Traditional drug discovery processes are both time-consuming and require extensive professional expertise. With the accumulation of drug-target interaction (DTI) data from experimental studies, leveraging modern machine-learning techniques to discern patterns between drugs and target proteins has become increasingly feasible. In this paper, we introduce the Multi-channel Interaction Network (MIN), a novel framework designed to predict DTIs through two primary components: a representation learning module and a multi-channel interaction module. The representation learning module features a C-Score Predictor-assisted screening mechanism, which selects critical residues to enhance prediction accuracy and reduce noise. The multi-channel interaction module incorporates a structure-agnostic channel, a structure-aware channel, and an extended-mixture channel, facilitating the identification of interaction patterns at various levels for optimal complementarity. Additionally, contrastive learning is utilized to harmonize the representations of diverse data types. Our experimental evaluations on public datasets demonstrate that MIN surpasses other strong DTI prediction methods. Furthermore, the case study reveals a high overlap between the residues selected by the C-Score Predictor and those in actual binding pockets, underscoring MIN's explainability capability. These findings affirm that MIN is not only a potent tool for DTI prediction but also offers fresh insights into the prediction of protein binding sites.

Quantitative trading is a prominent field that employs time series analysis today, attracting researchers who apply machine intelligence to real-world issues like stock price movement prediction. In recent literature, various types of auxiliary data have been integrated alongside stock prices to improve prediction accuracy, such as textual news and correlational information. However, they typically rely on directly related documents or symmetric price correlations to make predictions for a particular stock (we refer to as ” self-influence”). In this paper, we propose a Memory-Aware Graph Interactive Causal Network (MagicNet) that considers both temporal and spatial dependencies in financial documents and introduces causality-based correlations between multivariate stocks in a hierarchical fashion. MagicNet involves a text memory slot for each stock to retain the most influential texts over time and contains a dynamic interaction graph based on causal relationships to aggregate interactive influences asymmetrically. We believe that MagicNet leverages influential texts across stocks and explores their interrelationships through a logical structure, improving predictions on multiple stocks (we refer to as ”interactive-influence”). The effectiveness of MagicNet is demonstrated through experiments on three real-world datasets, where MagicNet outperforms existing state-of-the-art models, offering an intuitive framework for understanding how texts and correlations affect future stock prices.

There are two issues in news-driven multi-stock movement prediction tasks that are not well solved in the existing works. On the one hand, "relation discovery" is a pivotal part when leveraging the price information of other stocks to achieve accurate stock movement prediction. Given that stock relations are often unidirectional, such as the "supplier-consumer" relationship, causal relations are more appropriate to capture the impact between stocks. On the other hand, there is substantial noise existing in the news data leading to extracting effective information with difficulty. With these two issues in mind, we propose a novel framework called CausalStock for news-driven multi-stock movement prediction, which discovers the temporal causal relations between stocks. We design a lag-dependent temporal causal discovery mechanism to model the temporal causal graph distribution. Then a Functional Causal Model is employed to encapsulate the discovered causal relations and predict the stock movements. Additionally, we propose a Denoised News Encoder by taking advantage of the excellent text evaluation ability of large language models (LLMs) to extract useful information from massive news data. The experiment results show that CausalStock outperforms the strong baselines for both news-driven multi-stock movement prediction and multi-stock movement prediction tasks on six real-world datasets collected from the US, China, Japan, and UK markets. Moreover, getting benefit from the causal relations, CausalStock could offer a clear prediction mechanism with good explainability.

Nowadays explainability in stock price movement prediction is attracting increasing attention in banks, hedge funds and asset managers, primarily due to audit or regulatory reasons. Text data such as financial news and social media posts can be part of the reasons for stock price movement. To this end, we propose a novel framework of Prediction-Explanation Network (PEN) jointly modeling text streams and price streams with alignment. The key component of the PEN model is an shared representation learning module that learns which texts are possibly associated with the stock price movement by modeling the interaction between the text data and stock price data with a salient vector characterizing their correlation. In this way, the PEN model is able to predict the stock price movement by identifying and utilizing abundant messages while on the other hand, the selected text messages also explain the stock price movement. Experiments on real-world datasets demonstrate that we are able to kill two birds with one stone: in terms of accuracy, the proposed PEN model outperforms the state-of-art baseline; on explainability, the PEN model are demonstrated to be far superior to attention mechanism, capable of picking out the crucial texts with a very high confidence.

Over the past few years, we've witnessed an enormous interest in stock price movement prediction using AI techniques.In recent literature, auxiliary data has been used to improve prediction accuracy, such as textual news.When predicting a particular stock, we assume that information from other stocks should also be utilized as auxiliary data to enhance performance.In this paper, we propose the Causality-guided Multi-memory Interaction Network (CMIN), a novel end-to-end deep neural network for stock movement prediction which, for the first time, models the multi-modality between financial text data and causality-enhanced stock correlations to achieve higher prediction accuracy.CMIN transforms the basic attention mechanism into Causal Attention by calculating transfer entropy between multivariate stocks in order to avoid attention on spurious correlations.Furthermore, we introduce a fusion mechanism to model the multi-directional interactions through which CMIN learns not only the self-influence but also the interactive influence in information flows representing the interrelationship between text and stock correlations.The effectiveness of the proposed approach is demonstrated by experiments on three real-world datasets collected from the U.S. and Chinese markets, where CMIN outperforms existing models to establish a new state-of-the-art prediction accuracy.

AI-empowered drug recommendation has become an important task in healthcare research areas, which offers an additional perspective to assist human doctors with more accurate and more efficient drug prescriptions. Generally, drug recommendation is based on patients' diagnosis results in the electronic health records. We assume that there are three key factors to be addressed in drug recommendation: 1) elimination of recommendation bias due to limitations of observable information, 2) better utilization of historical health condition and 3) coordination of multiple drugs to control safety. To this end, we propose DrugRec, a causal inference based drug recommendation model. The causal graphical model can identify and deconfound the recommendation bias with front-door adjustment. Meanwhile, we model the multi-visit in the causal graph to characterize a patient's historical health conditions. Finally, we model the drug-drug interactions (DDIs) as the propositional satisfiability (SAT) problem, and solving the SAT problem can help better coordinate the recommendation. Comprehensive experiment results show that our proposed model achieves state-of-the-art performance on the widely used datasets MIMIC-III and MIMIC-IV, demonstrating the effectiveness and safety of our method.