Lewen Wang

Wentao Xu, Weiqing Liu, Lewen Wang et al.

Stock trend forecasting, which forecasts stock prices' future trends, plays an essential role in investment. The stocks in a market can share information so that their stock prices are highly correlated. Several methods were recently proposed to mine the shared information through stock concepts (e.g., technology, Internet Retail) extracted from the Web to improve the forecasting results. However, previous work assumes the connections between stocks and concepts are stationary, and neglects the dynamic relevance between stocks and concepts, limiting the forecasting results. Moreover, existing methods overlook the invaluable shared information carried by hidden concepts, which measure stocks' commonness beyond the manually defined stock concepts. To overcome the shortcomings of previous work, we proposed a novel stock trend forecasting framework that can adequately mine the concept-oriented shared information from predefined concepts and hidden concepts. The proposed framework simultaneously utilize the stock's shared information and individual information to improve the stock trend forecasting performance. Experimental results on the real-world tasks demonstrate the efficiency of our framework on stock trend forecasting. The investment simulation shows that our framework can achieve a higher investment return than the baselines.

Xueqing Wu, Lewen Wang, Yingce Xia et al.

Sequence learning has attracted much research attention from the machine learning community in recent years. In many applications, a sequence learning task is usually associated with multiple temporally correlated auxiliary tasks, which are different in terms of how much input information to use or which future step to predict. For example, (i) in simultaneous machine translation, one can conduct translation under different latency (i.e., how many input words to read/wait before translation); (ii) in stock trend forecasting, one can predict the price of a stock in different future days (e.g., tomorrow, the day after tomorrow). While it is clear that those temporally correlated tasks can help each other, there is a very limited exploration on how to better leverage multiple auxiliary tasks to boost the performance of the main task. In this work, we introduce a learnable scheduler to sequence learning, which can adaptively select auxiliary tasks for training depending on the model status and the current training data. The scheduler and the model for the main task are jointly trained through bi-level optimization. Experiments show that our method significantly improves the performance of simultaneous machine translation and stock trend forecasting.