Multi-period Learning for Financial Time Series Forecasting

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes crucial for accurate financial time series forecasting (TSF). However, current TSF models either use only single-period input, or lack customized designs for addressing multi-period characteristics. In this paper, we propose a Multi-period Learning Framework (MLF) to enhance financial TSF performance. MLF considers both TSF's accuracy and efficiency requirements. Specifically, we design three new modules to better integrate the multi-period inputs for improving accuracy: (i) Inter-period Redundancy Filtering (IRF), that removes the information redundancy between periods for accurate self-attention modeling, (ii) Learnable Weighted-average Integration (LWI), that effectively integrates multi-period forecasts, (iii) Multi-period self-Adaptive Patching (MAP), that mitigates the bias towards certain periods by setting the same number of patches across all periods. Furthermore, we propose a Patch Squeeze module to reduce the number of patches in self-attention modeling for maximized efficiency. MLF incorporates multiple inputs with varying lengths (periods) to achieve better accuracy and reduces the costs of selecting input lengths during training. The codes and datasets are available at https://github.com/Meteor-Stars/MLF.

GeoPep: A geometry-aware masked language model for protein-peptide binding site prediction

Multimodal approaches that integrate protein structure and sequence have achieved remarkable success in protein-protein interface prediction. However, extending these methods to protein-peptide interactions remains challenging due to the inherent conformational flexibility of peptides and the limited availability of structural data that hinder direct training of structure-aware models. To address these limitations, we introduce GeoPep, a novel framework for peptide binding site prediction that leverages transfer learning from ESM3, a multimodal protein foundation model. GeoPep fine-tunes ESM3's rich pre-learned representations from protein-protein binding to address the limited availability of protein-peptide binding data. The fine-tuned model is further integrated with a parameter-efficient neural network architecture capable of learning complex patterns from sparse data. Furthermore, the model is trained using distance-based loss functions that exploit 3D structural information to enhance binding site prediction. Comprehensive evaluations demonstrate that GeoPep significantly outperforms existing methods in protein-peptide binding site prediction by effectively capturing sparse and heterogeneous binding patterns.