Shuqi Li

Shuqi Li, Yuebo Sun, Yuxin Lin et al.

There are two issues in news-driven multi-stock movement prediction tasks that are not well solved in the existing works. On the one hand, "relation discovery" is a pivotal part when leveraging the price information of other stocks to achieve accurate stock movement prediction. Given that stock relations are often unidirectional, such as the "supplier-consumer" relationship, causal relations are more appropriate to capture the impact between stocks. On the other hand, there is substantial noise existing in the news data leading to extracting effective information with difficulty. With these two issues in mind, we propose a novel framework called CausalStock for news-driven multi-stock movement prediction, which discovers the temporal causal relations between stocks. We design a lag-dependent temporal causal discovery mechanism to model the temporal causal graph distribution. Then a Functional Causal Model is employed to encapsulate the discovered causal relations and predict the stock movements. Additionally, we propose a Denoised News Encoder by taking advantage of the excellent text evaluation ability of large language models (LLMs) to extract useful information from massive news data. The experiment results show that CausalStock outperforms the strong baselines for both news-driven multi-stock movement prediction and multi-stock movement prediction tasks on six real-world datasets collected from the US, China, Japan, and UK markets. Moreover, getting benefit from the causal relations, CausalStock could offer a clear prediction mechanism with good explainability.

Hanyu Zhang, Boyu Qiu, Yuhao Feng et al.

Large language models (LLMs) have demonstrated strong capabilities in language understanding, generation, and reasoning, yet their potential in finance remains underexplored due to the complexity and specialization of financial knowledge. In this work, we report the development of the Baichuan4-Finance series, including a comprehensive suite of foundational Baichuan4-Finance-Base and an aligned language model Baichuan4-Finance, which are built upon Baichuan4-Turbo base model and tailored for finance domain. Firstly, we have dedicated significant effort to building a detailed pipeline for improving data quality. Moreover, in the continual pre-training phase, we propose a novel domain self-constraint training strategy, which enables Baichuan4-Finance-Base to acquire financial knowledge without losing general capabilities. After Supervised Fine-tuning and Reinforcement Learning from Human Feedback and AI Feedback, the chat model Baichuan4-Finance is able to tackle various financial certification questions and real-world scenario applications. We evaluate Baichuan4-Finance on many widely used general datasets and two holistic financial benchmarks. The evaluation results show that Baichuan4-Finance-Base surpasses almost all competitive baselines on financial tasks by significant margins without sacrificing performance on general LLM benchmarks. At the same time, Baichuan4-Finance demonstrates even more impressive performance on financial application scenarios, showcasing its potential to foster community innovation in the financial LLM field.

Shuqi Li, Shufang Xie, Hongda Sun et al.

Traditional drug discovery processes are both time-consuming and require extensive professional expertise. With the accumulation of drug-target interaction (DTI) data from experimental studies, leveraging modern machine-learning techniques to discern patterns between drugs and target proteins has become increasingly feasible. In this paper, we introduce the Multi-channel Interaction Network (MIN), a novel framework designed to predict DTIs through two primary components: a representation learning module and a multi-channel interaction module. The representation learning module features a C-Score Predictor-assisted screening mechanism, which selects critical residues to enhance prediction accuracy and reduce noise. The multi-channel interaction module incorporates a structure-agnostic channel, a structure-aware channel, and an extended-mixture channel, facilitating the identification of interaction patterns at various levels for optimal complementarity. Additionally, contrastive learning is utilized to harmonize the representations of diverse data types. Our experimental evaluations on public datasets demonstrate that MIN surpasses other strong DTI prediction methods. Furthermore, the case study reveals a high overlap between the residues selected by the C-Score Predictor and those in actual binding pockets, underscoring MIN's explainability capability. These findings affirm that MIN is not only a potent tool for DTI prediction but also offers fresh insights into the prediction of protein binding sites.