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9th International Conference on Information Technology and Quantitative management, ITQM 2022

作者： Wang, Yunong Qu, Yi Chen, Zhensong Research Center on Fictitious Economy and Data Science Chinese Academy of Sciences Beijing100190 China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy of Sciences Beijing100190 China School of Management and Engineering Capital University of Economics and Business Beijing100070 China

Precise prediction of stock prices leads to more profits and more effective risk prevention, which is of great significance to both investors and regulators. Recent years, various kinds of information not directly-relevant with stock prices have received more attention, such as texts, images or connections. These external information has the potential of reflecting or influencing fluctuations, and thus, given the utilization of advanced analyzing techniques, the forecasting performance of stock prices could be promoted substantially. For instance, graph neural network models have expanded into many other disciplines including stock price prediction, and exhibited impressive representation learning ability. However, in stock markets, well-defined graphs are rarely seen and how to formulate the graph structures needed remains a challenging problem. Towards this end, this article presents a comprehensive overview of graph construction and graph learning in stock price prediction, by reviewing the existing studies, summarizing its general paradigm, special cases and proposing possible prospects. Our research not only systematically reveals the feasible ways of constructing graphs in financial markets, but also provides insights for further implementations of graph learning models into stock prediction tasks. © 2022 The Authors. Published by Elsevier B.V.

关键词： Financial markets

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The asset allocation utility of digital cryptocurrency 9th

The asset allocation utility of digital cryptocurrency

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9th International Conference on Information Technology and Quantitative management, ITQM 2022

作者： Long, Wen Wang, Maohua Guo, Man School of Economics and Management University of Chinese Academy of Sciences Beijing100090 China Research Center on Fictitious Economy and Data Science Chinese Academy of Sciences Beijing100190 China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy of Sciences Beijing100190 China

In recent years, the digital cryptocurrency market has witnessed rapid development, but its asset allocation function has yet to be verified. In this paper, DCC-GARCH model is used to estimate the dynamic correlation between digital cryptocurrency and current mainstream assets, and the corresponding hedging effect of digital cryptocurrency is studied. Then, three mainstream asset allocation strategies are selected to analyze the risk and return of asset allocation portfolio after adding digital cryptocurrency, which verifies the asset allocation utility of digital cryptocurrency. This study can provide investment basis for investors and has certain theoretical and practical significance. © 2022 The Authors. Published by Elsevier B.V.

关键词： Electronic money

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Robust regression under the general framework of bounded loss functions

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2023年第3期310卷 1325-1339页

作者： Fu, Saiji Tian, Yingjie Tang, Long Beijing Univ Posts & Telecommun Sch Econ & Management Beijing 100876 Peoples R China Univ Chinese Acad Sci Sch Econ & Management Beijing 100190 Peoples R China Chinese Acad Sci Res Ctr Fictitious Econ & Data Sci Beijing 100190 Peoples R China Chinese Acad Sci Key Lab Big Data Min & Knowledge Management Beijing 100190 Peoples R China MOE Social Sci Lab Digital Econ Forecasts & Policy Beijing 100190 Peoples R China Nanjing Univ Informat Sci & Technol Sch Artificial Intelligence Nanjing 210044 Peoples R China

Conventional regression methods often fail when encountering noise. The application of a bounded loss function is an effective means to enhance regressor robustness. However, most bounded loss functions ex-ist in Ramp-style forms, losing some inherent properties of the original function due to hard truncation. Besides, there is currently no unified framework on how to design bounded loss functions. In response to the above two issues, this paper proposes a general framework that can smoothly and adaptively bound any non-negative function. It can not only degenerate to the original function, but also inherit its elegant properties, including symmetry, differentiability and smoothness. Under this framework, a robust regres-sor called bounded least squares support vector regression (BLSSVR) is proposed to mitigate the effects of noise and outliers by limiting the maximum loss. With appropriate parameters, the bounded least squares loss grows faster than its unbounded form in the initial stage, which facilitates BLSSVR to assign larger weights to non-outlier points. Meanwhile, the Nesterov accelerated gradient (NAG) algorithm is employed to optimize BLSSVR. Extensive experiments on synthetic and real-world datasets profoundly demonstrate the superiority of BLSSVR over benchmark methods. & COPY;2023 Elsevier B.V. All rights reserved.

