BitAbuse: A Dataset of Visually Perturbed Texts for Defending Phishing Attacks

Phishing often targets victims through visually perturbed texts to bypass security systems. The noise contained in these texts functions as an adversarial attack, designed to deceive language models and hinder their ability to accurately interpret the content. However, since it is difficult to obtain sufficient phishing cases, previous studies have used synthetic datasets that do not contain real-world cases. In this study, we propose the BitAbuse dataset, which includes real-world phishing cases, to address the limitations of previous research. Our dataset comprises a total of 325,580 visually perturbed texts. The dataset inputs are drawn from the raw corpus, consisting of visually perturbed sentences and sentences generated through an artificial perturbation process. Each input sentence is labeled with its corresponding ground truth, representing the restored, non-perturbed version. Language models trained on our proposed dataset demonstrated significantly better performance compared to previous methods, achieving an accuracy of approximately 96%. Our analysis revealed a significant gap between real-world and synthetic examples, underscoring the value of our dataset for building reliable pre-trained models for restoration tasks. We release the BitAbuse dataset, which includes real-world phishing cases annotated with visual perturbations, to support future research in adversarial attack defense.

Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization

This paper addresses the critical disconnect between prediction and decision quality in portfolio optimization by integrating Large Language Models (LLMs) with decision-focused learning. We demonstrate both theoretically and empirically that minimizing the prediction error alone leads to suboptimal portfolio decisions. We aim to exploit the representational power of LLMs for investment decisions. An attention mechanism processes asset relationships, temporal dependencies, and macro variables, which are then directly integrated into a portfolio optimization layer. This enables the model to capture complex market dynamics and align predictions with the decision objectives. Extensive experiments on S\&P100 and DOW30 datasets show that our model consistently outperforms state-of-the-art deep learning models. In addition, gradient-based analyses show that our model prioritizes the assets most crucial to decision making, thus mitigating the effects of prediction errors on portfolio performance. These findings underscore the value of integrating decision objectives into predictions for more robust and context-aware portfolio management.

Geodesic Flow Kernels for Semi-Supervised Learning on Mixed-Variable Tabular Dataset

Tabular data poses unique challenges due to its heterogeneous nature, combining both continuous and categorical variables. Existing approaches often struggle to effectively capture the underlying structure and relationships within such data. We propose GFTab (Geodesic Flow Kernels for Semi- Supervised Learning on Mixed-Variable Tabular Dataset), a semi-supervised framework specifically designed for tabular datasets. GFTab incorporates three key innovations: 1) Variable-specific corruption methods tailored to the distinct properties of continuous and categorical variables, 2) A Geodesic flow kernel based similarity measure to capture geometric changes between corrupted inputs, and 3) Tree-based embedding to leverage hierarchical relationships from available labeled data. To rigorously evaluate GFTab, we curate a comprehensive set of 21 tabular datasets spanning various domains, sizes, and variable compositions. Our experimental results show that GFTab outperforms existing ML/DL models across many of these datasets, particularly in settings with limited labeled data.

Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization

Markowitz laid the foundation of portfolio theory through the mean-variance optimization (MVO) framework. However, the effectiveness of MVO is contingent on the precise estimation of expected returns, variances, and covariances of asset returns, which are typically uncertain. Machine learning models are becoming useful in estimating uncertain parameters, and such models are trained to minimize prediction errors, such as mean squared errors (MSE), which treat prediction errors uniformly across assets. Recent studies have pointed out that this approach would lead to suboptimal decisions and proposed Decision-Focused Learning (DFL) as a solution, integrating prediction and optimization to improve decision-making outcomes. While studies have shown DFL's potential to enhance portfolio performance, the detailed mechanisms of how DFL modifies prediction models for MVO remain unexplored. This study aims to investigate how DFL adjusts stock return prediction models to optimize decisions in MVO, addressing the question: "MSE treats the errors of all assets equally, but how does DFL reduce errors of different assets differently?" Answering this will provide crucial insights into optimal stock return prediction for constructing efficient portfolios.

Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management

In the era of rapid globalization and digitalization, accurate identification of similar stocks has become increasingly challenging due to the non-stationary nature of financial markets and the ambiguity in conventional regional and sector classifications. To address these challenges, we examine SimStock, a novel temporal self-supervised learning framework that combines techniques from self-supervised learning (SSL) and temporal domain generalization to learn robust and informative representations of financial time series data. The primary focus of our study is to understand the similarities between stocks from a broader perspective, considering the complex dynamics of the global financial landscape. We conduct extensive experiments on four real-world datasets with thousands of stocks and demonstrate the effectiveness of SimStock in finding similar stocks, outperforming existing methods. The practical utility of SimStock is showcased through its application to various investment strategies, such as pairs trading, index tracking, and portfolio optimization, where it leads to superior performance compared to conventional methods. Our findings empirically examine the potential of data-driven approach to enhance investment decision-making and risk management practices by leveraging the power of temporal self-supervised learning in the face of the ever-changing global financial landscape.

