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In traditional quantitative trading practice, navigating the complicated and dynamic financial market presents a persistent challenge. Fully capturing various market variables, including long-term information, as well as essential signals that may lead to profit remains a difficult task for learning algorithms. In order to tackle this challenge, this paper introduces quantformer, an enhanced neural network architecture based on transformers, to build investment factors. By transfer learning from sentiment analysis, quantformer not only exploits its original inherent advantages in capturing long-range dependencies and modeling complex data relationships, but is also able to solve tasks with numerical inputs and accurately forecast future returns over a given period. This work collects more than 5,000,000 rolling data of 4,601 stocks in the Chinese capital market from 2010 to 2019. The results of this study demonstrated the model's superior performance in predicting stock trends compared with other 100 factor-based quantitative strategies. Notably, the model's innovative use of transformer-liked model to establish factors, in conjunction with market sentiment information, has been shown to enhance the accuracy of trading signals significantly, thereby offering promising implications for the future of quantitative trading strategies.

This comprehensive review delves into the pivotal role of prompt engineering in unleashing the capabilities of Large Language Models (LLMs). The development of Artificial Intelligence (AI), from its inception in the 1950s to the emergence of advanced neural networks and deep learning architectures, has made a breakthrough in LLMs, with models such as GPT-4o and Claude-3, and in Vision-Language Models (VLMs), with models such as CLIP and ALIGN. Prompt engineering is the process of structuring inputs, which has emerged as a crucial technique to maximize the utility and accuracy of these models. This paper explores both foundational and advanced methodologies of prompt engineering, including techniques such as self-consistency, chain-of-thought, and generated knowledge, which significantly enhance model performance. Additionally, it examines the prompt method of VLMs through innovative approaches such as Context Optimization (CoOp), Conditional Context Optimization (CoCoOp), and Multimodal Prompt Learning (MaPLe). Critical to this discussion is the aspect of AI security, particularly adversarial attacks that exploit vulnerabilities in prompt engineering. Strategies to mitigate these risks and enhance model robustness are thoroughly reviewed. The evaluation of prompt methods is also addressed, through both subjective and objective metrics, ensuring a robust analysis of their efficacy. This review also reflects the essential role of prompt engineering in advancing AI capabilities, providing a structured framework for future research and application.

This work aims to tackle a major challenge in offline Inverse Reinforcement Learning (IRL), namely the reward extrapolation error, where the learned reward function may fail to explain the task correctly and misguide the agent in unseen environments due to the intrinsic covariate shift. Leveraging both expert data and lower-quality diverse data, we devise a principled algorithm (namely CLARE) that solves offline IRL efficiently via integrating "conservatism" into a learned reward function and utilizing an estimated dynamics model. Our theoretical analysis provides an upper bound on the return gap between the learned policy and the expert policy, based on which we characterize the impact of covariate shift by examining subtle two-tier tradeoffs between the exploitation (on both expert and diverse data) and exploration (on the estimated dynamics model). We show that CLARE can provably alleviate the reward extrapolation error by striking the right exploitation-exploration balance therein. Extensive experiments corroborate the significant performance gains of CLARE over existing state-of-the-art algorithms on MuJoCo continuous control tasks (especially with a small offline dataset), and the learned reward is highly instructive for further learning.

Many real-world ubiquitous applications, such as parking recommendations and air pollution monitoring, benefit significantly from accurate long-term spatio-temporal forecasting (LSTF). LSTF makes use of long-term dependency between spatial and temporal domains, contextual information, and inherent pattern in the data. Recent studies have revealed the potential of multi-graph neural networks (MGNNs) to improve prediction performance. However, existing MGNN methods cannot be directly applied to LSTF due to several issues: the low level of generality, insufficient use of contextual information, and the imbalanced graph fusion approach. To address these issues, we construct new graph models to represent the contextual information of each node and the long-term spatio-temporal data dependency structure. To fuse the information across multiple graphs, we propose a new dynamic multi-graph fusion module to characterize the correlations of nodes within a graph and the nodes across graphs via the spatial attention and graph attention mechanisms. Furthermore, we introduce a trainable weight tensor to indicate the importance of each node in different graphs. Extensive experiments on two large-scale datasets demonstrate that our proposed approaches significantly improve the performance of existing graph neural network models in LSTF prediction tasks., Comment: Accepted by the 31st International Joint Conference on Artificial Intelligence and the 25th European Conference on Artificial Intelligence (IJCAI-ECAI 2022)

