Search Results for author: Yada Zhu

Found 9 papers, 2 papers with code

Multi-Domain Transformer-Based Counterfactual Augmentation for Earnings Call Analysis

no code implementations2 Dec 2021 Zixuan Yuan, Yada Zhu, Wei zhang, Ziming Huang, Guangnan Ye, Hui Xiong

Earnings call (EC), as a periodic teleconference of a publicly-traded company, has been extensively studied as an essential market indicator because of its high analytical value in corporate fundamentals.

Data Augmentation

On Sample Based Explanation Methods for NLP: Faithfulness, Efficiency and Semantic Evaluation

no code implementations ACL 2021 Wei zhang, Ziming Huang, Yada Zhu, Guangnan Ye, Xiaodong Cui, Fan Zhang

In the recent advances of natural language processing, the scale of the state-of-the-art models and datasets is usually extensive, which challenges the application of sample-based explanation methods in many aspects, such as explanation interpretability, efficiency, and faithfulness.

On Sample Based Explanation Methods for NLP:Efficiency, Faithfulness, and Semantic Evaluation

no code implementations9 Jun 2021 Wei zhang, Ziming Huang, Yada Zhu, Guangnan Ye, Xiaodong Cui, Fan Zhang

In the recent advances of natural language processing, the scale of the state-of-the-art models and datasets is usually extensive, which challenges the application of sample-based explanation methods in many aspects, such as explanation interpretability, efficiency, and faithfulness.

Heterogeneous Contrastive Learning

no code implementations19 May 2021 Lecheng Zheng, Yada Zhu, Jingrui He, JinJun Xiong

With the advent of big data across multiple high-impact applications, we are often facing the challenge of complex heterogeneity.

Contrastive Learning

Network of Tensor Time Series

1 code implementation15 Feb 2021 Baoyu Jing, Hanghang Tong, Yada Zhu

We propose a novel model called Network of Tensor Time Series, which is comprised of two modules, including Tensor Graph Convolutional Network (TGCN) and Tensor Recurrent Neural Network (TRNN).

Tensor Decomposition Time Series

Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States

1 code implementation9 Feb 2020 Yunan Ye, Hengzhi Pei, Boxin Wang, Pin-Yu Chen, Yada Zhu, Jun Xiao, Bo Li

Our framework aims to address two unique challenges in financial PM: (1) data heterogeneity -- the collected information for each asset is usually diverse, noisy and imbalanced (e. g., news articles); and (2) environment uncertainty -- the financial market is versatile and non-stationary.

reinforcement-learning

Task-Based Learning via Task-Oriented Prediction Network with Applications in Finance

no code implementations17 Oct 2019 Di Chen, Yada Zhu, Xiaodong Cui, Carla P. Gomes

Real-world applications often involve domain-specific and task-based performance objectives that are not captured by the standard machine learning losses, but are critical for decision making.

Decision Making

PAGAN: Portfolio Analysis with Generative Adversarial Networks

no code implementations19 Sep 2019 Giovanni Mariani, Yada Zhu, Jianbo Li, Florian Scheidegger, Roxana Istrate, Costas Bekas, A. Cristiano I. Malossi

Sound financial theories demonstrate that in an efficient marketplace all information available today, including expectations on future events, are represented in today prices whereas future price trend is driven by the uncertainty.

Computational Finance Statistical Finance

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