Predicting price variations of financial instruments for risk modeling and stock trading is challenging due to the stochastic nature of the stock market. While recent advancements in the Financial AI realm have expanded the scope of data and methods they use, such as textual and audio cues from financial earnings calls, limitations exist. Most datasets are small, and show domain distribution shifts due to the nature of their source, suggesting the exploration for data augmentation for robust augmentation strategies such as Mixup. To tackle such challenges in the financial domain, we propose SH-Mix: Saliency-guided Hierarchical Mixup augmentation technique for multimodal financial prediction tasks. SH-Mix combines multi-level embedding mixup strategies based on the contribution of each modality and context subsequences. Through extensive quantitative and qualitative experiments on financial earnings and conference call datasets consisting of text and speech, we show that SH-Mix outperforms state-of-the-art methods by 3-7%. Additionally, we show that SH-Mix is generalizable across different modalities and models.

Suicide is a serious public health issue, but it is preventable with timely intervention. Emerging studies have suggested there is a noticeable increase in the number of individuals sharing suicidal thoughts online. As a result, utilising advance Natural Language Processing techniques to build automated systems for risk assessment is a viable alternative. However, existing systems are prone to incorrectly predicting risk severity and have no early detection mechanisms. Therefore, we propose RISE, a novel robust mechanism for accurate early detection of suicide risk by ensembling Hyperbolic Internal Classifiers equipped with an abstention mechanism and early-exit inference capabilities. Through quantitative, qualitative and ablative experiments, we demonstrate RISE as an efficient and robust human-in-the-loop approach for risk assessment over the Columbia Suicide Severity Risk Scale (C-SSRS) and CLPsych 2022 datasets. It is able to successfully abstain from 84% incorrect predictions on Reddit data while out-predicting state of the art models upto 3.5x earlier.

Clinical NLP tasks such as mental health assessment from text, must take social constraints into account - the performance maximization must be constrained by the utmost importance of guaranteeing privacy of user data. Consumer protection regulations, such as GDPR, generally handle privacy by restricting data availability, such as requiring to limit user data to 'what is necessary' for a given purpose. In this work, we reason that providing stricter formal privacy guarantees, while increasing the volume of user data in the model, in most cases increases benefit for all parties involved, especially for the user. We demonstrate our arguments on two existing suicide risk assessment datasets of Twitter and Reddit posts. We present the first analysis juxtaposing user history length and differential privacy budgets and elaborate how modeling additional user context enables utility preservation while maintaining acceptable user privacy guarantees.

Mixup is an efficient data augmentation technique, which improves generalization by interpolating random examples. While numerous approaches have been developed for Mixup in the Euclidean and in the hyperbolic space, they do not fully use the intrinsic properties of the examples, i.e., they manually set the geometry (Euclidean or hyperbolic) based on the overall dataset, which may be sub-optimal since each example may require a different geometry. We propose DynaMix, a framework that automatically selects an example-specific geometry and performs Mixup between the different geometries to improve training dynamics and generalization. Through extensive experiments in image and text modalities we show that DynaMix outperforms state-of-the-art methods over six downstream applications. We find that DynaMix is more useful in low-resource and semi-supervised settings likely because it displays a probabilistic view of the geometry.

Directed Acyclic Graphs and trees are widely prevalent in several real-world applications. These hierarchical structures show intriguing properties such as scale-free and bipartite nature, with fine-grained temporal irregularities among nodes. Building on advances in geometrical deep learning, we explore a time-aware neural network to model trees and Directed Acyclic Graphs in multiple Riemannian manifolds of varying curvatures. To jointly utilize the strength of these manifolds, we propose Multi-Manifold Recursive Interaction Learning (MRIL) on Directed Acyclic Graphs where we introduce an inter-manifold learning mechanism that recursively enriches each manifold with representations from sibling manifolds. We propose the integration of the Stiefel orthogonality constraint which stabilizes the training process in Riemannian manifolds. Through a series of quantitative and exploratory experiments, we show that our method achieves competitive performance and converges much faster on data spanning several domains.

In this paper, we present InterMix, an interference-based regularization and data augmentation strategy for automatic sound classification. InterMix creates virtual training examples by creating an interference-based mixed representation for a sampled phase difference and mixup ratio. InterMix can be used to train sound classification models with the ability to generate a vast amount of training samples. These are significantly varied compared to that of other mixup strategies due to the introduction of phase difference, a continuous variable. While building on other mixup strategies which use linear interpolation, we perform mixup based on the formula of interference. We demonstrate the utility of InterMix in comparison to standard learning techniques and previously applied mixing strategies through a quantitative analysis. We also demonstrate that InterMix is more robust towards adversarial attacks compared to standard learning and other mixup strategies.

Risk prediction and price movement classification are essential tasks in financial markets. Monetary policy calls (MPC) provide important insights into the actions taken by a country's central bank on economic goals related to inflation, employment, prices, and interest rates. Analyzing visual, vocal, and textual cues from MPC calls can help analysts and policymakers evaluate the economic risks and make sound investment decisions. To aid the analysis of MPC calls, we curate the Monopoly dataset, a collection of public conference call videos along with their corresponding audio recordings and text transcripts released by six international banks between 2009 and 2022. Our dataset is the first attempt to explore the benefits of visual cues in addition to audio and textual signals for financial prediction tasks. We introduce MPCNet, a competitive baseline architecture that takes advantage of the cross-modal transformer blocks and modality-specific attention fusion to forecast the financial risk and price movement associated with the MPC calls. Empirical results prove that the task is challenging, with the proposed architecture performing 5-18% better than strong Transformer-based baselines. We release the MPC dataset and benchmark models to motivate future research in this new challenging domain.

Social media enable users to share their feelings and emotional struggles. They also offer an opportunity to provide community support to suicidal users. Recent studies on suicide risk assessment have explored the user's historic timeline and information from their social network to analyze their emotional state. However, such methods often require a large amount of user-centric data. A less intrusive alternative is to only use conversation trees arising from online community responses. Modeling such online conversations between the community and a person in distress is an important context for understanding that person's mental state. However, it is not trivial to model the vast number of conversation trees on social media, since each comment has a diverse influence on a user in distress. Typically, a handful of comments/posts receive a significantly high number of replies, which results in scale-free dynamics in the conversation tree. Moreover, psychological studies suggested that it is important to capture the fine-grained temporal irregularities in the release of vast volumes of comments, since suicidal users react quickly to online community support. Building on these limitations and psychological studies, we propose HCN, a Hyperbolic Conversation Network, which is a less user-intrusive method for suicide ideation detection. HCN leverages the hyperbolic space to represent the scale-free dynamics of online conversations. Through extensive quantitative, qualitative, and ablative experiments on real-world Twitter data, we find that HCN outperforms state-of-the art methods, while using 98% less user-specific data, and while maintaining a 74% lower carbon footprint and a 94% smaller model size. We also find that the comments within the first half an hour are most important to identify at-risk users.