Learning generative models is challenging for a network edge node with limited data and computing power. Since tasks in similar environments share model similarity, it is plausible to leverage pre-trained generative models from the cloud or other edge nodes. Appealing to optimal transport theory tailored towards Wasserstein-1 generative adversarial networks (WGAN), this study aims to develop a framework which systematically optimizes continual learning of generative models using local data at the edge node while exploiting adaptive coalescence of pre-trained generative models. Specifically, by treating the knowledge transfer from other nodes as Wasserstein balls centered around their pre-trained models, continual learning of generative models is cast as a constrained optimization problem, which is further reduced to a Wasserstein-1 barycenter problem. A two-stage approach is devised accordingly: 1) The barycenters among the pre-trained models are computed offline, where displacement interpolation is used as the theoretic foundation for finding adaptive barycenters via a "recursive" WGAN configuration; 2) the barycenter computed offline is used as meta-model initialization for continual learning and then fast adaptation is carried out to find the generative model using the local samples at the target edge node. Finally, a weight ternarization method, based on joint optimization of weights and threshold for quantization, is developed to compress the generative model further.

The automatic identification system (AIS), an automatic vessel-tracking system, has been widely adopted to perform intelligent traffic management and collision avoidance services in maritime Internet of Things (IoT) industries. With the rapid development of maritime transportation, tremendous numbers of AIS-based vessel trajectory data have been collected, which make trajectory data compression imperative and challenging. This paper mainly focuses on the compression and visualization of large-scale vessel trajectories and their Graphics Processing Unit (GPU)-accelerated implementations. The visualization was implemented to investigate the influence of compression on vessel trajectory data quality. In particular, the Douglas-Peucker (DP) and Kernel Density Estimation (KDE) algorithms, respectively utilized for trajectory compression and visualization, were significantly accelerated through the massively parallel computation capabilities of GPU architecture. Comprehensive experiments on trajectory compression and visualization have been conducted on large-scale AIS data of recording ship movements collected from 3 different water areas, i.e., the South Channel of Yangtze River Estuary, the Chengshan Jiao Promontory, and the Zhoushan Islands. Experimental results illustrated that (1) the proposed GPU-based parallel implementation frameworks could significantly reduce the computational time for both trajectory compression and visualization; (2) the influence of compressed vessel trajectories on trajectory visualization could be negligible if the compression threshold was selected suitably; (3) the Gaussian kernel was capable of generating more appropriate KDE-based visualization performance by comparing with other seven kernel functions., Comment: 19 pages, 21 figures

In this paper, we study several microphone channel selection and weighting methods for robust automatic speech recognition (ASR) in noisy conditions. For channel selection, we investigate two methods based on the maximum likelihood (ML) criterion and minimum autoencoder reconstruction criterion, respectively. For channel weighting, we produce enhanced log Mel filterbank coefficients as a weighted sum of the coefficients of all channels. The weights of the channels are estimated by using the ML criterion with constraints. We evaluate the proposed methods on the CHiME-3 noisy ASR task. Experiments show that channel weighting significantly outperforms channel selection due to its higher flexibility. Furthermore, on real test data in which different channels have different gains of the target signal, the channel weighting method performs equally well or better than the MVDR beamforming, despite the fact that the channel weighting does not make use of the phase delay information which is normally used in beamforming.