The inherent instability and noise in user interaction data challenge sequential recommendation systems. Prevailing masked attention models, relying on a single query from the most recent item, are sensitive to this noise, reducing prediction reliability. We propose the Multi-Item-Query attention mechanism (MIQ-Attn) to enhance model stability and accuracy. MIQ-Attn constructs multiple diverse query vectors from user interactions, effectively mitigating noise and improving consistency. It is designed for easy adoption as a drop-in replacement for existing single-query attention. Experiments show MIQ-Attn significantly improves performance on benchmark datasets.

Volatility, as a measure of uncertainty, plays a crucial role in numerous financial activities such as risk management. The Econometrics and Machine Learning communities have developed two distinct approaches for financial volatility forecasting: the stochastic approach and the neural network (NN) approach. Despite their individual strengths, these methodologies have conventionally evolved in separate research trajectories with little interaction between them. This study endeavors to bridge this gap by establishing an equivalence relationship between models of the GARCH family and their corresponding NN counterparts. With the equivalence relationship established, we introduce an innovative approach, named GARCH-NN, for constructing NN-based volatility models. It obtains the NN counterparts of GARCH models and integrates them as components into an established NN architecture, thereby seamlessly infusing volatility stylized facts (SFs) inherent in the GARCH models into the neural network. We develop the GARCH-LSTM model to showcase the power of GARCH-NN approach. Experiment results validate that amalgamating the NN counterparts of the GARCH family models into established NN models leads to enhanced outcomes compared to employing the stochastic and NN models in isolation.

Traditional recommender systems are typically passive in that they try to adapt their recommendations to the user’s historical interests. However, it is highly desirable for commercial applications, such as e-commerce, advertisement placement, and news portals, to be able to expand the users’ interests so that they would accept items that they were not originally aware of or interested in to increase customer interactions. In this paper, we present Influential Recommender System (IRS), a new recommendation paradigm that aims to proactively lead a user to like a given objective item by progressively recommending to the user a sequence of carefully selected items (called an influence path). We propose the Influential Recommender Network (IRN), which is a Transformer-based sequential model to encode the items’ sequential dependencies. Since different people react to external influences differently, we introduce the Personalized Impressionability Mask (PIM) to model how receptive a user is to external influence to generate the most effective influence path for the user. To evaluate IRN, we design several performance metrics to measure whether or not the influence path can smoothly expand the user interest to include the objective item while maintaining the user’s satisfaction with the recommendation. Experimental results show that IRN significantly outperforms the baseline recommenders and demonstrates its capability of influencing users’ interests.

Financial assets exhibit dependence structures, i.e., movements of their prices or returns show various correlations. Knowledge of assets’ price dependencies can help investors to create a diversified portfolio, aiming to reduce portfolio risk due to the high volatility of the financial market. Since asset dependency changes with time in complex patterns, asset dependency forecast is an essential problem in finance. In this paper, we organize pairwise assets dependencies in an Asset Dependency Matrix (ADM) and formulate the problem of assets dependencies forecast to predict the future ADM given a sequence of past ADMs. We propose a novel idea viewing a sequence of ADMs as a sequence of images to capture the spatial and temporal dependencies among the assets. Inspired by video prediction tasks, we develop a novel Asset Dependency Neural Network (ADNN) to tackle the ADM prediction problem. Experiments show that our proposed framework consistently outperforms baselines on both future ADM prediction and portfolio risk reduction tasks.

Breast cancer has become the leading cause of women cancer death worldwide. Despite the consensus that breast cancer early detection can significantly reduce treatment difficulty and cancer mortality, people still are reluctant to go to hospital for regular checkups due to the high costs incurred. A timely, private, affordable, and effective household breast cancer early detection solution is badly needed. In this paper, we propose a household solution that utilizes pairs of sensors embedded in the bra to measure the thermal and moisture time series data (BTMTSD) of the breast surface and conduct time series classification (TSC) to diagnose breast cancer. Three main challenges are encountered when doing BTMTSD classification, (1) small supervised dataset, which is a common limitation of medical research, (2) noisy time series with unique noise patterns, and (3) complex interplay patterns across multiple time series dimensions. To mitigate these problems, we incorporate multiple data augmentation and transformation techniques with various deep learning TSC approaches and compare their performances for the BTMTSD classification task. Experimental results validate the effectiveness of our framework in providing reliable breast cancer early detection.