Unsupervised Graph Domain Adaptation (UGDA) seeks to bridge distribution shifts between domains by transferring knowledge from labeled source graphs to given unlabeled target graphs. Existing UGDA methods primarily focus on aligning features in the latent space learned by graph neural networks (GNNs) across domains, often overlooking structural shifts, resulting in limited effectiveness when addressing structurally complex transfer scenarios. Given the sensitivity of GNNs to local structural features, even slight discrepancies between source and target graphs could lead to significant shifts in node embeddings, thereby reducing the effectiveness of knowledge transfer. To address this issue, we introduce a novel approach for UGDA called Target-Domain Structural Smoothing (TDSS). TDSS is a simple and effective method designed to perform structural smoothing directly on the target graph, thereby mitigating structural distribution shifts and ensuring the consistency of node representations. Specifically, by integrating smoothing techniques with neighbor- hood sampling, TDSS maintains the structural coherence of the target graph while mitigating the risk of over-smoothing. Our theoretical analysis shows that TDSS effectively reduces target risk by improving model smoothness. Empirical results on three real-world datasets demonstrate that TDSS outperforms recent state-of-the-art baselines, achieving significant improvements across six transfer scenarios.

In this paper, we address the task of targeted sentiment analysis , which involves two sub-tasks, i.e., identifying specific aspects from reviews and determining their corresponding senti-ments. Aspect extraction forms the foundation for sentiment prediction, highlighting the critical dependency between these two tasks for effective cross-task knowledge transfer. While most existing studies adopt a multi-task learning paradigm to align task-specific features in the latent space, they predominantly rely on coarse-grained knowledge transfer. Such approaches lack fine-grained control over aspect-sentiment relationships, often assuming uniform sentiment polarity within related aspects. This oversimplification neglects contextual cues that differentiate sentiments, leading to negative transfer. To overcome these limitations, we propose FCKT, a fine-grained cross-task knowledge transfer framework tailored for TSA. By explicitly incorporating aspect-level information into sentiment prediction, our framework achieves fine-grained knowledge transfer, effectively mitigating negative transfer and enhancing task performance. Extensive experiments on three real-world datasets, including comparisons with various baselines and large language models (LLMs), demonstrate the effectiveness of FCKT. The source code is available on https://github.com/cwei01/FCKT.

Diffusion models (DMs) have emerged as the new state-of-the-art family of deep generative models. To gain deeper insights into the limitations of diffusion models in recommender systems, we investigate the fundamental structural disparities between images and items. Consequently, items often exhibit distinct anisotropic and directional structures that are less prevalent in images. However, the traditional forward diffusion process continuously adds isotropic Gaussian noise, causing anisotropic signals to degrade into noise, which impairs the semantically meaningful representations in recommender systems.

As trustworthy AI continues to advance, the fairness issue in recommendations has received increasing attention. A recommender system is considered unfair when it produces unequal outcomes for different user groups based on user-sensitive attributes (e.g., age, gender). Some researchers have proposed data augmentation-based methods aiming at alleviating user-level unfairness by altering the skewed distribution of training data among various user groups. Despite yielding promising results, they often rely on fairness-related assumptions that may not align with reality, potentially reducing the data quality and negatively affecting model effectiveness. To tackle this issue, in this paper, we study how to implement high-quality data augmentation to improve recommendation fairness. Specifically, we proposeFairDgcl, a dynamic graph adversarial contrastive learning framework aiming at improving fairness in recommender system. First, FairDgcl develops an adversarial contrastive network with a view generator and a view discriminator to learn generating fair augmentation strategies in an adversarial style. Then, we propose two dynamic, learnable models to generate contrastive views within contrastive learning framework, which automatically fine-tune the augmentation strategies. Meanwhile, we theoretically show that FairDgcl can simultaneously generate enhanced representations that possess both fairness and accuracy. Lastly, comprehensive experiments conducted on four real-world datasets demonstrate the effectiveness of the proposed FairDgcl. The code can be found athttps://github.com/cwei01/FairDgcl.

Recently, there has been an emergence of self-supervised recommendation methods that integrate knowledge graphs. Upon conducting a comprehensive review of contrastive learning (CL) in recommender systems, we conclude that existing methods solely focus on data view generation (the first phase) while neglecting the equally pivotal data view alignment (the second phase). However, due to the complexity and variability of real-world graph data, regardless of the graph augmentation strategy employed, it may be unrealistic to expect all entities to benefit from CL. In this article, we propose a H ierarchical E nhanced K nowledge-Aware C ontrastive L earning (HEK-CL) method for recommendation. Overall, we aim to hierarchically carry out enhancement strategies in both the first and second phases of knowledge-aware CL: (1) From the perspective of enhancing data view generation, we focus on combining non-Euclidean representation learning with graph denoising modules. Owing to the unified space’s ability to learn the ideal curvature from data distributions, the quality of embeddings for graph data has seen enhancements; (2) From the perspective of enhancing data view alignment, we propose a hyperbolic robust contrastive loss, named HRCL. Through rigorous theoretical analysis and experiments, we demonstrate that HRCL provides a more balanced and equitable training process for all entities than InfoNCE. Numerous experiments on the three real-world datasets show that our HEK-CL outperforms state-of-the-art baselines.

