Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications

With the development of the financial industry, credit default prediction, as an important task in financial risk management, has received increasing attention. Traditional credit default prediction methods mostly rely on machine learning models, such as decision trees and random forests, but these methods have certain limitations in processing complex data and capturing potential risk patterns. To this end, this paper proposes a deep learning model based on the combination of convolutional neural networks (CNN) and Transformer for credit user default prediction. The model combines the advantages of CNN in local feature extraction with the ability of Transformer in global dependency modeling, effectively improving the accuracy and robustness of credit default prediction. Through experiments on public credit default datasets, the results show that the CNN+Transformer model outperforms traditional machine learning models, such as random forests and XGBoost, in multiple evaluation indicators such as accuracy, AUC, and KS value, demonstrating its powerful ability in complex financial data modeling. Further experimental analysis shows that appropriate optimizer selection and learning rate adjustment play a vital role in improving model performance. In addition, the ablation experiment of the model verifies the advantages of the combination of CNN and Transformer and proves the complementarity of the two in credit default prediction. This study provides a new idea for credit default prediction and provides strong support for risk assessment and intelligent decision-making in the financial field. Future research can further improve the prediction effect and generalization ability by introducing more unstructured data and improving the model architecture.

EnvGS: Modeling View-Dependent Appearance with Environment Gaussian

Reconstructing complex reflections in real-world scenes from 2D images is essential for achieving photorealistic novel view synthesis. Existing methods that utilize environment maps to model reflections from distant lighting often struggle with high-frequency reflection details and fail to account for near-field reflections. In this work, we introduce EnvGS, a novel approach that employs a set of Gaussian primitives as an explicit 3D representation for capturing reflections of environments. These environment Gaussian primitives are incorporated with base Gaussian primitives to model the appearance of the whole scene. To efficiently render these environment Gaussian primitives, we developed a ray-tracing-based renderer that leverages the GPU's RT core for fast rendering. This allows us to jointly optimize our model for high-quality reconstruction while maintaining real-time rendering speeds. Results from multiple real-world and synthetic datasets demonstrate that our method produces significantly more detailed reflections, achieving the best rendering quality in real-time novel view synthesis.

StreetCrafter: Street View Synthesis with Controllable Video Diffusion Models

This paper aims to tackle the problem of photorealistic view synthesis from vehicle sensor data. Recent advancements in neural scene representation have achieved notable success in rendering high-quality autonomous driving scenes, but the performance significantly degrades as the viewpoint deviates from the training trajectory. To mitigate this problem, we introduce StreetCrafter, a novel controllable video diffusion model that utilizes LiDAR point cloud renderings as pixel-level conditions, which fully exploits the generative prior for novel view synthesis, while preserving precise camera control. Moreover, the utilization of pixel-level LiDAR conditions allows us to make accurate pixel-level edits to target scenes. In addition, the generative prior of StreetCrafter can be effectively incorporated into dynamic scene representations to achieve real-time rendering. Experiments on Waymo Open Dataset and PandaSet demonstrate that our model enables flexible control over viewpoint changes, enlarging the view synthesis regions for satisfying rendering, which outperforms existing methods.

Representing Long Volumetric Video with Temporal Gaussian Hierarchy

This paper aims to address the challenge of reconstructing long volumetric videos from multi-view RGB videos. Recent dynamic view synthesis methods leverage powerful 4D representations, like feature grids or point cloud sequences, to achieve high-quality rendering results. However, they are typically limited to short (1~2s) video clips and often suffer from large memory footprints when dealing with longer videos. To solve this issue, we propose a novel 4D representation, named Temporal Gaussian Hierarchy, to compactly model long volumetric videos. Our key observation is that there are generally various degrees of temporal redundancy in dynamic scenes, which consist of areas changing at different speeds. Motivated by this, our approach builds a multi-level hierarchy of 4D Gaussian primitives, where each level separately describes scene regions with different degrees of content change, and adaptively shares Gaussian primitives to represent unchanged scene content over different temporal segments, thus effectively reducing the number of Gaussian primitives. In addition, the tree-like structure of the Gaussian hierarchy allows us to efficiently represent the scene at a particular moment with a subset of Gaussian primitives, leading to nearly constant GPU memory usage during the training or rendering regardless of the video length. Extensive experimental results demonstrate the superiority of our method over alternative methods in terms of training cost, rendering speed, and storage usage. To our knowledge, this work is the first approach capable of efficiently handling minutes of volumetric video data while maintaining state-of-the-art rendering quality. Our project page is available at: https://zju3dv.github.io/longvolcap.

Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models

This paper aims to study the prediction of the bank stability index based on the Time Series Transformer model. The bank stability index is an important indicator to measure the health status and risk resistance of financial institutions. Traditional prediction methods are difficult to adapt to complex market changes because they rely on single-dimensional macroeconomic data. This paper proposes a prediction framework based on the Time Series Transformer, which uses the self-attention mechanism of the model to capture the complex temporal dependencies and nonlinear relationships in financial data. Through experiments, we compare the model with LSTM, GRU, CNN, TCN and RNN-Transformer models. The experimental results show that the Time Series Transformer model outperforms other models in both mean square error (MSE) and mean absolute error (MAE) evaluation indicators, showing strong prediction ability. This shows that the Time Series Transformer model can better handle multidimensional time series data in bank stability prediction, providing new technical approaches and solutions for financial risk management.

