Haoyu Zhang

Haoyu Zhang, Yu Wang, Guanghao Yin et al.

Though Multimodal Sentiment Analysis (MSA) proves effective by utilizing rich information from multiple sources (e.g., language, video, and audio), the potential sentiment-irrelevant and conflicting information across modalities may hinder the performance from being further improved. To alleviate this, we present Adaptive Language-guided Multimodal Transformer (ALMT), which incorporates an Adaptive Hyper-modality Learning (AHL) module to learn an irrelevance/conflict-suppressing representation from visual and audio features under the guidance of language features at different scales. With the obtained hyper-modality representation, the model can obtain a complementary and joint representation through multimodal fusion for effective MSA. In practice, ALMT achieves state-of-the-art performance on several popular datasets (e.g., MOSI, MOSEI and CH-SIMS) and an abundance of ablation demonstrates the validity and necessity of our irrelevance/conflict suppression mechanism.

Xipei Wang, Haoyu Zhang, Yuanbo Zhang et al.

The era of information explosion had prompted the accumulation of a tremendous amount of time-series data, including stationary and non-stationary time-series data. State-of-the-art algorithms have achieved a decent performance in dealing with stationary temporal data. However, traditional algorithms that tackle stationary time-series do not apply to non-stationary series like Forex trading. This paper investigates applicable models that can improve the accuracy of forecasting future trends of non-stationary time-series sequences. In particular, we focus on identifying potential models and investigate the effects of recognizing patterns from historical data. We propose a combination of \rebuttal{the} seq2seq model based on RNN, along with an attention mechanism and an enriched set features extracted via dynamic time warping and zigzag peak valley indicators. Customized loss functions and evaluating metrics have been designed to focus more on the predicting sequence's peaks and valley points. Our results show that our model can predict 4-hour future trends with high accuracy in the Forex dataset, which is crucial in realistic scenarios to assist foreign exchange trading decision making. We further provide evaluations of the effects of various loss functions, evaluation metrics, model variants, and components on model performance.