Heterogeneous Simultaneous Graphical Dynamic Linear Model (H-SGDLM)
We propose a heterogeneous simultaneous graphical dynamic linear model (H-SGDLM), which extends the standard SGDLM framework to incorporate a heterogeneous autoregressive realised volatility (HAR-RV) model. This novel approach creates a GPU-scalable multivariate volatility estimator, which decomposes multiple time series into economically-meaningful variables to explain the endogenous and exogenous factors driving the underlying variability. This unique decomposition goes beyond the classic one step ahead prediction; indeed, we investigate inferences up to one month into the future using stocks, FX futures and ETF futures, demonstrating its superior performance according to accuracy of large moves, longer-term prediction and consistency over time. …

Multi-Source Pointer Network
In this paper, we study the product title summarization problem in E-commerce applications for display on mobile devices. Comparing with conventional sentence summarization, product title summarization has some extra and essential constraints. For example, factual errors or loss of the key information are intolerable for E-commerce applications. Therefore, we abstract two more constraints for product title summarization: (i) do not introduce irrelevant information; (ii) retain the key information (e.g., brand name and commodity name). To address these issues, we propose a novel multi-source pointer network by adding a new knowledge encoder for pointer network. The first constraint is handled by pointer mechanism. For the second constraint, we restore the key information by copying words from the knowledge encoder with the help of the soft gating mechanism. For evaluation, we build a large collection of real-world product titles along with human-written short titles. Experimental results demonstrate that our model significantly outperforms the other baselines. Finally, online deployment of our proposed model has yielded a significant business impact, as measured by the click-through rate. …

Seq2Biseq
During the last couple of years, Recurrent Neural Networks (RNN) have reached state-of-the-art performances on most of the sequence modelling problems. In particular, the ‘sequence to sequence’ model and the neural CRF have proved to be very effective in this domain. In this article, we propose a new RNN architecture for sequence labelling, leveraging gated recurrent layers to take arbitrarily long contexts into account, and using two decoders operating forward and backward. We compare several variants of the proposed solution and their performances to the state-of-the-art. Most of our results are better than the state-of-the-art or very close to it and thanks to the use of recent technologies, our architecture can scale on corpora larger than those used in this work. …

Mathematics Content Understanding
Although the scientific digital library is growing at a rapid pace, scholars/students often find reading Science, Technology, Engineering, and Mathematics (STEM) literature daunting, especially for the math-content/formula. In this paper, we propose a novel problem, “mathematics content understanding”, for cyberlearning and cyberreading. To address this problem, we create a Formula Evolution Map (FEM) offline and implement a novel online learning/reading environment, PDF Reader with Math-Assistant (PRMA), which incorporates innovative math-scaffolding methods. The proposed algorithm/system can auto-characterize student emerging math-information need while reading a paper and enable students to readily explore the formula evolution trajectory in FEM. Based on a math-information need, PRMA utilizes innovative joint embedding, formula evolution mining, and heterogeneous graph mining algorithms to recommend high quality Open Educational Resources (OERs), e.g., video, Wikipedia page, or slides, to help students better understand the math-content in the paper. Evaluation and exit surveys show that the PRMA system and the proposed formula understanding algorithm can effectively assist master and PhD students better understand the complex math-content in the class readings. …