Zhenyu Li

h-index35
2papers
7,670citations

2 Papers

4.3BMAug 21, 2024Code
CoPRA: Bridging Cross-domain Pretrained Sequence Models with Complex Structures for Protein-RNA Binding Affinity Prediction

Rong Han, Xiaohong Liu, Tong Pan et al.

Accurately measuring protein-RNA binding affinity is crucial in many biological processes and drug design. Previous computational methods for protein-RNA binding affinity prediction rely on either sequence or structure features, unable to capture the binding mechanisms comprehensively. The recent emerging pre-trained language models trained on massive unsupervised sequences of protein and RNA have shown strong representation ability for various in-domain downstream tasks, including binding site prediction. However, applying different-domain language models collaboratively for complex-level tasks remains unexplored. In this paper, we propose CoPRA to bridge pre-trained language models from different biological domains via Complex structure for Protein-RNA binding Affinity prediction. We demonstrate for the first time that cross-biological modal language models can collaborate to improve binding affinity prediction. We propose a Co-Former to combine the cross-modal sequence and structure information and a bi-scope pre-training strategy for improving Co-Former's interaction understanding. Meanwhile, we build the largest protein-RNA binding affinity dataset PRA310 for performance evaluation. We also test our model on a public dataset for mutation effect prediction. CoPRA reaches state-of-the-art performance on all the datasets. We provide extensive analyses and verify that CoPRA can (1) accurately predict the protein-RNA binding affinity; (2) understand the binding affinity change caused by mutations; and (3) benefit from scaling data and model size.

28.7CLMar 19, 2024Code
AlphaFin: Benchmarking Financial Analysis with Retrieval-Augmented Stock-Chain Framework

Xiang Li, Zhenyu Li, Chen Shi et al.

The task of financial analysis primarily encompasses two key areas: stock trend prediction and the corresponding financial question answering. Currently, machine learning and deep learning algorithms (ML&DL) have been widely applied for stock trend predictions, leading to significant progress. However, these methods fail to provide reasons for predictions, lacking interpretability and reasoning processes. Also, they can not integrate textual information such as financial news or reports. Meanwhile, large language models (LLMs) have remarkable textual understanding and generation ability. But due to the scarcity of financial training datasets and limited integration with real-time knowledge, LLMs still suffer from hallucinations and are unable to keep up with the latest information. To tackle these challenges, we first release AlphaFin datasets, combining traditional research datasets, real-time financial data, and handwritten chain-of-thought (CoT) data. It has a positive impact on training LLMs for completing financial analysis. We then use AlphaFin datasets to benchmark a state-of-the-art method, called Stock-Chain, for effectively tackling the financial analysis task, which integrates retrieval-augmented generation (RAG) techniques. Extensive experiments are conducted to demonstrate the effectiveness of our framework on financial analysis.