16 accepted papers
Few-shot graph learning remains a fundamental yet challenging problem, especially under heterophilic graph settings where connected nodes are likely to belong to different classes. In such scenarios, two key challenges arise: (1) unreliable or noisy graph structures that hinder effective message pas
Dataset distillation (DD) compresses large datasets into smaller ones while preserving the performance of models trained on them. Although DD is often assumed to enhance data privacy by aggregating over individual examples, recent studies reveal that standard DD can still leak sensitive information
The wide spreading of Internet of Things (IoT) sensors generates vast spatio-temporal data streams, but ensuring data credibility is a critical yet unsolved challenge for applications like smart homes. While spatio-temporal graph (STG) models are a leading paradigm for such data, they often fall sho
Federated learning (FL) enables collaborative model training across distributed nodes without exposing raw data, but its decentralized nature makes it vulnerable in trust-deficient environments. Inference attacks may recover sensitive information from gradient updates, while poisoning attacks can de
Large language models (LLMs) have demonstrated impressive performance in text generation tasks; however, their embedding spaces often suffer from the isotropy problem, resulting in poor discrimination of domain-specific terminology, particularly in legal and financial contexts. This weakness in term
Missing values in multivariate time series data present significant challenges to effective analysis. Existing methods for multivariate time series analysis either ignore missing data, sacrificing performance, or follow the impute-then-analyze paradigm, which suffers from redundant training and erro
The widespread presence of incomplete modalities in multimodal data poses a significant challenge to achieving accurate rumor detection. Existing multimodal rumor detection methods primarily focus on learning joint modality representations from complete multimodal training data, rendering them ineff
Stock movement prediction serves an important role in quantitative trading. Despite advances in existing models that enhance stock movement prediction by incorporating stock relations, these prediction models face two limitations, i.e., constructing either insufficient or static stock relations, whi…
Large language model-based explainable recommendation (LLM-based ER) systems can provide remarkable human-like explanations and have widely received attention from researchers. However, the original LLM-based ER systems face three low-quality problems in their generated explanations, i.e., lack of p…
In financial scenarios, influenced by common factors such as global macroeconomic and sector-specific factors, stocks exhibit varying degrees of correlations with each other, which is essential in risk-averse portfolio allocation. Because the real risk matrix is unobservable, the covariance-based co…
Positive Unlabeled (PU) learning, which has a wide range of applications, is becoming increasingly prevalent. However, it suffers from problems such as data imbalance, selection bias, and prior agnostic in real scenarios. Existing studies focus on addressing part of these problems, which fail to pro…
News-driven quantitative trading (NQT) has been popularly studied in recent years. Most existing NQT methods are performed in a two-step paradigm, i.e., first analyzing markets by a financial prediction task and then making trading decisions, which is doomed to failure due to the nearly futile finan…
In this paper, we study a new kind of portfolio problem, named trading point aware portfolio optimization (TPPO), which aims to obtain excess intraday profit by deciding the portfolio weights and their trading points simultaneously based on microscopic information. However, a strategy for the TPPO p…
The ever-increasing data scale of user-item interactions makes it challenging for an effective and efficient recommender system. Recently, hash-based collaborative filtering (Hash-CF) approaches employ efficient Hamming distance of learned binary representations of users and items to accelerate reco…
CVaR-sensitive online portfolio selection (CS-OLPS) becomes increasingly important for investors because of its effectiveness to minimize conditional value at risk (CVaR) and control extreme losses. However, the non-stationary nature of financial markets makes it very difficult to address the CS-OLP…
Online portfolio selection (OLPS) is a fundamental and challenging problem in financial engineering, which faces two practical constraints during the real trading, i.e., cardinality constraint and non-zero transaction costs. In order to achieve greater feasibility in financial markets, in this paper…