arXiv subjects

Shaoze Cui

Publications and source records attributed to Shaoze Cui.

4 recordsLinked to original sources

arXiv2025

Dynamic stacking ensemble learning with investor knowledge representations for stock market index prediction based on multi-source financial data

The patterns of different financial data sources vary substantially, and accordingly, investors exhibit heterogeneous cognition behavior in information processing. To capture different patterns, we propose a novel approach called the two-stage dynamic stacking ensemble model based on investor knowledge representations, which aims to effectively extract and integrate the features from multi-source financial data. In the first stage, we identify different financial data property from global stock market indices, industrial indices, and financial news based on the perspective of investors. And then, we design appropriate neural network architectures tailored to these properties to generate effective feature representations. Based on learned feature representations, we design multiple meta-classifiers and dynamically select the optimal one for each time window, enabling the model to effectively capture and learn the distinct patterns that emerge across different temporal periods. To evaluate the performance of the proposed model, we apply it to predicting the daily movement of Shanghai Securities Composite index, SZSE Component index and Growth Enterprise index in Chinese stock market. The experimental results demonstrate the effectiveness of our model in improving the prediction performance. In terms of accuracy metric, our approach outperforms the best competing models by 1.42%, 7.94%, and 7.73% on the SSEC, SZEC, and GEI indices, respectively. In addition, we design a trading strategy based on the proposed model. The economic results show that compared to the competing trading strategies, our strategy delivers a superior performance in terms of the accumulated return and Sharpe ratio.

cs.CE↗

arXiv2025

Textual semantics and machine learning methods for data product pricing

Reasonable pricing of data products enables data trading platforms to maximize revenue and foster the growth of the data trading market. The textual semantics of data products are vital for pricing and contain significant value that remains largely underexplored. Therefore, to investigate how textual features influence data product pricing, we employ five prevalent text representation techniques to encode the descriptive text of data products. And then, we employ six machine learning methods to predict data product prices, including linear regression, neural networks, decision trees, support vector machines, random forests, and XGBoost. Our empirical design consists of two tasks: a regression task that predicts the continuous price of data products, and a classification task that discretizes price into ordered categories. Furthermore, we conduct feature importance analysis by the mRMR feature selection method and SHAP-based interpretability techniques. Based on empirical data from the AWA Data Exchange, we find that for predicting continuous prices, Word2Vec text representations capturing semantic similarity yield superior performance. In contrast, for price-tier classification tasks, simpler representations that do not rely on semantic similarity, such as Bag-of-Words and TF-IDF, perform better. SHAP analysis reveals that semantic features related to healthcare and demographics tend to increase prices, whereas those associated with weather and environmental topics are linked to lower prices. This analytical framework significantly enhances the interpretability of pricing models.

cs.CE↗

arXiv2025

Understanding Social Support Needs in Questions: A Hybrid Approach Integrating Semi-Supervised Learning and LLM-based Data Augmentation

Patients are increasingly turning to online health Q&A communities for social support to improve their well-being. However, when this support received does not align with their specific needs, it may prove ineffective or even detrimental. This necessitates a model capable of identifying the social support needs in questions. However, training such a model is challenging due to the scarcity and class imbalance issues of labeled data. To overcome these challenges, we follow the computational design science paradigm to develop a novel framework, Hybrid Approach for SOcial Support need classification (HA-SOS). HA-SOS integrates an answer-enhanced semi-supervised learning approach, a text data augmentation technique leveraging large language models (LLMs) with reliability- and diversity-aware sample selection mechanism, and a unified training process to automatically label social support needs in questions. Extensive empirical evaluations demonstrate that HA-SOS significantly outperforms existing question classification models and alternative semi-supervised learning approaches. This research contributes to the literature on social support, question classification, semi-supervised learning, and text data augmentation. In practice, our HA-SOS framework facilitates online Q&A platform managers and answerers to better understand users' social support needs, enabling them to provide timely, personalized answers and interventions.

cs.CY↗

arXiv2022

DiCOVA-Net: Diagnosing COVID-19 using Acoustics based on Deep Residual Network for the DiCOVA Challenge 2021

In this paper, we propose a deep residual network-based method, namely the DiCOVA-Net, to identify COVID-19 infected patients based on the acoustic recording of their coughs. Since there are far more healthy people than infected patients, this classification problem faces the challenge of imbalanced data. To improve the model's ability to recognize minority class (the infected patients), we introduce data augmentation and cost-sensitive methods into our model. Besides, considering the particularity of this task, we deploy some fine-tuning techniques to adjust the pre-training ResNet50. Furthermore, to improve the model's generalizability, we use ensemble learning to integrate prediction results from multiple base classifiers generated using different random seeds. To evaluate the proposed DiCOVA-Net's performance, we conducted experiments with the DiCOVA challenge dataset. The results show that our method has achieved 85.43\% in AUC, among the top of all competing teams.

cs.SD↗