arXiv subjects

Min Peng

Publications and source records attributed to Min Peng.

51 records · Page 3Linked to original sources

arXiv2024

Pre-trained Language Model with Prompts for Temporal Knowledge Graph Completion

Temporal Knowledge graph completion (TKGC) is a crucial task that involves reasoning at known timestamps to complete the missing part of facts and has attracted more and more attention in recent years. Most existing methods focus on learning representations based on graph neural networks while inaccurately extracting information from timestamps and insufficiently utilizing the implied information in relations. To address these problems, we propose a novel TKGC model, namely Pre-trained Language Model with Prompts for TKGC (PPT). We convert a series of sampled quadruples into pre-trained language model inputs and convert intervals between timestamps into different prompts to make coherent sentences with implicit semantic information. We train our model with a masking strategy to convert TKGC task into a masked token prediction task, which can leverage the semantic information in pre-trained language models. Experiments on three benchmark datasets and extensive analysis demonstrate that our model has great competitiveness compared to other models with four metrics. Our model can effectively incorporate information from temporal knowledge graphs into the language models.

cs.CL↗

arXiv2024

Dólares or Dollars? Unraveling the Bilingual Prowess of Financial LLMs Between Spanish and English

Despite Spanish's pivotal role in the global finance industry, a pronounced gap exists in Spanish financial natural language processing (NLP) and application studies compared to English, especially in the era of large language models (LLMs). To bridge this gap, we unveil Toisón de Oro, the first bilingual framework that establishes instruction datasets, finetuned LLMs, and evaluation benchmark for financial LLMs in Spanish joint with English. We construct a rigorously curated bilingual instruction dataset including over 144K Spanish and English samples from 15 datasets covering 7 tasks. Harnessing this, we introduce FinMA-ES, an LLM designed for bilingual financial applications. We evaluate our model and existing LLMs using FLARE-ES, the first comprehensive bilingual evaluation benchmark with 21 datasets covering 9 tasks. The FLARE-ES benchmark results reveal a significant multilingual performance gap and bias in existing LLMs. FinMA-ES models surpass SOTA LLMs such as GPT-4 in Spanish financial tasks, due to strategic instruction tuning and leveraging data from diverse linguistic resources, highlighting the positive impact of cross-linguistic transfer. All our datasets, models, and benchmarks have been released.

cs.CL↗

arXiv2023

PIXIU: A Large Language Model, Instruction Data and Evaluation Benchmark for Finance

Although large language models (LLMs) has shown great performance on natural language processing (NLP) in the financial domain, there are no publicly available financial tailtored LLMs, instruction tuning datasets, and evaluation benchmarks, which is critical for continually pushing forward the open-source development of financial artificial intelligence (AI). This paper introduces PIXIU, a comprehensive framework including the first financial LLM based on fine-tuning LLaMA with instruction data, the first instruction data with 136K data samples to support the fine-tuning, and an evaluation benchmark with 5 tasks and 9 datasets. We first construct the large-scale multi-task instruction data considering a variety of financial tasks, financial document types, and financial data modalities. We then propose a financial LLM called FinMA by fine-tuning LLaMA with the constructed dataset to be able to follow instructions for various financial tasks. To support the evaluation of financial LLMs, we propose a standardized benchmark that covers a set of critical financial tasks, including five financial NLP tasks and one financial prediction task. With this benchmark, we conduct a detailed analysis of FinMA and several existing LLMs, uncovering their strengths and weaknesses in handling critical financial tasks. The model, datasets, benchmark, and experimental results are open-sourced to facilitate future research in financial AI.

cs.CL↗

arXiv2023

The Wall Street Neophyte: A Zero-Shot Analysis of ChatGPT Over MultiModal Stock Movement Prediction Challenges

