Clustering and attention model based for Intelligent Trading

The foreign exchange market has taken an important role in the global financial market. While foreign exchange trading brings high-yield opportunities to investors, it also brings certain risks. Since the establishment of the foreign exchange market in the 20th century, foreign exchange rate forecasting has become a hot issue studied by scholars from all over the world. Due to the complexity and number of factors affecting the foreign exchange market, technical analysis cannot respond to administrative intervention or unexpected events. Our team chose several pairs of foreign currency historical data and derived technical indicators from 2005 to 2021 as the dataset and established different machine learning models for event-driven price prediction for oversold scenario.

AirRL: A Reinforcement Learning Approach to Urban Air Quality Inference

Urban air pollution has become a major environmental problem that threatens public health. It has become increasingly important to infer fine-grained urban air quality based on existing monitoring stations. One of the challenges is how to effectively select some relevant stations for air quality inference. In this paper, we propose a novel model based on reinforcement learning for urban air quality inference. The model consists of two modules: a station selector and an air quality regressor. The station selector dynamically selects the most relevant monitoring stations when inferring air quality. The air quality regressor takes in the selected stations and makes air quality inference with deep neural network. We conduct experiments on a real-world air quality dataset and our approach achieves the highest performance compared with several popular solutions, and the experiments show significant effectiveness of proposed model in tackling problems of air quality inference.

A Joint Model for Aspect-Category Sentiment Analysis with Contextualized Aspect Embedding

Aspect-category sentiment analysis (ACSA) aims to identify all the aspect categories mentioned in the text and their corresponding sentiment polarities. Some joint models have been proposed to address this task. However, these joint models do not solve the following two problems well: mismatching between the aspect categories and the sentiment words, and data deficiency of some aspect categories. To solve them, we propose a novel joint model which contains a contextualized aspect embedding layer and a shared sentiment prediction layer. The contextualized aspect embedding layer extracts the aspect category related information, which is used to generate aspect-specific representations for sentiment classification like traditional context-independent aspect embedding (CIAE) and is therefore called contextualized aspect embedding (CAE). The CAE can mitigate the mismatching problem because it is semantically more related to sentiment words than CIAE. The shared sentiment prediction layer transfers sentiment knowledge between aspect categories and alleviates the problem caused by data deficiency. Experiments conducted on SemEval 2016 Datasets show that our proposed model achieves state-of-the-art performance.