Zhenghao Lin

Pengbin Feng, Yankaiqi Li, Yijiashun Qi et al.

This study proposes a multi-task learning framework based on ResNeXt, aiming to solve the problem of feature extraction and task collaborative optimization in financial data mining. Financial data usually has the complex characteristics of high dimensionality, nonlinearity, and time series, and is accompanied by potential correlations between multiple tasks, making it difficult for traditional methods to meet the needs of data mining. This study introduces the ResNeXt model into the multi-task learning framework and makes full use of its group convolution mechanism to achieve efficient extraction of local patterns and global features of financial data. At the same time, through the design of task sharing layers and dedicated layers, it is established between multiple related tasks. Deep collaborative optimization relationships. Through flexible multi-task loss weight design, the model can effectively balance the learning needs of different tasks and improve overall performance. Experiments are conducted on a real S&P 500 financial data set, verifying the significant advantages of the proposed framework in classification and regression tasks. The results indicate that, when compared to other conventional deep learning models, the proposed method delivers superior performance in terms of accuracy, F1 score, root mean square error, and other metrics, highlighting its outstanding effectiveness and robustness in handling complex financial data. This research provides an efficient and adaptable solution for financial data mining, and at the same time opens up a new research direction for the combination of multi-task learning and deep learning, which has important theoretical significance and practical application value.

Yi Luo, Qiwen Wang, Junqi Yang et al.

Generalized Category Discovery (GCD) aims to classify both known and novel categories using partially labeled data that contains only known classes. Despite achieving strong performance on existing benchmarks, current textual GCD methods lack sufficient validation in realistic settings. We introduce Event-Centric GCD (EC-GCD), characterized by long, complex narratives and highly imbalanced class distributions, posing two main challenges: (1) divergent clustering versus classification groupings caused by subjective criteria, and (2) Unfair alignment for minority classes. To tackle these, we propose PaMA, a framework leveraging LLMs to extract and refine event patterns for improved cluster-class alignment. Additionally, a ranking-filtering-mining pipeline ensures balanced representation of prototypes across imbalanced categories. Evaluations on two EC-GCD benchmarks, including a newly constructed Scam Report dataset, demonstrate that PaMA outperforms prior methods with up to 12.58% H-score gains, while maintaining strong generalization on base GCD datasets.