Searcharxiv⌕ Search

arXiv subjects

Zhi Zheng

Publications and source records attributed to Zhi Zheng.

94 records · Page 6Linked to original sources

Drug Package Recommendation via Interaction-aware Graph Induction

Recent years have witnessed the rapid accumulation of massive electronic medical records (EMRs), which highly support the intelligent medical services such as drug recommendation. However, prior arts mainly follow the traditional recommendation strategies like collaborative filtering, which usually treat individual drugs as mutually independent, while the latent interactions among drugs, e.g., synergistic or antagonistic effect, have been largely ignored. To that end, in this paper, we target at developing a new paradigm for drug package recommendation with considering the interaction effect within drugs, in which the interaction effects could be affected by patient conditions. Specifically, we first design a pre-training method based on neural collaborative filtering to get the initial embedding of patients and drugs. Then, the drug interaction graph will be initialized based on medical records and domain knowledge. Along this line, we propose a new Drug Package Recommendation (DPR) framework with two variants, respectively DPR on Weighted Graph (DPR-WG) and DPR on Attributed Graph (DPR-AG) to solve the problem, in which each the interactions will be described as signed weights or attribute vectors. In detail, a mask layer is utilized to capture the impact of patient condition, and graph neural networks (GNNs) are leveraged for the final graph induction task to embed the package. Extensive experiments on a real-world data set from a first-rate hospital demonstrate the effectiveness of our DPR framework compared with several competitive baseline methods, and further support the heuristic study for the drug package generation task with adequate performance.

cs.IR↗

BERT-QE: Contextualized Query Expansion for Document Re-ranking

Query expansion aims to mitigate the mismatch between the language used in a query and in a document. However, query expansion methods can suffer from introducing non-relevant information when expanding the query. To bridge this gap, inspired by recent advances in applying contextualized models like BERT to the document retrieval task, this paper proposes a novel query expansion model that leverages the strength of the BERT model to select relevant document chunks for expansion. In evaluation on the standard TREC Robust04 and GOV2 test collections, the proposed BERT-QE model significantly outperforms BERT-Large models.

cs.IR↗

Stochastic Stefan Problems Driven By Standard Brownian Sheets

In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number of stochastic equations of this kind. Moreover we also derive the space and time regularities of the solutions and the associated boundaries via Kolmogorov's Continuity Theorem in an appropriately defined normed space. The paper first conveys our previous results where randomness is smoothly correlated in space and Brownian in time, then introduces a new methodology that enables us to prove the existence and uniqueness of the solution to the standard heat equation driven by a space-time Brownian sheet as well as its boundary regularity, and finally extends it to the stochastic moving boundary partial PDE's driven by the same type of randomness.

math.PR↗

A Model of Market Limit Orders By Stochastic PDE's, Parameter Estimation, and Investment Optimization

In this paper we introduce a completely continuous and time-variate model of the evolution of market limit orders based on the existence, uniqueness, and regularity of the solutions to a type of stochastic partial differential equations obtained in Zheng and Sowers (2012). In contrary to several models proposed and researched in literature, this model provides complete continuity in both time and price inherited from the stochastic PDE, and thus is particularly suitable for the cases where transactions happen in an extremely fast pace, such as those delivered by high frequency traders (HFT's). We first elaborate the precise definition of the model with its associated parameters, and show its existence and uniqueness from the related mathematical results given a fixed set of parameters. Then we statistically derive parameter estimation schemes of the model using maximum likelihood and least mean-square-errors estimation methods under certain criteria such as AIC to accommodate to variant number of parameters . Finally as a typical economics and finance use case of the model we settle the investment optimization problem in both static and dynamic sense by analysing the stochastic (Itô) evolution of the utility function of an investor or trader who takes the model and its parameters as exogenous. Two theorems are proved which provide criteria for determining the best (limit) price and time point to make the transaction.

q-fin.TR↗