Accurate stock prediction is critical for portfolio management, where learning to adapt to market changes is the key to sustainable profitability. Financial markets, as complex interactive systems, exhibit evolution in both temporal dynamics and relational structures. While current temporal-relational models have achieved remarkable success in stock prediction, they face fundamental challenges in learning and adapting to market changes, particularly the systematic shifts in temporal and relational distributions that challenge the i.i.d. assumption underlying model training. In this study, we pioneer the research of temporal-relational distribution shifts in stock prediction and introduce Enhancer, a model-agnostic framework that can be applied to any downstream predictor. Enhancer adopts a meta-learning architecture featuring both a Temporal Meta-Learner (TML) and a Relational Meta-Learner (RML). Specifically, we introduce Reactive Point Processes Attention (RPPsAtt) within TML to overcome the limitations of missing fine-grained temporal point information, a common issue with prior methods that rely on distribution inference for mitigating temporal distribution shift. To enhance relational generalization, we introduce the Approximation-Intervention (Ant) mechanism within RML, marking the first method to mitigate relational distribution shift for quantitative investment. We conduct experiments on four long-term stock datasets, categorizing them into two tasks: stock trend prediction and stock investment recommendation. Our experimental results show that Enhancer achieves an average increase of 29.3% in profit ratio and 18.54% in the Sharpe ratio compared to the baselines across two tasks.

Stock forecast is a crucial yet challenging task in modern quantitative trading. Given theoretical and investment merits, recently a variety of deep learning methods have been proposed for automatically simulating stock movements from historical time series. However, these methods typically follow the i.i.d. assumption that actually contradicts the complex trading environment. In reality, individual stocks often exhibit diverse volatility patterns, while macro market scenarios may also change over time, jointly resulting in distribution shifts and weak generalization. To combat these bottlenecks, in this paper we propose a new learning architecture calledPersonalized Temporal Embedding and Routing(PTER) to improve stock forecast by forming a relaxed weight-sharing paradigm. The key of PTER is introducing hypernetworks to guide tailoring target network parameters, such that stock time series are embedded adapting to multi-object multi-scenario data disparities. Specifically, in the encoding stage, PTER first captures hyper-knowledge characterizing the similarity and peculiarity of different stocks and market scenarios. The knowledge space is then projected onto the temporal parameter space, enabling the customization of protruded features from chaotic observation signals. In the inference stage, each sample is dispatched to orthogonal predictor heads to dynamically output expected returns based on market conditions. Through experiments on benchmark datasets spanning over five years on four of the world's largest exchange markets, we show that PTER improves the cumulative and risk-adjusted revenue performance by a significant margin.

Out-of-distribution (OOD) graph generalization are critical for many real-world applications. Existing methods neglect to discard spurious or noisy features of inputs, which are irrelevant to the label. Besides, they mainly conduct instance-level class-invariant graph learning and fail to utilize the structural class relationships between graph instances. In this work, we endeavor to address these issues in a unified framework, dubbedIndividual andStructuralGraphInformationBottlenecks (IS-GIB). To remove class spurious feature caused by distribution shifts, we propose Individual Graph Information Bottleneck (I-GIB) which discards irrelevant information by minimizing the mutual information between the input graph and its embeddings. To leverage the structural intra- and inter-domain correlations, we propose Structural Graph Information Bottleneck (S-GIB). Specifically for a batch of graphs with multiple domains, S-GIB first computes the pair-wise input-input, embedding-embedding, and label-label correlations. Then it minimizes the mutual information between input graph and embedding pairs while maximizing the mutual information between embedding and label pairs. The critical insight of S-GIB is to simultaneously discard spurious features and learn invariant features from a high-order perspective by maintaining class relationships under multiple distributional shifts. Notably, we unify the proposed I-GIB and S-GIB to form our complementary framework IS-GIB. Extensive experiments conducted on both node- and graph-level tasks consistently demonstrate the superior generalization ability of IS-GIB. The code is available athttps://github.com/YangLing0818/GraphOOD.

Stock trend prediction is a hot issue in theFintechfield. Effective stock profiling is challenging due to highly non-stationary dynamics and complex interplays. Existing methods usually regard each stock independently or detect simplistic homogeneous structures. Practically, stock correlation originates from diverse aspects and underlying relationship signals are implicit in comprehensive graphs. Besides, RNNs are extensively used to simulate stock volatility while inadequate in capturing fine-granular patterns across local time snippets. To this end, in this paper we propose HATR-I, a Hierarchical Adaptive Temporal-Relational Interaction model to characterize and predict stock evolutions. Specifically, we grasp short- and long-term transition regularities of stock dynamics based on cascaded dilated convolutions and gating paths. By formulating different views of domain adjacency graphs into a unified multiplex network with edge attributes, we inject node- and semantic-level dual attention to refine the propagation of inter-stock collaborative information. Particularly, the stock pair matching is proceeding along each time-stage rather than until final compressed representations, meanwhile significant feature points and scales are identified considering the effect of time attenuation. Finally, we deduce latent shared clusters as global regularization to optimize the stock representations. Experiments on three real-world stock market datasets demonstrate the effectiveness of our proposed model.

Building an intelligent chatbot with multi-turn dialogue ability is a major challenge, which requires understanding the multi-view semantic and dependency correlation among words, n-grams and sub-sequences. In this paper, we investigate selecting the proper response for a context through multi-grained representation and interactive matching. To construct hierarchical representation types of text segments, we propose a refined architecture which exclusively consists of gated dilated-convolution and self-attention. Compared with the recurrent-based sentence modeling methods, this architecture provides more flexibility and a speedup. The matching signals of each utterance-response pair are extracted by integrating the interactive information from different views. Then a turns-aware attention mechanism is utilized to aggregate the matching sequence, so as to identify important utterances and capture the implicit relationship of the whole context. Experiments on two large-scale public data sets show that our model significantly outperforms the state-of-the-art methods in terms of all metrics. We empirically provide a thorough ablation test, as well as the comparison of different representation and matching strategies, for a better insight into how each component affects the performance of the model.