Auto-Tables: Synthesizing Multi-Step Transformations to Relationalize Tables without Using ExamplesPeng Li, Yeye He, Cong Yan et al.
Relational tables, where each row corresponds to an entity and each column corresponds to an attribute, have been the standard for tables in relational databases. However, such a standard cannot be taken for granted when dealing with tables "in the wild". Our survey of real spreadsheet-tables and web-tables shows that over 30% of such tables do not conform to the relational standard, for which complex table-restructuring transformations are needed before these tables can be queried easily using SQL-based analytics tools. Unfortunately, the required transformations are non-trivial to program, which has become a substantial pain point for technical and non-technical users alike, as evidenced by large numbers of forum questions in places like StackOverflow and Excel/Power-BI/Tableau forums. We develop an Auto-Tables system that can automatically synthesize pipelines with multi-step transformations (in Python or other languages), to transform non-relational tables into standard relational forms for downstream analytics, obviating the need for users to manually program transformations. We compile an extensive benchmark for this new task, by collecting 244 real test cases from user spreadsheets and online forums. Our evaluation suggests that Auto-Tables can successfully synthesize transformations for over 70% of test cases at interactive speeds, without requiring any input from users, making this an effective tool for both technical and non-technical users to prepare data for analytics.
1.2STJun 25, 2022
Predicting Stock Price Movement after Disclosure of Corporate Annual Reports: A Case Study of 2021 China CSI 300 StocksFengyu Han, Yue Wang
In the current stock market, computer science and technology are more and more widely used to analyse stocks. Not same as most related machine learning stock price prediction work, this work study the predicting the tendency of the stock price on the second day right after the disclosure of the companies' annual reports. We use a variety of different models, including decision tree, logistic regression, random forest, neural network, prototypical networks. We use two sets of financial indicators (key and expanded) to conduct experiments, these financial indicators are obtained from the EastMoney website disclosed by companies, and finally we find that these models are not well behaved to predict the tendency. In addition, we also filter stocks with ROE greater than 0.15 and net cash ratio greater than 0.9. We conclude that according to the financial indicators based on the just-released annual report of the company, the predictability of the stock price movement on the second day after disclosure is weak, with maximum accuracy about 59.6% and maximum precision about 0.56 on our test set by the random forest classifier, and the stock filtering does not improve the performance. And random forests perform best in general among all these models which conforms to some work's findings.
2.3DBDec 11, 2021
Auto-Tag: Tagging-Data-By-Example in Data LakesYeye He, Jie Song, Yue Wang et al.
As data lakes become increasingly popular in large enterprises today, there is a growing need to tag or classify data assets (e.g., files and databases) in data lakes with additional metadata (e.g., semantic column-types), as the inferred metadata can enable a range of downstream applications like data governance (e.g., GDPR compliance), and dataset search. Given the sheer size of today's enterprise data lakes with petabytes of data and millions of data assets, it is imperative that data assets can be ``auto-tagged'', using lightweight inference algorithms and minimal user input. In this work, we develop Auto-Tag, a corpus-driven approach that automates data-tagging of \textit{custom} data types in enterprise data lakes. Using Auto-Tag, users only need to provide \textit{one} example column to demonstrate the desired data-type to tag. Leveraging an index structure built offline using a lightweight scan of the data lake, which is analogous to pre-training in machine learning, Auto-Tag can infer suitable data patterns to best ``describe'' the underlying ``domain'' of the given column at an interactive speed, which can then be used to tag additional data of the same ``type'' in data lakes. The Auto-Tag approach can adapt to custom data-types, and is shown to be both accurate and efficient. Part of Auto-Tag ships as a ``custom-classification'' feature in a cloud-based data governance and catalog solution \textit{Azure Purview}.