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This paper explores the intersection of Natural Language Processing (NLP) and financial analysis, focusing on the impact of sentiment analysis in stock price prediction. We employ BERTopic, an advanced NLP technique, to analyze the sentiment of topics derived from stock market comments. Our methodology integrates this sentiment analysis with various deep learning models, renowned for their effectiveness in time series and stock prediction tasks. Through comprehensive experiments, we demonstrate that incorporating topic sentiment notably enhances the performance of these models. The results indicate that topics in stock market comments provide implicit, valuable insights into stock market volatility and price trends. This study contributes to the field by showcasing the potential of NLP in enriching financial analysis and opens up avenues for further research into real-time sentiment analysis and the exploration of emotional and contextual aspects of market sentiment. The integration of advanced NLP techniques like BERTopic with traditional financial analysis methods marks a step forward in developing more sophisticated tools for understanding and predicting market behaviors.

This study presents an innovative approach to portfolio optimization by integrating Transformer models with Generative Adversarial Networks (GANs) within the Black-Litterman (BL) framework. Capitalizing on Transformers' ability to discern long-range dependencies and GANs' proficiency in generating accurate predictive models, our method enhances the generation of refined predictive views for BL portfolio allocations. This fusion of our model with BL's structured method for merging objective views with market equilibrium offers a potent tool for modern portfolio management, outperforming traditional forecasting methods. Our integrated approach not only demonstrates the potential to improve investment decision-making but also contributes a new approach to capture the complexities of financial markets for robust portfolio optimization.

As IoT devices become widely, it is crucial to protect them from malicious intrusions. However, the data scarcity of IoT limits the applicability of traditional intrusion detection methods, which are highly data-dependent. To address this, in this paper we propose the Open-Set Dandelion Network (OSDN) based on unsupervised heterogeneous domain adaptation in an open-set manner. The OSDN model performs intrusion knowledge transfer from the knowledge-rich source network intrusion domain to facilitate more accurate intrusion detection for the data-scarce target IoT intrusion domain. Under the open-set setting, it can also detect newly-emerged target domain intrusions that are not observed in the source domain. To achieve this, the OSDN model forms the source domain into a dandelion-like feature space in which each intrusion category is compactly grouped and different intrusion categories are separated, i.e., simultaneously emphasising inter-category separability and intra-category compactness. The dandelion-based target membership mechanism then forms the target dandelion. Then, the dandelion angular separation mechanism achieves better inter-category separability, and the dandelion embedding alignment mechanism further aligns both dandelions in a finer manner. To promote intra-category compactness, the discriminating sampled dandelion mechanism is used. Assisted by the intrusion classifier trained using both known and generated unknown intrusion knowledge, a semantic dandelion correction mechanism emphasises easily-confused categories and guides better inter-category separability. Holistically, these mechanisms form the OSDN model that effectively performs intrusion knowledge transfer to benefit IoT intrusion detection. Comprehensive experiments on several intrusion datasets verify the effectiveness of the OSDN model, outperforming three state-of-the-art baseline methods by 16.9%., Comment: Accepted by ACM Transactions on Internet Technology

The financial sector's adoption of technology-driven data analysis has enhanced operational efficiency and revenue generation by leveraging personal sensitive data. However, the inherent characteristics of blockchain hinder decentralized finance (DeFi) from accessing necessary sensitive user data. To address this challenge, we introduce a protocol that both safeguards user privacy and ensures data availability through the incorporation of homomorphic encryption and zero-knowledge-proof techniques in blockchain technology. This novel protocol helps mitigate privacy risks caused by sensitive data leaks while improving the capital efficiency of the DeFi market. Furthermore, we explore the applicability of these privacy-preserving methods in on-chain ecosystems and cross-border financial applications. Our solution contributes to secure, user-centric solutions for DeFi while upholding principles of decentralization and privacy protection.