EFSA: Towards Event-Level Financial Sentiment Analysis

In this paper, we extend financial sentiment analysis~(FSA) to event-level since events usually serve as the subject of the sentiment in financial text. Though extracting events from the financial text may be conducive to accurate sentiment predictions, it has specialized challenges due to the lengthy and discontinuity of events in a financial text. To this end, we reconceptualize the event extraction as a classification task by designing a categorization comprising coarse-grained and fine-grained event categories. Under this setting, we formulate the \textbf{E}vent-Level \textbf{F}inancial \textbf{S}entiment \textbf{A}nalysis~(\textbf{EFSA} for short) task that outputs quintuples consisting of (company, industry, coarse-grained event, fine-grained event, sentiment) from financial text. A large-scale Chinese dataset containing $12,160$ news articles and $13,725$ quintuples is publicized as a brand new testbed for our task. A four-hop Chain-of-Thought LLM-based approach is devised for this task. Systematically investigations are conducted on our dataset, and the empirical results demonstrate the benchmarking scores of existing methods and our proposed method can reach the current state-of-the-art. Our dataset and framework implementation are available at https://anonymous.4open.science/r/EFSA-645E

Predicting Hourly Demand in Station-free Bike-sharing Systems with Video-level Data

Temporal and spatial features are both important for predicting the demands in the bike-sharing systems. Many relevant experiments in the literature support this. Meanwhile, it is observed that the data structure of spatial features with vector form is weaker in space than the videos, which have natural spatial structure. Therefore, to obtain more spatial features, this study introduces city map to generate GPS demand videos while employing a novel algorithm : eidetic 3D convolutional long short-term memory network named E3D-LSTM to process the video-level data in bike-sharing system. The spatio-temporal correlations and feature importance are experimented and visualized to validate the significance of spatial and temporal features. Despite the deep learning model is powerful in non-linear fitting ability, statistic model has better interpretation. This study adopts ensemble learning, which is a popular policy, to improve the performance and decrease variance. In this paper, we propose a novel model stacked by deep learning and statistical models, named the fusion multi-channel eidetic 3D convolutional long short-term memory network(FM-E3DCL-Net), to better process temporal and spatial features on the dataset about 100,000 transactions within one month in Shanghai of Mobike company. Furthermore, other factors like weather, holiday and time intervals are proved useful in addition to historical demand, since they decrease the root mean squared error (RMSE) by 29.4%. On this basis, the ensemble learning further decreases RMSE by 6.6%.

Learning Spatiotemporal Features of Ride-sourcing Services with Fusion Convolutional Network

In order to collectively forecast the demand of ride-sourcing services in all regions of a city, convolutional neural networks (CNNs) have been applied with commendable results. However, local statistical differences throughout the geographical layout of the city make the spatial stationarity assumption of the convolution invalid, which limits the performance of CNNs on demand forecasting task. Hence, we propose a novel deep learning framework called LC-ST-FCN (locally-connected spatiotemporal fully-convolutional neural network) that consists of a stack of 3D convolutional layers, 2D (standard) convolutional layers, and locally connected convolutional layers. This fully convolutional architecture maintains the spatial coordinates of the input and no spatial information is lost between layers. Features are fused across layers to define a tunable nonlinear local-to-global-to-local representation, where both global and local statistics can be learned to improve predictive performance. Furthermore, as the local statistics vary from region to region, the arithmetic-mean-based metrics frequently used in spatial stationarity situations cannot effectively evaluate the models. We propose a weighted-arithmetic approach to deal with this situation. In the experiments, a real dataset from a ride-sourcing service platform (DiDiChuxing) is used, which demonstrates the effectiveness and superiority of our proposed model and evaluation method.