Aspect prediction (AP) and sentiment prediction (SP) are representative applications in fine-grained sentiment anal- ysis. They can be considered as sequential tasks, where AP identifies mentioned aspects in a sentence, and SP infers fine-grained sentiments for these aspects. Recent models perform the aspect-sentiment prediction in a joint man-ner, but heavily rely on the feature interactions of aspect and sentiment. One drawback is that they ignore correlation strength varies between aspect features and sentiment fea- tures across different sentences, and employ a fixed feature interaction strategy may limit effective knowledge transfer across tasks. To tackle this issue, in this paper, we propose an Adaptive Inter-task Feature Interaction framework, AIFI, for joint aspect-sentiment prediction. Specifically, we introduce a novel contrast-based alignment method based on contrastive learning. Our approach considers the AP-specific and SP-specific representations of a given sentence as a positive pair, while representation of another random sentence serves as a negative example. Moreover, we propose an inter-task feature correlation network to predict the contrast strength, which is determined by the temperature coefficient in the InfoNCE loss. This dynamic correlation adjustment enhances model’s ability to capture proper feature interactions more efficiently. Experimental results on three datasets validate the effectiveness of our approach.

Abstract Combining the stock prediction with portfolio optimization can improve the performance of the portfolio construction. In this article, we propose a novel portfolio construction approach by utilizing a two‐stage ensemble model to forecast stock prices and combining the forecasting results with the portfolio optimization. To be specific, there are two phases in the approach: stock prediction and portfolio optimization. The stock prediction has two stages. In the first stage, three neural networks, that is, multilayer perceptron (MLP), gated recurrent unit (GRU), and long short‐term memory (LSTM) are used to integrate the forecasting results of four individual models, that is, LSTM, GRU, deep multilayer perceptron (DMLP), and random forest (RF). In the second stage, the time‐varying weight ordinary least square model (OLS) is utilized to combine the first‐stage forecasting results to obtain the ultimate forecasting results, and then the stocks having a better potential return on investment are chosen. In the portfolio optimization, a diversified mean‐variance with forecasting model named DMVF is proposed, in which an average predictive error term is considered to obtain excess returns, and a 2‐norm cost function is introduced to diversify the portfolio. Using the historical data from the Shanghai stock exchange as the study sample, the results of the experiments indicate the DMVF model with two‐stage ensemble prediction outperforms benchmarks in terms of return and return‐risk characteristics.

The emergence of Graph Neural Networks (GNNs) has greatly advanced the development of recommendation systems. Recently, many researchers have leveraged GNN-based models to learn fair representations for users and items. However, current GNN-based models suffer from biased user–item interaction data, which negatively impacts recommendation fairness. Although there have been several studies employing adversarial learning to mitigate this issue in recommendation systems, they mostly focus on modifying the model training approach with fairness regularization and neglect direct intervention of biased interaction. In contrast to these models, this article introduces a novel perspective by directly intervening in observed interactions to generate a counterfactual graph (called FairGap) that is not influenced by sensitive node attributes, enabling us to learn fair representations for users and items easily. We design FairGap to answer the key counterfactual question: “Would interactions with an item remain unchanged if a user’s sensitive attributes were concealed?”. We also provide theoretical proofs to show that our learning strategy via the counterfactual graph is unbiased in expectation. Moreover, we propose a fairness-enhancing mechanism to continuously improve user fairness in the graph-based recommendation. Extensive experimental results against state-of-the-art competitors and base models on three real-world datasets validate the effectiveness of our proposed model.

Recently, some span-based methods have achieved encouraging performances for joint aspect-sentiment analysis, which first extract aspects (aspect extraction) by detecting aspect boundaries and then classify the span-level sentiments (sentiment classification). However, most existing approaches either sequentially extract task-specific features, leading to insufficient feature interactions, or they encode aspect features and sentiment features in a parallel manner, implying that feature representation in each task is largely independent of each other except for input sharing. Both of them ignore the internal correlations between the aspect extraction and sentiment classification. To solve this problem, we novelly propose a hierarchical interactive network (HI-ASA) to model two-way interactions between two tasks appropriately, where the hierarchical interactions involve two steps: shallow-level interaction and deep-level interaction. First, we utilize cross-stitch mechanism to combine the different task-specific features selectively as the input to ensure proper two-way interactions. Second, the mutual information technique is applied to mutually constrain learning between two tasks in the output layer, thus the aspect input and the sentiment input are capable of encoding features of the other task via backpropagation. Extensive experiments on three real-world datasets demonstrate HI-ASA’s superiority over baselines.

This paper deals with a multiperiod portfolio selection problem in an uncertain investment environment, in which the returns of securities are assumed to be uncertain variables and determined by experts' subjective evaluation. Based on uncertain theory, we present a novel multiperiod multiobjective mean-variance-skewness model by considering multiple realistic investment constraints such as transaction cost, bounds on holdings, cardinality, etc. For the proposed solution, we first apply a weighted max-min fuzzy goal programming approach to convert the proposed multiobjective programming model into a single-objective one. After that, we design a novel hybrid of an imperialist competitive algorithm (ICA) and a firefly algorithm (FA), termed ICA-FA, to solve it. Finally, we provide a numerical example to demonstrate the effectiveness of the proposed model and corresponding algorithm.