关键词： Robustness and sensitivity analysis Bounded loss function Regression Least squares loss function Support vector regression

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COVID-19 Impact on Global Electricity Generation Structure-Based on Sustainable Development Perspective 9th

COVID-19 Impact on Global Electricity Generation Structure-B...

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9th International Conference on Information Technology and Quantitative management, ITQM 2022

作者： Peng, Shuyang Yang, Xian Lu, Haibo Guo, Kun School of Economics and Management University of Chinese Academy of Sciences Beijing100190 China Research Center on Fictitious Economy and Data Science Chinese Academy of Sciences Beijing 100190 China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy of Sciences Beijing100190 China

This paper has sorted out the general logic of the impact of COVID-19 on energy consumption. In the short term, the epidemic has forced governments to adopt different levels of lockdown measures. The total electricity consumption decreased and the share of renewable energy has increased. Based on the International Energy Agency's (IEA) data on electricity production and consumption, this paper analyzes the long-term effects: The COVID-19 pandemic does affect overall electricity demand and market structure in the short term, but in the long term, the impact of the pandemic is detrimental to the proportion of electricity generated from renewable sources. Increased, especially in hard-hit countries. The impact on countries with different levels of development is different, and countries with higher levels of economic development are better able to resist such exogenous shocks. The pandemic is still ongoing, how to steadily promote sustainable development? In this paper we suggest that to cope with climate change, to accomplish energy transformation and upgrading or even sustainable development, we should not only rely on reducing human activities, but give more support to countries with low development levels in realizing sustainable development. © 2022 The Authors. Published by Elsevier B.V.

关键词： COVID-19

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Impact of Live Streamer Characteristics and Customer Response on Live-streaming Performance: Empirical Evidence from e-Commerce Platform 9th

Impact of Live Streamer Characteristics and Customer Respons...

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9th International Conference on Information Technology and Quantitative management, ITQM 2022

作者： Zhou, Xiaohui Tian, Xin Research Center on Fictitious Economy and Data Science Chinese Academy of Sciences Beijing100190 China School of Economics and Management University of Chinese Academy of Sciences Beijing100190 China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy of Sciences Beijing100190 China

As an emerging form of marketing, live streaming has a positive effect on the ability of e-Commerce platforms to attract traffic and increase sales. It has become another important competitive area in the industry. Based on an alternative learning theory model, the influencing factors of live streaming on e-Commerce platforms are studied, and the data findings can be applied to brand marketing and platform performance improvement. Quantitative and qualitative analyses were conducted using tens of thousands of live-streaming data, and the findings show that live interaction and live streamer follower accumulation have a significant positive effect on the number of sold users. Through the empirical study of real data, this paper inspires participants to fully embrace the effect of live streaming and enhance the consumer shopping experience. © 2022 The Authors. Published by Elsevier B.V.

关键词： Electronic commerce

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An ES-based model with contemporaneous and temporal aggregation for forecasting intermittent and lumpy retail demand 11

An ES-based model with contemporaneous and temporal aggregat...

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11th International Conference on Information Technology and Quantitative management, ITQM 2024

作者： Erjiang, E. Tian, Xin Tao, Ye Sun, Huiqiang School of Management Guangxi Minzu University Nanning530006 China Research Center on Fictitious Economy and Data Science Chinese Academy of Sciences Beijing100190 China School of Economics and Management University of Chinese Academy of Sciences Beijing100190 China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy Sciences Beijing100190 China Beijing Haolinju CVS Co. Ltd. Beijing100018 China Technology Development Co. Ltd. Beijing101399 China