Recently, large language models (LLMs) like ChatGPT have demonstrated remarkable performance across a variety of natural language processing tasks. However, their effectiveness in the financial domain, specifically in predicting stock market movements, remains to be explored. In this paper, we conduct an extensive zero-shot analysis of ChatGPT's capabilities in multimodal stock movement prediction, on three tweets and historical stock price datasets. Our findings indicate that ChatGPT is a "Wall Street Neophyte" with limited success in predicting stock movements, as it underperforms not only state-of-the-art methods but also traditional methods like linear regression using price features. Despite the potential of Chain-of-Thought prompting strategies and the inclusion of tweets, ChatGPT's performance remains subpar. Furthermore, we observe limitations in its explainability and stability, suggesting the need for more specialized training or fine-tuning. This research provides insights into ChatGPT's capabilities and serves as a foundation for future work aimed at improving financial market analysis and prediction by leveraging social media sentiment and historical stock data.

cs.CL↗

arXiv2023

Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning

Although pair trading is the simplest hedging strategy for an investor to eliminate market risk, it is still a great challenge for reinforcement learning (RL) methods to perform pair trading as human expertise. It requires RL methods to make thousands of correct actions that nevertheless have no obvious relations to the overall trading profit, and to reason over infinite states of the time-varying market most of which have never appeared in history. However, existing RL methods ignore the temporal connections between asset price movements and the risk of the performed trading. These lead to frequent tradings with high transaction costs and potential losses, which barely reach the human expertise level of trading. Therefore, we introduce CREDIT, a risk-aware agent capable of learning to exploit long-term trading opportunities in pair trading similar to a human expert. CREDIT is the first to apply bidirectional GRU along with the temporal attention mechanism to fully consider the temporal correlations embedded in the states, which allows CREDIT to capture long-term patterns of the price movements of two assets to earn higher profit. We also design the risk-aware reward inspired by the economic theory, that models both the profit and risk of the tradings during the trading period. It helps our agent to master pair trading with a robust trading preference that avoids risky trading with possible high returns and losses. Experiments show that it outperforms existing reinforcement learning methods in pair trading and achieves a significant profit over five years of U.S. stock data.

q-fin.CP↗

arXiv2023

Efficient End-to-End Video Question Answering with Pyramidal Multimodal Transformer

This paper presents a new method for end-to-end Video Question Answering (VideoQA), aside from the current popularity of using large-scale pre-training with huge feature extractors. We achieve this with a pyramidal multimodal transformer (PMT) model, which simply incorporates a learnable word embedding layer, a few convolutional and transformer layers. We use the anisotropic pyramid to fulfill video-language interactions across different spatio-temporal scales. In addition to the canonical pyramid, which includes both bottom-up and top-down pathways with lateral connections, novel strategies are proposed to decompose the visual feature stream into spatial and temporal sub-streams at different scales and implement their interactions with the linguistic semantics while preserving the integrity of local and global semantics. We demonstrate better or on-par performances with high computational efficiency against state-of-the-art methods on five VideoQA benchmarks. Our ablation study shows the scalability of our model that achieves competitive results for text-to-video retrieval by leveraging feature extractors with reusable pre-trained weights, and also the effectiveness of the pyramid.

cs.CV↗

arXiv2023

Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning

Pair trading is one of the most effective statistical arbitrage strategies which seeks a neutral profit by hedging a pair of selected assets. Existing methods generally decompose the task into two separate steps: pair selection and trading. However, the decoupling of two closely related subtasks can block information propagation and lead to limited overall performance. For pair selection, ignoring the trading performance results in the wrong assets being selected with irrelevant price movements, while the agent trained for trading can overfit to the selected assets without any historical information of other assets. To address it, in this paper, we propose a paradigm for automatic pair trading as a unified task rather than a two-step pipeline. We design a hierarchical reinforcement learning framework to jointly learn and optimize two subtasks. A high-level policy would select two assets from all possible combinations and a low-level policy would then perform a series of trading actions. Experimental results on real-world stock data demonstrate the effectiveness of our method on pair trading compared with both existing pair selection and trading methods.

