Yi Wei

Yi Wei, Xue Mei, Xin Liu et al.

Training a deep neural network heavily relies on a large amount of training data with accurate annotations. To alleviate this problem, various methods have been proposed to annotate the data automatically. However, automatically generating annotations will inevitably yields noisy labels. In this paper, we propose a Data Selection and joint Training (DST) method to automatically select training samples with accurate annotations. Specifically, DST fits a mixture model according to the original annotation as well as the predicted label for each training sample, and the mixture model is utilized to dynamically divide the training dataset into a correctly labeled dataset, a correctly predicted set and a wrong dataset. Then, DST is trained with these datasets in a supervised manner. Due to confirmation bias problem, we train the two networks alternately, and each network is tasked to establish the data division to teach another network. For each iteration, the correctly labeled and predicted labels are reweighted respectively by the probabilities from the mixture model, and a uniform distribution is used to generate the probabilities of the wrong samples. Experiments on CIFAR-10, CIFAR-100 and Clothing1M demonstrate that DST is the comparable or superior to the state-of-the-art methods.

Yi Wei

Neural networks for stock price prediction(NNSPP) have been popular for decades. However, most of its study results remain in the research paper and cannot truly play a role in the securities market. One of the main reasons leading to this situation is that the prediction error(PE) based evaluation results have statistical flaws. Its prediction results cannot represent the most critical financial direction attributes. So it cannot provide investors with convincing, interpretable, and consistent model performance evaluation results for practical applications in the securities market. To illustrate, we have used data selected from 20 stock datasets over six years from the Shanghai and Shenzhen stock market in China, and 20 stock datasets from NASDAQ and NYSE in the USA. We implement six shallow and deep neural networks to predict stock prices and use four prediction error measures for evaluation. The results show that the prediction error value only partially reflects the model accuracy of the stock price prediction, and cannot reflect the change in the direction of the model predicted stock price. This characteristic determines that PE is not suitable as an evaluation indicator of NNSPP. Otherwise, it will bring huge potential risks to investors. Therefore, this paper establishes an experiment platform to confirm that the PE method is not suitable for the NNSPP evaluation, and provides a theoretical basis for the necessity of creating a new NNSPP evaluation method in the future.