Jingyuan Wang

Jiawei Cheng, Jingyuan Wang, Yichuan Zhang et al.

POI representation learning plays a crucial role in handling tasks related to user mobility data. Recent studies have shown that enriching POI representations with multimodal information can significantly enhance their task performance. Previously, the textual information incorporated into POI representations typically involved only POI categories or check-in content, leading to relatively weak textual features in existing methods. In contrast, large language models (LLMs) trained on extensive text data have been found to possess rich textual knowledge. However leveraging such knowledge to enhance POI representation learning presents two key challenges: first, how to extract POI-related knowledge from LLMs effectively, and second, how to integrate the extracted information to enhance POI representations. To address these challenges, we propose POI-Enhancer, a portable framework that leverages LLMs to improve POI representations produced by classic POI learning models. We first design three specialized prompts to extract semantic information from LLMs efficiently. Then, the Dual Feature Alignment module enhances the quality of the extracted information, while the Semantic Feature Fusion module preserves its integrity. The Cross Attention Fusion module then fully adaptively integrates such high-quality information into POI representations and Multi-View Contrastive Learning further injects human-understandable semantic information into these representations. Extensive experiments on three real-world datasets demonstrate the effectiveness of our framework, showing significant improvements across all baseline representations.

Zhongyuan Wu, Jingyuan Wang, Zexuan Cheng et al.

Anomaly detection (AD) is a fundamental task of critical importance across numerous domains. Current systems increasingly operate in rapidly evolving environments that generate diverse yet interconnected data modalities -- such as time series, system logs, and tabular records -- as exemplified by modern IT systems. Effective AD methods in such environments must therefore possess two critical capabilities: (1) the ability to handle heterogeneous data formats within a unified framework, allowing the model to process and detect multiple modalities in a consistent manner during anomalous events; (2) a strong generalization ability to quickly adapt to new scenarios without extensive retraining. However, most existing methods fall short of these requirements, as they typically focus on single modalities and lack the flexibility to generalize across domains. To address this gap, we introduce a novel paradigm: In-Context Anomaly Detection (ICAD), where anomalies are defined by their dissimilarity to a relevant reference set of normal samples. Under this paradigm, we propose ICAD-LLM, a unified AD framework leveraging Large Language Models' in-context learning abilities to process heterogeneous data within a single model. Extensive experiments demonstrate that ICAD-LLM achieves competitive performance with task-specific AD methods and exhibits strong generalization to previously unseen tasks, which substantially reduces deployment costs and enables rapid adaptation to new environments. To the best of our knowledge, ICAD-LLM is the first model capable of handling anomaly detection tasks across diverse domains and modalities.

Lin William Cong, Ke Tang, Jingyuan Wang et al.

We predict asset returns and measure risk premia using a prominent technique from artificial intelligence -- deep sequence modeling. Because asset returns often exhibit sequential dependence that may not be effectively captured by conventional time series models, sequence modeling offers a promising path with its data-driven approach and superior performance. In this paper, we first overview the development of deep sequence models, introduce their applications in asset pricing, and discuss their advantages and limitations. We then perform a comparative analysis of these methods using data on U.S. equities. We demonstrate how sequence modeling benefits investors in general through incorporating complex historical path dependence, and that Long- and Short-term Memory (LSTM) based models tend to have the best out-of-sample performance.