q-fin.CP↗

arXiv2022

Multilevel Hierarchical Network with Multiscale Sampling for Video Question Answering

Video question answering (VideoQA) is challenging given its multimodal combination of visual understanding and natural language processing. While most existing approaches ignore the visual appearance-motion information at different temporal scales, it is unknown how to incorporate the multilevel processing capacity of a deep learning model with such multiscale information. Targeting these issues, this paper proposes a novel Multilevel Hierarchical Network (MHN) with multiscale sampling for VideoQA. MHN comprises two modules, namely Recurrent Multimodal Interaction (RMI) and Parallel Visual Reasoning (PVR). With a multiscale sampling, RMI iterates the interaction of appearance-motion information at each scale and the question embeddings to build the multilevel question-guided visual representations. Thereon, with a shared transformer encoder, PVR infers the visual cues at each level in parallel to fit with answering different question types that may rely on the visual information at relevant levels. Through extensive experiments on three VideoQA datasets, we demonstrate improved performances than previous state-of-the-arts and justify the effectiveness of each part of our method.

cs.CV↗

arXiv2021

Temporal Pyramid Transformer with Multimodal Interaction for Video Question Answering

Video question answering (VideoQA) is challenging given its multimodal combination of visual understanding and natural language understanding. While existing approaches seldom leverage the appearance-motion information in the video at multiple temporal scales, the interaction between the question and the visual information for textual semantics extraction is frequently ignored. Targeting these issues, this paper proposes a novel Temporal Pyramid Transformer (TPT) model with multimodal interaction for VideoQA. The TPT model comprises two modules, namely Question-specific Transformer (QT) and Visual Inference (VI). Given the temporal pyramid constructed from a video, QT builds the question semantics from the coarse-to-fine multimodal co-occurrence between each word and the visual content. Under the guidance of such question-specific semantics, VI infers the visual clues from the local-to-global multi-level interactions between the question and the video. Within each module, we introduce a multimodal attention mechanism to aid the extraction of question-video interactions, with residual connections adopted for the information passing across different levels. Through extensive experiments on three VideoQA datasets, we demonstrate better performances of the proposed method in comparison with the state-of-the-arts.

cs.CV↗

arXiv2021

Recognizing Micro-Expression in Video Clip with Adaptive Key-Frame Mining

As a spontaneous expression of emotion on face, micro-expression reveals the underlying emotion that cannot be controlled by human. In micro-expression, facial movement is transient and sparsely localized through time. However, the existing representation based on various deep learning techniques learned from a full video clip is usually redundant. In addition, methods utilizing the single apex frame of each video clip require expert annotations and sacrifice the temporal dynamics. To simultaneously localize and recognize such fleeting facial movements, we propose a novel end-to-end deep learning architecture, referred to as adaptive key-frame mining network (AKMNet). Operating on the video clip of micro-expression, AKMNet is able to learn discriminative spatio-temporal representation by combining spatial features of self-learned local key frames and their global-temporal dynamics. Theoretical analysis and empirical evaluation show that the proposed approach improved recognition accuracy in comparison with state-of-the-art methods on multiple benchmark datasets.

cs.CV↗

arXiv2021

Mention-centered Graph Neural Network for Document-level Relation Extraction

Document-level relation extraction aims to discover relations between entities across a whole document. How to build the dependency of entities from different sentences in a document remains to be a great challenge. Current approaches either leverage syntactic trees to construct document-level graphs or aggregate inference information from different sentences. In this paper, we build cross-sentence dependencies by inferring compositional relations between inter-sentence mentions. Adopting aggressive linking strategy, intermediate relations are reasoned on the document-level graphs by mention convolution. We further notice the generalization problem of NA instances, which is caused by incomplete annotation and worsened by fully-connected mention pairs. An improved ranking loss is proposed to attend this problem. Experiments show the connections between different mentions are crucial to document-level relation extraction, which enables the model to extract more meaningful higher-level compositional relations.

