Hongfei Yan

Zeya Zhang, Weizheng Chen, Hongfei Yan

This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news and bad news. Then we propose an optimization method and calculate the positive polar of all words. After that, we construct the features of news based on the positive polar of their words. In consideration of sequential stock prices and continuous news effects, we propose a recurrent neural network model to help predict stock prices. Compared to SVM classifier with price features, we find our proposed method has an over 5% improvement on stock prediction accuracy in experiments.

Wayne Xin Zhao, Xudong Zhang, Daniel Lemire et al.

Compression algorithms are important for data oriented tasks, especially in the era of Big Data. Modern processors equipped with powerful SIMD instruction sets, provide us an opportunity for achieving better compression performance. Previous research has shown that SIMD-based optimizations can multiply decoding speeds. Following these pioneering studies, we propose a general approach to accelerate compression algorithms. By instantiating the approach, we have developed several novel integer compression algorithms, called Group-Simple, Group-Scheme, Group-AFOR, and Group-PFD, and implemented their corresponding vectorized versions. We evaluate the proposed algorithms on two public TREC datasets, a Wikipedia dataset and a Twitter dataset. With competitive compression ratios and encoding speeds, our SIMD-based algorithms outperform state-of-the-art non-vectorized algorithms with respect to decoding speeds.