Usefulness of LLMs as an Author Checklist Assistant for Scientific Papers: NeurIPS'24 Experiment

Large language models (LLMs) represent a promising, but controversial, tool in aiding scientific peer review. This study evaluates the usefulness of LLMs in a conference setting as a tool for vetting paper submissions against submission standards. We conduct an experiment at the 2024 Neural Information Processing Systems (NeurIPS) conference, where 234 papers were voluntarily submitted to an "LLM-based Checklist Assistant." This assistant validates whether papers adhere to the author checklist used by NeurIPS, which includes questions to ensure compliance with research and manuscript preparation standards. Evaluation of the assistant by NeurIPS paper authors suggests that the LLM-based assistant was generally helpful in verifying checklist completion. In post-usage surveys, over 70% of authors found the assistant useful, and 70% indicate that they would revise their papers or checklist responses based on its feedback. While causal attribution to the assistant is not definitive, qualitative evidence suggests that the LLM contributed to improving some submissions. Survey responses and analysis of re-submissions indicate that authors made substantive revisions to their submissions in response to specific feedback from the LLM. The experiment also highlights common issues with LLMs: inaccuracy (20/52) and excessive strictness (14/52) were the most frequent issues flagged by authors. We also conduct experiments to understand potential gaming of the system, which reveal that the assistant could be manipulated to enhance scores through fabricated justifications, highlighting potential vulnerabilities of automated review tools.

Predicting Liquidity Coverage Ratio with Gated Recurrent Units: A Deep Learning Model for Risk Management

With the global economic integration and the high interconnection of financial markets, financial institutions are facing unprecedented challenges, especially liquidity risk. This paper proposes a liquidity coverage ratio (LCR) prediction model based on the gated recurrent unit (GRU) network to help financial institutions manage their liquidity risk more effectively. By utilizing the GRU network in deep learning technology, the model can automatically learn complex patterns from historical data and accurately predict LCR for a period of time in the future. The experimental results show that compared with traditional methods, the GRU model proposed in this study shows significant advantages in mean absolute error (MAE), proving its higher accuracy and robustness. This not only provides financial institutions with a more reliable liquidity risk management tool but also provides support for regulators to formulate more scientific and reasonable policies, which helps to improve the stability of the entire financial system.

Spatial-Aware Efficient Projector for MLLMs via Multi-Layer Feature Aggregation

The projector plays a crucial role in multi-modal language models (MLLMs). The number of visual tokens it outputs affects the efficiency of the MLLM, while the quality of the visual tokens influences the visual understanding capabilities of the MLLM. Current explorations on the projector focus on reducing the number of visual tokens to improve efficiency, often overlooking the inherent spatial discrepancy between the serialized 2-dimensional visual token sequences and natural language token sequences. A Spatial-Aware Efficient Projector (SAEP) is proposed to address this issue. In detail, our SAEP method employs an modified separable depthwise convolution module on multi-layer visual features to enhance the spatial information of visual tokens. As a result, our SAEP method can not only largely reduce the number of visual tokens by 75\%, but also significantly improve the multimodal spatial understanding capability of MLLMs. Moreover, compared to existing projectors, our SAEP gets best performances on massive multimodal evaluation benchmarks, which denotes its effectiveness on bridging the modality gap.

Applying Hybrid Graph Neural Networks to Strengthen Credit Risk Analysis

This paper presents a novel approach to credit risk prediction by employing Graph Convolutional Neural Networks (GCNNs) to assess the creditworthiness of borrowers. Leveraging the power of big data and artificial intelligence, the proposed method addresses the challenges faced by traditional credit risk assessment models, particularly in handling imbalanced datasets and extracting meaningful features from complex relationships. The paper begins by transforming raw borrower data into graph-structured data, where borrowers and their relationships are represented as nodes and edges, respectively. A classic subgraph convolutional model is then applied to extract local features, followed by the introduction of a hybrid GCNN model that integrates both local and global convolutional operators to capture a comprehensive representation of node features. The hybrid model incorporates an attention mechanism to adaptively select features, mitigating issues of over-smoothing and insufficient feature consideration. The study demonstrates the potential of GCNNs in improving the accuracy of credit risk prediction, offering a robust solution for financial institutions seeking to enhance their lending decision-making processes.

Deep State-Space Generative Model For Correlated Time-to-Event Predictions

Capturing the inter-dependencies among multiple types of clinically-critical events is critical not only to accurate future event prediction, but also to better treatment planning. In this work, we propose a deep latent state-space generative model to capture the interactions among different types of correlated clinical events (e.g., kidney failure, mortality) by explicitly modeling the temporal dynamics of patients' latent states. Based on these learned patient states, we further develop a new general discrete-time formulation of the hazard rate function to estimate the survival distribution of patients with significantly improved accuracy. Extensive evaluations over real EMR data show that our proposed model compares favorably to various state-of-the-art baselines. Furthermore, our method also uncovers meaningful insights about the latent correlations among mortality and different types of organ failures.