The demand for products in the retail industry is often characterized by intermittent and volatile patterns. Specifically, at the SKU level, the demand exhibits intermittent and lumpy behavior, which presents challenges for accurate forecasting due to demand fluctuations and interval uncertainty. This study proposes an exponential smoothing (ES)-based model, called ES-C-T, that incorporates contemporaneous and temporal aggregation to forecast intermittent and lumpy retail demand. The ES-C-T model consists of three stages. Firstly, the ES model predicts the sales of each product by aggregating contemporaneously across all stores, and the resulting predictions are allocated to the SKU level using a weight vector. Secondly, the ES model forecasts the sales of each SKU by aggregating temporally within each store. Finally, the ES-C-T model derives a weight coefficient based on the predictions from the first and second stages, adjusts the initial predictions, and utilizes this as the final forecast. To validate the effectiveness of the ES-C-T model, sales data from a large Chinese convenience store chain are employed. The results demonstrate that the proposed ES-C-T model outperforms the benchmark model in terms of MAE, RMSE, and WRMSSE, effectively predicting retail sales for intermittent and lumpy demand. © 2024 The Authors.

关键词： Prediction models

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Generalized robust loss functions for machine learning

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NEURAL NETWORKS 2024年 171卷 200-214页

作者： Fu, Saiji Wang, Xiaoxiao Tang, Jingjing Lan, Shulin Tian, Yingjie Beijing Univ Posts & Telecommun Sch Econ & Management Beijing 100876 Peoples R China Univ Chinese Acad Sci Sch Math Sci Beijing 100049 Peoples R China Southwestern Univ Finance & Econ Fac Business Adm Sch Business Adm Chengdu 611130 Peoples R China Southwestern Univ Finance & Econ Inst Big Data Chengdu 611130 Peoples R China Univ Chinese Acad Sci Sch Econ & Management Beijing 100190 Peoples R China Chinese Acad Sci Res Ctr Fictitious Econ & Data Sci Beijing 100190 Peoples R China Chinese Acad Sci Key Lab Big Data Min & Knowledge Management Beijing 100190 Peoples R China UCAS MOE Social Sci Lab Digital Econ Forecasts & Policy Beijing 100190 Peoples R China

Loss function is a critical component of machine learning. Some robust loss functions are proposed to mitigate the adverse effects caused by noise. However, they still face many challenges. Firstly, there is currently a lack of unified frameworks for building robust loss functions in machine learning. Secondly, most of them only care about the occurring noise and pay little attention to those normal points. Thirdly, the resulting performance gain is limited. To this end, we put forward a general framework of robust loss functions for machine learning (RML) with rigorous theoretical analyses, which can smoothly and adaptively flatten any unbounded loss function and apply to various machine learning problems. In RML, an unbounded loss function serves as the target, with the aim of being flattened. A scale parameter is utilized to limit the maximum value of noise points, while a shape parameter is introduced to control both the compactness and the growth rate of the flattened loss function. Later, this framework is employed to flatten the Hinge loss function and the Square loss function. Based on this, we build two robust kernel classifiers called FHSVM and FLSSVM, which can distinguish different types of data. The stochastic variance reduced gradient (SVRG) approach is used to optimize FHSVM and FLSSVM. Extensive experiments demonstrate their superiority, with both consistently occupying the top two positions among all evaluated methods, achieving an average accuracy of 81.07% (accompanied by an F-score of 73.25%) for FHSVM and 81.54% (with an F-score of 75.71%) for FLSSVM.

关键词： Robust loss function Machine learning Kernel classifier Flattened Squares loss function Flattened Hinge loss function

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Image Orientation Estimation Based On Deep Learning - A Survey 11

Image Orientation Estimation Based On Deep Learning - A Surv...

