Jian Yin

Jielong Tang, Zhenxing Wang, Ziyang Gong et al.

Grounded Multimodal Named Entity Recognition (GMNER) is an emerging information extraction (IE) task, aiming to simultaneously extract entity spans, types, and corresponding visual regions of entities from given sentence-image pairs data. Recent unified methods employing machine reading comprehension or sequence generation-based frameworks show limitations in this difficult task. The former, utilizing human-designed type queries, struggles to differentiate ambiguous entities, such as Jordan (Person) and off-White x Jordan (Shoes). The latter, following the one-by-one decoding order, suffers from exposure bias issues. We maintain that these works misunderstand the relationships of multimodal entities. To tackle these, we propose a novel unified framework named Multi-grained Query-guided Set Prediction Network (MQSPN) to learn appropriate relationships at intra-entity and inter-entity levels. Specifically, MQSPN explicitly aligns textual entities with visual regions by employing a set of learnable queries to strengthen intra-entity connections. Based on distinct intra-entity modeling, MQSPN reformulates GMNER as a set prediction, guiding models to establish appropriate inter-entity relationships from a optimal global matching perspective. Additionally, we incorporate a query-guided Fusion Net (QFNet) as a glue network to boost better alignment of two-level relationships. Extensive experiments demonstrate that our approach achieves state-of-the-art performances in widely used benchmarks.

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.

Wentao Xu, Weiqing Liu, Jiang Bian et al.

The multivariate time series forecasting has attracted more and more attention because of its vital role in different fields in the real world, such as finance, traffic, and weather. In recent years, many research efforts have been proposed for forecasting multivariate time series. Although some previous work considers the interdependencies among different variables in the same timestamp, existing work overlooks the inter-connections between different variables at different time stamps. In this paper, we propose a simple yet efficient instance-wise graph-based framework to utilize the inter-dependencies of different variables at different time stamps for multivariate time series forecasting. The key idea of our framework is aggregating information from the historical time series of different variables to the current time series that we need to forecast. We conduct experiments on the Traffic, Electricity, and Exchange-Rate multivariate time series datasets. The results show that our proposed model outperforms the state-of-the-art baseline methods.