cs.CL↗

arXiv2020

RDSGAN: Rank-based Distant Supervision Relation Extraction with Generative Adversarial Framework

Distant supervision has been widely used for relation extraction but suffers from noise labeling problem. Neural network models are proposed to denoise with attention mechanism but cannot eliminate noisy data due to its non-zero weights. Hard decision is proposed to remove wrongly-labeled instances from the positive set though causes loss of useful information contained in removed instances. In this paper, we propose a novel generative neural framework named RDSGAN (Rank-based Distant Supervision GAN) which automatically generates valid instances for distant supervision relation extraction. Our framework combines soft attention and hard decision to learn the distribution of true positive instances via adversarial training and selects valid instances conforming to the distribution via rank-based distant supervision, which addresses the false positive problem. Experimental results show the superiority of our framework over strong baselines.

cs.CL↗

arXiv2019

Micro-Attention for Micro-Expression recognition

Micro-expression, for its high objectivity in emotion detection, has emerged to be a promising modality in affective computing. Recently, deep learning methods have been successfully introduced into the micro-expression recognition area. Whilst the higher recognition accuracy achieved, substantial challenges in micro-expression recognition remain. The existence of micro expression in small-local areas on face and limited size of available databases still constrain the recognition accuracy on such emotional facial behavior. In this work, to tackle such challenges, we propose a novel attention mechanism called micro-attention cooperating with residual network. Micro-attention enables the network to learn to focus on facial areas of interest covering different action units. Moreover, coping with small datasets, the micro-attention is designed without adding noticeable parameters while a simple yet efficient transfer learning approach is together utilized to alleviate the overfitting risk. With extensive experimental evaluations on three benchmarks (CASMEII, SAMM and SMIC) and post-hoc feature visualizations, we demonstrate the effectiveness of the proposed micro-attention and push the boundary of automatic recognition of micro-expression.

cs.CV↗

arXiv2019

A Novel Apex-Time Network for Cross-Dataset Micro-Expression Recognition

The automatic recognition of micro-expression has been boosted ever since the successful introduction of deep learning approaches. As researchers working on such topics are moving to learn from the nature of micro-expression, the practice of using deep learning techniques has evolved from processing the entire video clip of micro-expression to the recognition on apex frame. Using the apex frame is able to get rid of redundant video frames, but the relevant temporal evidence of micro-expression would be thereby left out. This paper proposes a novel Apex-Time Network (ATNet) to recognize micro-expression based on spatial information from the apex frame as well as on temporal information from the respective-adjacent frames. Through extensive experiments on three benchmarks, we demonstrate the improvement achieved by learning such temporal information. Specially, the model with such temporal information is more robust in cross-dataset validations.

cs.CV↗

arXiv2019

Learning Bodily and Temporal Attention in Protective Movement Behavior Detection

For people with chronic pain, the assessment of protective behavior during physical functioning is essential to understand their subjective pain-related experiences (e.g., fear and anxiety toward pain and injury) and how they deal with such experiences (avoidance or reliance on specific body joints), with the ultimate goal of guiding intervention. Advances in deep learning (DL) can enable the development of such intervention. Using the EmoPain MoCap dataset, we investigate how attention-based DL architectures can be used to improve the detection of protective behavior by capturing the most informative temporal and body configurational cues characterizing specific movements and the strategies used to perform them. We propose an end-to-end deep learning architecture named BodyAttentionNet (BANet). BANet is designed to learn temporal and bodily parts that are more informative to the detection of protective behavior. The approach addresses the variety of ways people execute a movement (including healthy people) independently of the type of movement analyzed. Through extensive comparison experiments with other state-of-the-art machine learning techniques used with motion capture data, we show statistically significant improvements achieved by using these attention mechanisms. In addition, the BANet architecture requires a much lower number of parameters than the state of the art for comparable if not higher performances.

cs.LG↗