Yifan Hu

Rui Liu, Yifan Hu, Yi Ren et al.

Conversational Speech Synthesis (CSS) aims to express a target utterance with the proper speaking style in a user-agent conversation setting. Existing CSS methods employ effective multi-modal context modeling techniques to achieve empathy understanding and expression. However, they often need to design complex network architectures and meticulously optimize the modules within them. In addition, due to the limitations of small-scale datasets containing scripted recording styles, they often fail to simulate real natural conversational styles. To address the above issues, we propose a novel generative expressive CSS system, termed GPT-Talker.We transform the multimodal information of the multi-turn dialogue history into discrete token sequences and seamlessly integrate them to form a comprehensive user-agent dialogue context. Leveraging the power of GPT, we predict the token sequence, that includes both semantic and style knowledge, of response for the agent. After that, the expressive conversational speech is synthesized by the conversation-enriched VITS to deliver feedback to the user.Furthermore, we propose a large-scale Natural CSS Dataset called NCSSD, that includes both naturally recorded conversational speech in improvised styles and dialogues extracted from TV shows. It encompasses both Chinese and English languages, with a total duration of 236 hours.We conducted comprehensive experiments on the reliability of the NCSSD and the effectiveness of our GPT-Talker. Both subjective and objective evaluations demonstrate that our model outperforms other state-of-the-art CSS systems significantly in terms of naturalness and expressiveness. The Code, Dataset, and Pre-trained Model are available at: https://github.com/AI-S2-Lab/GPT-Talker.

Yifan Hu, Peiyuan Liu, Yuante Li et al.

Recently, combining stock features with inter-stock correlations has become a common and effective approach for stock movement prediction. However, financial data presents significant challenges due to its low signal-to-noise ratio and the dynamic complexity of the market, which give rise to two key limitations in existing methods. First, the relationships between stocks are highly influenced by multifaceted factors including macroeconomic market dynamics, and current models fail to adaptively capture these evolving interactions under specific market conditions. Second, for the accuracy and timeliness required by real-world trading, existing financial data mining methods struggle to extract beneficial pattern-oriented dependencies from long historical data while maintaining high efficiency and low memory consumption. To address the limitations, we propose FinMamba, a Mamba-GNN-based framework for market-aware and multi-level hybrid stock movement prediction. Specifically, we devise a dynamic graph to learn the changing representations of inter-stock relationships by integrating a pruning module that adapts to market trends. Afterward, with a selective mechanism, the multi-level Mamba discards irrelevant information and resets states to skillfully recall historical patterns across multiple time scales with linear time costs, which are then jointly optimized for reliable prediction. Extensive experiments on U.S. and Chinese stock markets demonstrate the effectiveness of our proposed FinMamba, achieving state-of-the-art prediction accuracy and trading profitability, while maintaining low computational complexity. The code is available at https://github.com/TROUBADOUR000/FinMamba.

Peng Zhu, Yuante Li, Yifan Hu et al.

Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods have begun to focus on exploring the interrelationships between stocks. However, existing methods mostly focus on the short-term dynamic relationships of stocks and directly integrating relationship information with temporal information. They often overlook the complex nonlinear dynamic characteristics and potential higher-order interaction relationships among stocks in the stock market. Therefore, we propose a stock price trend prediction model named LSR-IGRU in this paper, which is based on long short-term stock relationships and an improved GRU input. Firstly, we construct a long short-term relationship matrix between stocks, where secondary industry information is employed for the first time to capture long-term relationships of stocks, and overnight price information is utilized to establish short-term relationships. Next, we improve the inputs of the GRU model at each step, enabling the model to more effectively integrate temporal information and long short-term relationship information, thereby significantly improving the accuracy of predicting stock trend changes. Finally, through extensive experiments on multiple datasets from stock markets in China and the United States, we validate the superiority of the proposed LSR-IGRU model over the current state-of-the-art baseline models. We also apply the proposed model to the algorithmic trading system of a financial company, achieving significantly higher cumulative portfolio returns compared to other baseline methods. Our sources are released at https://github.com/ZP1481616577/Baselines_LSR-IGRU.

Peng Zhu, Yuante Li, Yifan Hu et al.

As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate nonlinear dynamics of markets, particularly in the flexible selection and effective utilization of key historical information. Recently, methods like Graph Neural Networks and Reinforcement Learning have shown promise in stock prediction but require high data quality and quantity, and they tend to exhibit instability when dealing with data sparsity and noise. Moreover, the training and inference processes for these models are typically complex and computationally expensive, limiting their broad deployment in practical applications. Existing approaches also generally struggle to capture unobservable latent market states effectively, such as market sentiment and expectations, microstructural factors, and participant behavior patterns, leading to an inadequate understanding of market dynamics and subsequently impact prediction accuracy. To address these challenges, this paper proposes a stock prediction model, MCI-GRU, based on a multi-head cross-attention mechanism and an improved GRU. First, we enhance the GRU model by replacing the reset gate with an attention mechanism, thereby increasing the model's flexibility in selecting and utilizing historical information. Second, we design a multi-head cross-attention mechanism for learning unobservable latent market state representations, which are further enriched through interactions with both temporal features and cross-sectional features. Finally, extensive experiments on four main stock markets show that the proposed method outperforms SOTA techniques across multiple metrics. Additionally, its successful application in real-world fund management operations confirms its effectiveness and practicality.