LP-3DGS: Learning to Prune 3D Gaussian Splatting

Recently, 3D Gaussian Splatting (3DGS) has become one of the mainstream methodologies for novel view synthesis (NVS) due to its high quality and fast rendering speed. However, as a point-based scene representation, 3DGS potentially generates a large number of Gaussians to fit the scene, leading to high memory usage. Improvements that have been proposed require either an empirical and preset pruning ratio or importance score threshold to prune the point cloud. Such hyperparamter requires multiple rounds of training to optimize and achieve the maximum pruning ratio, while maintaining the rendering quality for each scene. In this work, we propose learning-to-prune 3DGS (LP-3DGS), where a trainable binary mask is applied to the importance score that can find optimal pruning ratio automatically. Instead of using the traditional straight-through estimator (STE) method to approximate the binary mask gradient, we redesign the masking function to leverage the Gumbel-Sigmoid method, making it differentiable and compatible with the existing training process of 3DGS. Extensive experiments have shown that LP-3DGS consistently produces a good balance that is both efficient and high quality.

SafeguardGS: 3D Gaussian Primitive Pruning While Avoiding Catastrophic Scene Destruction

3D Gaussian Splatting (3DGS) has made a significant stride in novel view synthesis, demonstrating top-notch rendering quality while achieving real-time rendering speed. However, the excessively large number of Gaussian primitives resulting from 3DGS' suboptimal densification process poses a major challenge, slowing down frame-per-second (FPS) and demanding considerable memory cost, making it unfavorable for low-end devices. To cope with this issue, many follow-up studies have suggested various pruning techniques, often in combination with different score functions, to optimize rendering performance. Nonetheless, a comprehensive discussion regarding their effectiveness and implications across all techniques is missing. In this paper, we first categorize 3DGS pruning techniques into two types: Cross-view pruning and pixel-wise pruning, which differ in their approaches to rank primitives. Our subsequent experiments reveal that while cross-view pruning leads to disastrous quality drops under extreme Gaussian primitives decimation, the pixel-wise pruning technique not only sustains relatively high rendering quality with minuscule performance degradation but also provides a reasonable minimum boundary for pruning. Building on this observation, we further propose multiple variations of score functions and empirically discover that the color-weighted score function outperforms others for discriminating insignificant primitives for rendering. We believe our research provides valuable insights for optimizing 3DGS pruning strategies for future works.

A Recommender System for NFT Collectibles with Item Feature

Recommender systems have been actively studied and applied in various domains to deal with information overload. Although there are numerous studies on recommender systems for movies, music, and e-commerce, comparatively less attention has been paid to the recommender system for NFTs despite the continuous growth of the NFT market. This paper presents a recommender system for NFTs that utilizes a variety of data sources, from NFT transaction records to external item features, to generate precise recommendations that cater to individual preferences. We develop a data-efficient graph-based recommender system to efficiently capture the complex relationship between each item and users and generate node(item) embeddings which incorporate both node feature information and graph structure. Furthermore, we exploit inputs beyond user-item interactions, such as image feature, text feature, and price feature. Numerical experiments verify the performance of the graph-based recommender system improves significantly after utilizing all types of item features as side information, thereby outperforming all other baselines.

Temporal Graph Networks for Graph Anomaly Detection in Financial Networks

This paper explores the utilization of Temporal Graph Networks (TGN) for financial anomaly detection, a pressing need in the era of fintech and digitized financial transactions. We present a comprehensive framework that leverages TGN, capable of capturing dynamic changes in edges within financial networks, for fraud detection. Our study compares TGN's performance against static Graph Neural Network (GNN) baselines, as well as cutting-edge hypergraph neural network baselines using DGraph dataset for a realistic financial context. Our results demonstrate that TGN significantly outperforms other models in terms of AUC metrics. This superior performance underlines TGN's potential as an effective tool for detecting financial fraud, showcasing its ability to adapt to the dynamic and complex nature of modern financial systems. We also experimented with various graph embedding modules within the TGN framework and compared the effectiveness of each module. In conclusion, we demonstrated that, even with variations within TGN, it is possible to achieve good performance in the anomaly detection task.

A Temporal Graph Network Framework for Dynamic Recommendation

Recommender systems, crucial for user engagement on platforms like e-commerce and streaming services, often lag behind users' evolving preferences due to static data reliance. After Temporal Graph Networks (TGNs) were proposed, various studies have shown that TGN can significantly improve situations where the features of nodes and edges dynamically change over time. However, despite its promising capabilities, it has not been directly applied in recommender systems to date. Our study bridges this gap by directly implementing Temporal Graph Networks (TGN) in recommender systems, a first in this field. Using real-world datasets and a range of graph and history embedding methods, we show TGN's adaptability, confirming its effectiveness in dynamic recommendation scenarios.