Wentao Xu

Wentao Xu, Wenlu Fan, Yuqi Zhu et al.

Large Language Models (LLMs) demonstrate remarkable capabilities in text generation, yet their emotional consistency and semantic coherence in social media contexts remain insufficiently understood. This study investigates how LLMs handle emotional content and maintain semantic relationships through continuation and response tasks using three open-source models: Gemma, Llama3 and Llama3.3 and one commercial Model:Claude. By analyzing climate change discussions from Twitter and Reddit, we examine emotional transitions, intensity patterns, and semantic consistency between human-authored and LLM-generated content. Our findings reveal that while both models maintain high semantic coherence, they exhibit distinct emotional patterns: these models show a strong tendency to moderate negative emotions. When the input text carries negative emotions such as anger, disgust, fear, or sadness, LLM tends to generate content with more neutral emotions, or even convert them into positive emotions such as joy or surprise. At the same time, we compared the LLM-generated content with human-authored content. The four models systematically generated responses with reduced emotional intensity and showed a preference for neutral rational emotions in the response task. In addition, these models all maintained a high semantic similarity with the original text, although their performance in the continuation task and the response task was different. These findings provide deep insights into the emotion and semantic processing capabilities of LLM, which are of great significance for its deployment in social media environments and human-computer interaction design.

Wentao Xu, Shun Zheng, Liang He et al.

In recent years, knowledge graph embedding becomes a pretty hot research topic of artificial intelligence and plays increasingly vital roles in various downstream applications, such as recommendation and question answering. However, existing methods for knowledge graph embedding can not make a proper trade-off between the model complexity and the model expressiveness, which makes them still far from satisfactory. To mitigate this problem, we propose a lightweight modeling framework that can achieve highly competitive relational expressiveness without increasing the model complexity. Our framework focuses on the design of scoring functions and highlights two critical characteristics: 1) facilitating sufficient feature interactions; 2) preserving both symmetry and antisymmetry properties of relations. It is noteworthy that owing to the general and elegant design of scoring functions, our framework can incorporate many famous existing methods as special cases. Moreover, extensive experiments on public benchmarks demonstrate the efficiency and effectiveness of our framework. Source codes and data can be found at \url{https://github.com/Wentao-Xu/SEEK}.

Wentao Xu, Weiqing Liu, Lewen Wang et al.

Stock trend forecasting, which forecasts stock prices' future trends, plays an essential role in investment. The stocks in a market can share information so that their stock prices are highly correlated. Several methods were recently proposed to mine the shared information through stock concepts (e.g., technology, Internet Retail) extracted from the Web to improve the forecasting results. However, previous work assumes the connections between stocks and concepts are stationary, and neglects the dynamic relevance between stocks and concepts, limiting the forecasting results. Moreover, existing methods overlook the invaluable shared information carried by hidden concepts, which measure stocks' commonness beyond the manually defined stock concepts. To overcome the shortcomings of previous work, we proposed a novel stock trend forecasting framework that can adequately mine the concept-oriented shared information from predefined concepts and hidden concepts. The proposed framework simultaneously utilize the stock's shared information and individual information to improve the stock trend forecasting performance. Experimental results on the real-world tasks demonstrate the efficiency of our framework on stock trend forecasting. The investment simulation shows that our framework can achieve a higher investment return than the baselines.

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.

Wentao Xu, Weiqing Liu, Chang Xu et al.

Stock trend forecasting, aiming at predicting the stock future trends, is crucial for investors to seek maximized profits from the stock market. Many event-driven methods utilized the events extracted from news, social media, and discussion board to forecast the stock trend in recent years. However, existing event-driven methods have two main shortcomings: 1) overlooking the influence of event information differentiated by the stock-dependent properties; 2) neglecting the effect of event information from other related stocks. In this paper, we propose a relational event-driven stock trend forecasting (REST) framework, which can address the shortcoming of existing methods. To remedy the first shortcoming, we propose to model the stock context and learn the effect of event information on the stocks under different contexts. To address the second shortcoming, we construct a stock graph and design a new propagation layer to propagate the effect of event information from related stocks. The experimental studies on the real-world data demonstrate the efficiency of our REST framework. The results of investment simulation show that our framework can achieve a higher return of investment than baselines.