Jiang Bian

Xianfeng Jiao, Zizhong Li, Chang Xu et al.

High-frequency quantitative investment is a crucial aspect of stock investment. Notably, order flow data plays a critical role as it provides the most detailed level of information among high-frequency trading data, including comprehensive data from the order book and transaction records at the tick level. The order flow data is extremely valuable for market analysis as it equips traders with essential insights for making informed decisions. However, extracting and effectively utilizing order flow data present challenges due to the large volume of data involved and the limitations of traditional factor mining techniques, which are primarily designed for coarser-level stock data. To address these challenges, we propose a novel framework that aims to effectively extract essential factors from order flow data for diverse downstream tasks across different granularities and scenarios. Our method consists of a Context Encoder and an Factor Extractor. The Context Encoder learns an embedding for the current order flow data segment's context by considering both the expected and actual market state. In addition, the Factor Extractor uses unsupervised learning methods to select such important signals that are most distinct from the majority within the given context. The extracted factors are then utilized for downstream tasks. In empirical studies, our proposed framework efficiently handles an entire year of stock order flow data across diverse scenarios, offering a broader range of applications compared to existing tick-level approaches that are limited to only a few days of stock data. We demonstrate that our method extracts superior factors from order flow data, enabling significant improvement for stock trend prediction and order execution tasks at the second and minute level.

Ziyi Chen, Yiyang Liu, Mattia Prosperi et al.

Objective: To characterize stigma dimensions, social, and related behavioral circumstances in people living with HIV(PLWHs) seeking care, using NLP methods applied to a large collection of EHR clinical notes from a large integrated health system in the southeast United States. Methods: We identified a cohort of PLWHs from the UF Health IDR and performed topic modeling analysis using Latent Dirichlet Allocation to uncover stigma-related dimensions and related social and behavioral contexts. Domain experts created a seed list of HIV-related stigma keywords, then applied a snowball strategy to review notes for additional terms until saturation was reached iteratively. To identify more target topics, we tested three keyword-based filtering strategies. The detected topics were evaluated using three widely used metrics and manually reviewed by specialists. In addition, we conducted word frequency analysis and topic variation analysis among subgroups to examine differences across age and sex-specific demographics. Results: We identified 9140 PLWHs at UF Health and collected 2.9 million clinical notes. Through the iterative keyword approach, we generated a list of 91 keywords associated with HIV-related stigma. Topic modeling on sentences containing at least one keyword uncovered a wide range of topic themes, such as "Mental Health Concern, Stigma", "Treatment Refusal, Isolation", and "Substance Abuse". Topic variation analysis across age subgroups revealed substantial differences. Conclusion: Extracting and understanding the HIV-related stigma and associated social and behavioral circumstances from EHR clinical notes enables scalable, time-efficient assessment and overcoming the limitations of traditional questionnaires. Findings from this research provide actionable insights to inform patient care and interventions to improve HIV-care outcomes.

Peiling Lu, Xin Xu, Chenfei Kang et al.

Generating music from text descriptions is a user-friendly mode since the text is a relatively easy interface for user engagement. While some approaches utilize texts to control music audio generation, editing musical elements in generated audio is challenging for users. In contrast, symbolic music offers ease of editing, making it more accessible for users to manipulate specific musical elements. In this paper, we propose MuseCoco, which generates symbolic music from text descriptions with musical attributes as the bridge to break down the task into text-to-attribute understanding and attribute-to-music generation stages. MuseCoCo stands for Music Composition Copilot that empowers musicians to generate music directly from given text descriptions, offering a significant improvement in efficiency compared to creating music entirely from scratch. The system has two main advantages: Firstly, it is data efficient. In the attribute-to-music generation stage, the attributes can be directly extracted from music sequences, making the model training self-supervised. In the text-to-attribute understanding stage, the text is synthesized and refined by ChatGPT based on the defined attribute templates. Secondly, the system can achieve precise control with specific attributes in text descriptions and offers multiple control options through attribute-conditioned or text-conditioned approaches. MuseCoco outperforms baseline systems in terms of musicality, controllability, and overall score by at least 1.27, 1.08, and 1.32 respectively. Besides, there is a notable enhancement of about 20% in objective control accuracy. In addition, we have developed a robust large-scale model with 1.2 billion parameters, showcasing exceptional controllability and musicality.

Wentao Xu, Weiqing Liu, Jiang Bian et al.

The multivariate time series forecasting has attracted more and more attention because of its vital role in different fields in the real world, such as finance, traffic, and weather. In recent years, many research efforts have been proposed for forecasting multivariate time series. Although some previous work considers the interdependencies among different variables in the same timestamp, existing work overlooks the inter-connections between different variables at different time stamps. In this paper, we propose a simple yet efficient instance-wise graph-based framework to utilize the inter-dependencies of different variables at different time stamps for multivariate time series forecasting. The key idea of our framework is aggregating information from the historical time series of different variables to the current time series that we need to forecast. We conduct experiments on the Traffic, Electricity, and Exchange-Rate multivariate time series datasets. The results show that our proposed model outperforms the state-of-the-art baseline methods.

Jiang Bian, Dayong Tian, Yuanyan Tang et al.

This paper comprehensively surveys the development of trajectory clustering. Considering the critical role of trajectory data mining in modern intelligent systems for surveillance security, abnormal behavior detection, crowd behavior analysis, and traffic control, trajectory clustering has attracted growing attention. Existing trajectory clustering methods can be grouped into three categories: unsupervised, supervised and semi-supervised algorithms. In spite of achieving a certain level of development, trajectory clustering is limited in its success by complex conditions such as application scenarios and data dimensions. This paper provides a holistic understanding and deep insight into trajectory clustering, and presents a comprehensive analysis of representative methods and promising future directions.