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11th International Conference on Information Technology and Quantitative management, ITQM 2024

作者： Xu, Ruijie Shi, Yong Qi, Zhiquan School of Economics and Management University of Chinese Academy of Sciences Beijing100190 China Research Center on Fictitious Economy and Data Science University of Chinese Academy of Sciences Beijing100190 China Key Laboratory of Big Data Mining and Knowledge Management University of Chinese Academy of Sciences Beijing100190 China School of Computer Science and Technology University of Chinese Academy of Sciences Beijing101408 China College of Information Science and Technology University of Nebraska Omaha68182 United States

In the realm of visual tasks, the estimation of orientation plays a pivotal role yet often remains an understudied aspect in the gamut of image analysis research. This paper endeavors to address this deficiency by conducting a comprehensive review of methods for orientation estimation within 2D imaging contexts. We aim to provide researchers with an exhaustive overview and detailed analysis of the techniques utilized for orientation estimation, thereby enhancing their understanding of this complex field. We introduce an organized classification of orientation estimation methods, segmented into approaches based on classification algorithms and those based on regression models. This classification not only sheds light on the distinct methodologies but also scrutinizes their underlying assumptions, practical applications. Additionally, the study identifies and underscores emerging research opportunities that hold the potential to enrich the discourse and technical advancements in orientation estimation, thereby encouraging deeper academic investigation and technological development. © 2024 The Authors.

关键词： Classification-based Orientation Estimation Regression-based Orientation Estimation

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Latest Technologies on dataset Distillation: A Survey 11

Latest Technologies on Dataset Distillation: A Survey

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11th International Conference on Information Technology and Quantitative management, ITQM 2024

作者： Li, Muyang Qu, Yi Shi, Yong Research Center on Fictitious Economy and Data Science Chinese Academy of Sciences Beijing100190 China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy of Sciences Beijing100190 China School of Computer Science and Technology University of Chinese Academy of Sciences Beijing100190 China School of Economics and Management University of Chinese Academy of Sciences Beijing100190 China College of Information Science and Technology University of Nebraska at Omaha OmahaNE68182 United States

dataset distillation refers to the process of constructing a smaller dataset based on a larger dataset, so that the training model with the smaller dataset can obtain similar results to the larger dataset. In this paper, we first briefly review the basic methods and some recent advances in this field from the perspectives of meta-learning framework and data matching framework, including the backpropagation through time(BPTT), kernel ridge regression(KRR), decoupled techniques, gradient matching(DC), trajectory matching(MTT) and distribution matching(DM). The results of the plug-and-play approach in recent years are then presented. Finally, we discuss possible future developments from the perspectives of data distillation algorithms on large datasets, the relationship between compress ratio and information contained, more tasks and data modalities, and the use of generative models to improve the distillation results of datasets. © 2024 The Authors.

关键词： data assimilation

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Structure Aware Loss for Deep Unsupervised Industrial Image Registration 24

Structure Aware Loss for Deep Unsupervised Industrial Image ...

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24th IEEE International Conference on data mining Workshops, ICDMW 2024

作者： Shi, Yong Lyu, Mengjin Qi, Zhiquan Chinese Academy of Sciences Research Center on Fictitious Economy and Data Science Beijing100190 China Chinese Academy of Sciences Key Laboratory of Big Data Mining and Knowledge Management Beijing100190 China University of Nebraska at Omaha College of Information Science and Technology OmahaNE 68182 United States University of Chinese Academy of Sciences School of Computer Science and Technology Beijing100190 China University of Chinese Academy of Sciences School of Economics and Management Beijing100190 China

ISBN: (纸本)9798331530631

Image registration is extensively utilized in industrial applications. However, specific challenges inherent to these environments - such as low texture, significant displacement, and poor lighting conditions - complicate the registration process. This paper introduces a structure-aware loss module tailored to the unique characteristics of industrial images. This module promotes the network's focus on salient regions while emphasizing structural features. Additionally, it is designed as a plug-in component, facilitating integration with any loss function and homography estimation method. We develop an unsupervised registration network and create an industrial dataset to evaluate the module's effectiveness. A series of experiments demonstrate that our structure-aware module significantly enhances registration performance. © 2024 IEEE.

关键词： Image registration

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