In the era of quantitative investment, factor-based investing models are widely adopted in the construction of stock portfolios. These models explain the performance of individual stocks by a set of financial factors,...
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In the era of quantitative investment, factor-based investing models are widely adopted in the construction of stock portfolios. These models explain the performance of individual stocks by a set of financial factors, e.g., market beta and company size. In industry, open investment platforms allow the online building of factor-based models, yet set a high bar on the engineering expertise of end-users. State-of-the-art visualization systems integrate the whole factor investing pipeline, but do not directly address domain users' core requests on ranking factors and stocks for portfolio construction. The current model lacks explainability, which downgrades its credibility with stock investors. To fill the gap in modeling, ranking, and visualizing stock time series for factor investment, we designed and implemented a visual analytics system, namely RankFIRST. The system offers built-in support for an established factor collection and a cross-sectional regression model viable for human interpretation. A hierarchical slope graph design is introduced according to the desired characteristics of good factors for stock investment. A novel firework chart is also invented extending the well-known candlestick chart for stock time series. We evaluated the system on the full-scale Chinese stock market data in the recent 30 years. Case studies and controlled user evaluation demonstrate the superiority of our system on factor investing, in comparison to both passive investing on stock indices and existing stock market visual analytics tools. IEEE
In the realm of recommendation systems, achieving real-time performance in embedding similarity tasks is often hindered by the limitations of traditional Top-K sparse matrix-vector multiplication (SpMV) methods, which...
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With the rapid development of digital technology, the complexity and diversity of data sources present significant security and privacy challenges. To address these issues, this paper proposes an efficient and verifia...
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Feature selection, as an essential preprocessing tool, aims to identify a subset of crucial features by eliminating redundant and noisy features according to a predefined criterion. In recent years, sparse learning ha...
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In recent years, the global repercussions of SARS-CoV-2 and its variants have posed significant challenges to various areas, including the economic order, transportation, healthcare, and education, and the mitigation ...
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As software engineering advances and the code demand rises, the prevalence of code clones has increased. This phenomenon poses risks like vulnerability propagation, underscoring the growing importance of code clone de...
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Multi-object tracking(MOT)has seen rapid improvements in recent ***,frequent occlusion remains a significant challenge in MOT,as it can cause targets to become smaller or disappear entirely,resulting in lowquality tar...
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Multi-object tracking(MOT)has seen rapid improvements in recent ***,frequent occlusion remains a significant challenge in MOT,as it can cause targets to become smaller or disappear entirely,resulting in lowquality targets,leading to trajectory interruptions and reduced tracking *** from some existing methods,which discarded the low-quality targets or ignored low-quality target ***,with a lowquality association strategy(LQA),is proposed to pay more attention to low-quality *** the association scheme of LQTTrack,firstly,multi-scale feature fusion of FPN(MSFF-FPN)is utilized to enrich the feature information and assist in subsequent data ***,the normalized Wasserstein distance(NWD)is integrated to replace the original Inter over Union(IoU),thus overcoming the limitations of the traditional IoUbased methods that are sensitive to low-quality targets with small sizes and enhancing the robustness of low-quality target ***,the third association stage is proposed to improve the matching between the current frame’s low-quality targets and previously interrupted trajectories from earlier frames to reduce the problem of track fragmentation or error tracking,thereby increasing the association success rate and improving overall multi-object tracking *** experimental results demonstrate the competitive performance of LQTTrack on benchmark datasets(MOT17,MOT20,and DanceTrack).
Web services have been integrated with all walks of life in society. Abnormalities in the network and services seriously affect user experience and company revenue. The system log records various information of the sy...
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For the insufficient extraction of facial expression features by convolutional neural network VGG16, an improved VGG16-NFB network model is proposed to extract facial expression features more fully, so as to improve t...
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As a representative of density-based method, DENCLUE discovers the density-attractors of data using Hill Climbing (HC), if there exists a path between significant density-attractors, data points belonging to those att...
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