqun Fu et al.

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the accuracy of stock market predictions. Diverging from conventional methods, we pioneer an approach that integrates sentiment analysis, macroeconomic indicators, search engine data, and historical prices within a multi-attention deep learning model, masterfully decoding the complex patterns inherent in the data. We showcase the state-of-the-art performance of our proposed model using a dataset, specifically curated by us, for predicting stock market movements and volatility.

Shengkun Wang, Taoran Ji, Linhan Wang et al.

The stock price prediction task holds a significant role in the financial domain and has been studied for a long time. Recently, large language models (LLMs) have brought new ways to improve these predictions. While recent financial large language models (FinLLMs) have shown considerable progress in financial NLP tasks compared to smaller pre-trained language models (PLMs), challenges persist in stock price forecasting. Firstly, effectively integrating the modalities of time series data and natural language to fully leverage these capabilities remains complex. Secondly, FinLLMs focus more on analysis and interpretability, which can overlook the essential features of time series data. Moreover, due to the abundance of false and redundant information in financial markets, models often produce less accurate predictions when faced with such input data. In this paper, we introduce StockTime, a novel LLM-based architecture designed specifically for stock price data. Unlike recent FinLLMs, StockTime is specifically designed for stock price time series data. It leverages the natural ability of LLMs to predict the next token by treating stock prices as consecutive tokens, extracting textual information such as stock correlations, statistical trends and timestamps directly from these stock prices. StockTime then integrates both textual and time series data into the embedding space. By fusing this multimodal data, StockTime effectively predicts stock prices across arbitrary look-back periods. Our experiments demonstrate that StockTime outperforms recent LLMs, as it gives more accurate predictions while reducing memory usage and runtime costs.

Shengkun Wang, Taoran Ji, Jianfeng He et al.

Stock volatility prediction is an important task in the financial industry. Recent advancements in multimodal methodologies, which integrate both textual and auditory data, have demonstrated significant improvements in this domain, such as earnings calls (Earnings calls are public available and often involve the management team of a public company and interested parties to discuss the company's earnings). However, these multimodal methods have faced two drawbacks. First, they often fail to yield reliable models and overfit the data due to their absorption of stochastic information from the stock market. Moreover, using multimodal models to predict stock volatility suffers from gender bias and lacks an efficient way to eliminate such bias. To address these aforementioned problems, we use adversarial training to generate perturbations that simulate the inherent stochasticity and bias, by creating areas resistant to random information around the input space to improve model robustness and fairness. Our comprehensive experiments on two real-world financial audio datasets reveal that this method exceeds the performance of current state-of-the-art solution. This confirms the value of adversarial training in reducing stochasticity and bias for stock volatility prediction tasks.

Shengkun Wang, YangXiao Bai, Taoran Ji et al.

Predicting stock market is vital for investors and policymakers, acting as a barometer of the economic health. We leverage social media data, a potent source of public sentiment, in tandem with macroeconomic indicators as government-compiled statistics, to refine stock market predictions. However, prior research using tweet data for stock market prediction faces three challenges. First, the quality of tweets varies widely. While many are filled with noise and irrelevant details, only a few genuinely mirror the actual market scenario. Second, solely focusing on the historical data of a particular stock without considering its sector can lead to oversight. Stocks within the same industry often exhibit correlated price behaviors. Lastly, simply forecasting the direction of price movement without assessing its magnitude is of limited value, as the extent of the rise or fall truly determines profitability. In this paper, diverging from the conventional methods, we pioneer an ECON. The framework has following advantages: First, ECON has an adept tweets filter that efficiently extracts and decodes the vast array of tweet data. Second, ECON discerns multi-level relationships among stocks, sectors, and macroeconomic factors through a self-aware mechanism in semantic space. Third, ECON offers enhanced accuracy in predicting substantial stock price fluctuations by capitalizing on stock price movement. We showcase the state-of-the-art performance of our proposed model using a dataset, specifically curated by us, for predicting stock market movements and volatility.

Linhan Wang, Jianwen Dou, Wang Li et al.

Cryogenic Electron Tomography (CryoET) combined with sub-volume averaging (SVA) is the only imaging modality capable of resolving protein structures inside cells at molecular resolution. Particle picking, the task of localizing and classifying target proteins in 3D CryoET volumes, remains the main bottleneck. Due to the reliance on time-consuming manual labels, the vast reserve of unlabeled tomograms remains underutilized. In this work, we present a fast, label-efficient semi-supervised framework that exploits this untapped data. Our framework consists of two components: (i) an end-to-end heatmap-supervised detection model inspired by keypoint detection, and (ii) a teacher-student co-training mechanism that enhances performance under sparse labeling conditions. Furthermore, we introduce multi-view pseudo-labeling and a CryoET-specific DropBlock augmentation strategy to further boost performance. Extensive evaluations on the large-scale CZII dataset show that our approach improves F1 by 10% over supervised baselines, underscoring the promise of semi-supervised learning for leveraging unlabeled CryoET data.

Shengkun Wang, Yanshen Sun, Fanglan Chen et al.

Accurate house-price forecasting is essential for investors, planners, and researchers. However, reproducible benchmarks with sufficient spatiotemporal depth and contextual richness for long horizon prediction remain scarce. To address this, we introduce HouseTS a large scale, multimodal dataset covering monthly house prices from March 2012 to December 2023 across 6,000 ZIP codes in 30 major U.S. metropolitan areas. The dataset includes over 890K records, enriched with points of Interest (POI), socioeconomic indicators, and detailed real estate metrics. To establish standardized performance baselines, we evaluate 14 models, spanning classical statistical approaches, deep neural networks (DNNs), and pretrained time-series foundation models. We further demonstrate the value of HouseTS in a multimodal case study, where a vision language model extracts structured textual descriptions of geographic change from time stamped satellite imagery. This enables interpretable, grounded insights into urban evolution. HouseTS is hosted on Kaggle, while all preprocessing pipelines, benchmark code, and documentation are openly maintained on GitHub to ensure full reproducibility and easy adoption.

Shang-Ching Liu, ShengKun Wang, Wenqi Lin et al.

In this study, we introduce JarviX, a sophisticated data analytics framework. JarviX is designed to employ Large Language Models (LLMs) to facilitate an automated guide and execute high-precision data analyzes on tabular datasets. This framework emphasizes the significance of varying column types, capitalizing on state-of-the-art LLMs to generate concise data insight summaries, propose relevant analysis inquiries, visualize data effectively, and provide comprehensive explanations for results drawn from an extensive data analysis pipeline. Moreover, JarviX incorporates an automated machine learning (AutoML) pipeline for predictive modeling. This integration forms a comprehensive and automated optimization cycle, which proves particularly advantageous for optimizing machine configuration. The efficacy and adaptability of JarviX are substantiated through a series of practical use case studies.