Browsing by Author "Fu, Kaiqun"

Now showing 1 - 5 of 5
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    ALERTA-Net: A Temporal Distance-Aware Recurrent Networks for Stock Movement and Volatility Prediction
    Wang, Shengkun; Bai, Yangxiao; Fu, Kaiqun; Wang, Linhan; Lu, Chang-Tien; Ji, Taoran (ACM, 2023-11-06)
    For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the accuracy of stock market predictions. Diverging from conventional methods, we pioneer an approach that integrates sentiment analysis, macroeconomic indicators, search engine data, and historical prices within a multi-attention deep learning model, masterfully decoding the complex patterns inherent in the data. We showcase the state-of-the-art performance of our proposed model using a dataset, specifically curated by us, for predicting stock market movements and volatility.
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    Bridging the Gap between Spatial and Spectral Domains: A Unified Framework for Graph Neural Networks
    Chen, Zhiqian; Chen, Fanglan; Zhang, Lei; Ji, Taoran; Fu, Kaiqun; Zhao, Liang; Chen, Feng; Wu, Lingfei; Aggarwal, Charu; Lu, Chang-Tien (ACM, 2023-10)
    Deep learning's performance has been extensively recognized recently. Graph neural networks (GNNs) are designed to deal with graph-structural data that classical deep learning does not easily manage. Since most GNNs were created using distinct theories, direct comparisons are impossible. Prior research has primarily concentrated on categorizing existing models, with little attention paid to their intrinsic connections. The purpose of this study is to establish a unified framework that integrates GNNs based on spectral graph and approximation theory. The framework incorporates a strong integration between spatial- and spectral-based GNNs while tightly associating approaches that exist within each respective domain.
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    Citation Forecasting with Multi-Context Attention-Aided Dependency Modeling
    Ji, Taoran; Self, Nathan; Fu, Kaiqun; Chen, Zhiqian; Ramakrishnan, Naren; Lu, Chang-Tien (ACM, 2024)
    Forecasting citations of scientific patents and publications is a crucial task for understanding the evolution and development of technological domains and for foresight into emerging technologies. By construing citations as a time series, the task can be cast into the domain of temporal point processes. Most existing work on forecasting with temporal point processes, both conventional and neural network-based, only performs single-step forecasting. In citation forecasting, however, the more salient goal is n-step forecasting: predicting the arrival of the next n citations. In this paper, we propose Dynamic Multi-Context Attention Networks (DMA-Nets), a novel deep learning sequence-to-sequence (Seq2Seq) model with a novel hierarchical dynamic attention mechanism for long-term citation forecasting. Extensive experiments on two real-world datasets demonstrate that the proposed model learns better representations of conditional dependencies over historical sequences compared to state-of-the-art counterparts and thus achieves significant performance for citation predictions.
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    Detecting anomalous traffic behaviors with seasonal deep Kalman filter graph convolutional neural networks
    Sun, Yanshen; Lu, Yen-Cheng; Fu, Kaiqun; Chen, Fanglan; Lu, Chang-Tien (Elsevier, 2022-09)
    Anomaly detection over traffic data is crucial for transportation management and abnormal behavior identification. An anomaly in real-world scenarios usually causes abnormal observations for multiple detectors in an extended period. However, existing anomaly detection methods overly leverage the single or isolated feature interdependent contextual information in anomalies, inevitably dropping the detec-tion performance. In this paper, we propose S-DKFN (Seasonal Deep Kalman Filter Network), to identify abnormal patterns with a long duration and wide coverage. S-DKFN models traffic data with a graph and simultaneously investigates the spatial and temporal features to hunt abnormal behaviors. Specifically, a dilation temporal convolutional network (TCN) is used to merge the multi-granular seasonal features and a graph convolution network (GCN) to extract spatial features. The outputs of TCN and GCN are then fed to long-short term models (LSTM) and merged by Kalman filters for denoising. An encoder-decoder mod-ule is introduced to predict traffic attributes with seasonal features. The mean squared errors (MSE) of the predictions are considered the anomaly scores. Experimental results on two real-world datasets show that our proposed S-DKFN framework outperforms the state-of-the-art baseline methods in detecting anomalies with long-duration and wide-coverage, especially its ability to detect accidents.(c) 2022 The Authors. Published by Elsevier B.V. on behalf of King Saud University. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
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    Spatiotemporal Event Forecasting and Analysis with Ubiquitous Urban Sensors
    Fu, Kaiqun (Virginia Tech, 2021-07-13)
    The study of information extraction and knowledge exploration in the urban environment is gaining popularity. Ubiquitous sensors and a plethora of statistical reports provide an immense amount of heterogeneous urban data, such as traffic data, crime activity statistics, social media messages, and street imagery. The development of methods for heterogeneous urban data-based event identification and impacts analysis for a variety of event topics and assumptions is the subject of this dissertation. A graph convolutional neural network for crime prediction, a multitask learning system for traffic incident prediction with spatiotemporal feature learning, social media-based transportation event detection, and a graph convolutional network-based cyberbullying detection algorithm are the four methods proposed. Additionally, based on the sensitivity of these urban sensor data, a comprehensive discussion on ethical issues of urban computing is presented. This work makes the following contributions in urban perception predictions: 1) Create a preference learning system for inferring crime rankings from street view images using a bidirectional convolutional neural network (bCNN). 2) Propose a graph convolutional networkbased solution to the current urban crime perception problem; 3) Develop street view image retrieval algorithms to demonstrate real city perception. This work also makes the following contributions in traffic incident effect analysis: 1) developing a novel machine learning system for predicting traffic incident duration using temporal features; 2) modeling traffic speed similarity among road segments using spatial connectivity in feature space; and 3) proposing a sparse feature learning method for identifying groups of temporal features at a higher level. In transportation-related incidents detection, this work makes the following contributions: 1) creating a real-time social media-based traffic incident detection platform; 2) proposing a query expansion algorithm for traffic-related tweets; and 3) developing a text summarization tool for redundant traffic-related tweets. Cyberbullying detection from social media platforms is one of the major focus of this work: 1) Developing an online Dynamic Query Expansion process using concatenated keyword search. 2) Formulating a graph structure of tweet embeddings and implementing a Graph Convolutional Network for fine-grained cyberbullying classification. 3) Curating a balanced multiclass cyberbullying dataset from DQE, and making it publicly available. Additionally, this work seeks to identify ethical vulnerabilities from three primary research directions of urban computing: urban safety analysis, urban transportation analysis, and social media analysis for urban events. Visions for future improvements in the perspective of ethics are addressed.