12 accepted papers
Heterogeneous Information Networks (HINs) provide a powerful framework for modeling multi-typed entities and relations, typically defined under a fixed schema. Yet, most research assumes this structure is given, overlooking the fact that alternative designs can emphasize different aspects of the dat…
Graph pooling has gained significant progress in recent years as an effective solution for graph-level property classification tasks. With the emergence of research on Heterogeneous Information Networks (HINs), this paper argues that graph-level datasets for graph classification should be treated as
As online ecosystems grow increasingly complex, personalized recommendation systems must integrate user preferences across heterogeneous content sources and interaction scenarios. However, conventional methods typically model each source and scenario in isolation, hindering their ability to capture
Sequential recommendation in e-commerce utilizes users' anonymous browsing histories to personalize product suggestions without relying on private information. Existing item ID-based methods and multimodal models often overlook the temporal alignment of modalities like textual descriptions, visual c…
Graph Neural Networks (GNNs) frequently face class imbalance issues, especially in heterogeneous graphs. Existing GNNs often assume balanced class sizes, which isn’t true in many cases. Applying them directly to imbalanced data can lead to sub-optimal performance. Traditional oversampling methods, w…
Push notifications efficiently deliver real-time messages, boosting user engagement and website traffic. However, users often passively receive notifications without active interaction in recommendation contexts. Consequently, for precise recommendations, Click-Through Rate (CTR) prediction for push…
In this paper, we address the challenge of discovering financial signals in narrative financial reports. As these documents are often lengthy and tend to blend routine information with new information, it is challenging for professionals to discern critical financial signals. To this end, we leverag…
One of the essential parts of drug discovery and design is the prediction of drug-target affinity (DTA). Researchers have proposed computational approaches for predicting DTA to circumvent the more expensive in vivo and in vitro tests. More recent approaches employed deep network architectures to ob…
Graph neural networks are a promising deep learning method that can apply graph structures to various tasks. In real-world scenarios, we often have heterogeneous graphs, wherein different node and edge types capture complex interactions between nodes. High-dimensional node features provide rich info…
This paper introduces a novel high performing multimodal deep learning architecture(Trans-DiCE) for stock movement prediction utilizing financial indicators and news data. Our multimodal architecture uses dilated causal convolutions and Transformer blocks for feature extraction from both data source…
The purpose of this research is to develop a high performing model for stock movement prediction utilizing financial indicators and news data. Until recently, the majority of prediction models have employed only the financial indicators, but they possess the risk of missing unconventional agitators…
Deep learning models have been shown to be capable of extracting high-level representations from the increasing amount of customer-level data generated via fast-growing financial activities. In financial data, dynamic features that evolve with time are commonly observed. However, such time dependenc…