Nguyen Kim Hai Bui

Khai Le-Duc, Tuyen Tran, Bach Phan Tat et al.

Multilingual speech translation (ST) and machine translation (MT) in the medical domain enhances patient care by enabling efficient communication across language barriers, alleviating specialized workforce shortages, and facilitating improved diagnosis and treatment, particularly during pandemics. In this work, we present the first systematic study on medical ST, to our best knowledge, by releasing MultiMed-ST, a large-scale ST dataset for the medical domain, spanning all translation directions in five languages: Vietnamese, English, German, French, and Simplified/Traditional Chinese, together with the models. With 290,000 samples, this is the largest medical MT dataset and the largest many-to-many multilingual ST among all domains. Secondly, we present the most comprehensive ST analysis in the field's history, to our best knowledge, including: empirical baselines, bilingual-multilingual comparative study, end-to-end vs. cascaded comparative study, task-specific vs. multi-task sequence-to-sequence comparative study, code-switch analysis, and quantitative-qualitative error analysis. All code, data, and models are available online: https://github.com/leduckhai/MultiMed-ST

Nguyen Kim Hai Bui, Nguyen Duy Chien, Péter Kovács et al.

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural language processing using attention mechanism, which also influenced the time series community. The ability to capture both short and long-range dependencies helps to understand the financial market and to recognize price patterns, leading to successful applications of Transformers in stock prediction. Although, the previous research predominantly focuses on individual features and singular predictions, that limits the model's ability to understand broader market trends. In reality, within sectors such as finance and technology, companies belonging to the same industry often exhibit correlated stock price movements. In this paper, we develop a novel neural network architecture by integrating Time2Vec with the Encoder of the Transformer model. Based on the study of different markets, we propose a novel correlation feature selection method. Through a comprehensive fine-tuning of multiple hyperparameters, we conduct a comparative analysis of our results against benchmark models. We conclude that our method outperforms other state-of-the-art encoding methods such as positional encoding, and we also conclude that selecting correlation features enhance the accuracy of predicting multiple stock prices.