ChatGPT Informed Graph Neural Network for Stock Movement Prediction

ChatGPT has demonstrated remarkable capabilities across various natural language processing (NLP) tasks. However, its potential for inferring dynamic network structures from temporal textual data, specifically financial news, remains an unexplored frontier. In this research, we introduce a novel framework that leverages ChatGPT's graph inference capabilities to enhance Graph Neural Networks (GNN). Our framework adeptly extracts evolving network structures from textual data, and incorporates these networks into graph neural networks for subsequent predictive tasks. The experimental results from stock movement forecasting indicate our model has consistently outperformed the state-of-the-art Deep Learning-based benchmarks. Furthermore, the portfolios constructed based on our model's outputs demonstrate higher annualized cumulative returns, alongside reduced volatility and maximum drawdown. This superior performance highlights the potential of ChatGPT for text-based network inferences and underscores its promising implications for the financial sector.Comment: Under Review. 10 pages, 2 figure

Signal quality measures for unsupervised blood pressure measurement

Accurate systolic and diastolic pressure estimation, using automated blood pressure measurement, is difficult to achieve when the transduced signals are contaminated with noise or interference, such as movement artifact. This study presents an algorithm for automated signal quality assessment in blood pressure measurement by determining the feasibility of accurately detecting systolic and diastolic pressures when corrupted with various levels of movement artifact. The performance of the proposed algorithm is compared to a manually annotated reference scoring (RS). Based on visual representations and audible playback of Korotkoff sounds, the creation of the RS involved two experts identifying sections of the recorded sounds and annotating sections of noise contamination. The experts determined the systolic and diastolic pressure in 100 recorded Korotkoff sound recordings, using a simultaneous electrocardiograph as a reference signal. The recorded Korotkoff sounds were acquired from 25 healthy subjects (16 men and 9 women) with a total of four measurements per subject. Two of these measurements contained purposely induced noise artifact caused by subject movement. Morphological changes in the cuff pressure signal and the width of the Korotkoff pulse were extracted features which were believed to be correlated with the noise presence in the recorded Korotkoff sounds. Verification of reliable Korotkoff pulses was also performed using extracted features from the oscillometric waveform as recorded from the inflatable cuff. The time between an identified noise section and a verified Korotkoff pulse was the key feature used to determine the validity of possible systolic and diastolic pressures in noise contaminated Korotkoff sounds. The performance of the algorithm was assessed based on the ability to: verify if a signal was contaminated with any noise; the accuracy, sensitivity and specificity of this noise classification, and the systolic and diastolic pressure differences between the result obtained from the algorithm and the RS. 90% of the actual noise contaminated signals were correctly identified, and a sample-wise accuracy, sensitivity and specificity of 97.0%, 80.61% and 98.16%, respectively, were obtained from 100 pooled signals. The mean systolic and diastolic differences were 0.37 ± 3.31 and 3.10 ± 5.46 mmHg, respectively, when the artifact detection algorithm was utilized, with the algorithm correctly determined if the signal was clean enough to attempt an estimation of systolic or diastolic pressures in 93% of blood pressure measurements

A multi-channel cross-residual deep learning framework for news-oriented stock movement prediction

Stock market movement prediction remains challenging due to random walk characteristics. Yet through a potent blend of input parameters, a prediction model can learn sequential features more intelligently. In this paper, a multi-channel news-oriented prediction system is developed to capture intricate moving patterns of the stock market index. Specifically, the system adopts the temporal causal convolution to process historical index values due to its capability in learning long-term dependencies. Concurrently, it employs the Transformer Encoder for qualitative information extraction from financial news headlines and corresponding preview texts. A notable configuration to our multi-channel system is an integration of cross-residual learning between different channels, thereby allowing an earlier and closer information fusion. The proposed architecture is validated to be more efficient in trend forecasting compared to independent learning, by which channels are trained separately. Furthermore, we also demonstrate the effectiveness of involving news content previews, improving the prediction accuracy by as much as 3.39%

DancingLines: An Analytical Scheme to Depict Cross-Platform Event Popularity

Nowadays, events usually burst and are propagated online through multiple modern media like social networks and search engines. There exists various research discussing the event dissemination trends on individual medium, while few studies focus on event popularity analysis from a cross-platform perspective. Challenges come from the vast diversity of events and media, limited access to aligned datasets across different media and a great deal of noise in the datasets. In this paper, we design DancingLines, an innovative scheme that captures and quantitatively analyzes event popularity between pairwise text media. It contains two models: TF-SW, a semantic-aware popularity quantification model, based on an integrated weight coefficient leveraging Word2Vec and TextRank; and wDTW-CD, a pairwise event popularity time series alignment model matching different event phases adapted from Dynamic Time Warping. We also propose three metrics to interpret event popularity trends between pairwise social platforms. Experimental results on eighteen real-world event datasets from an influential social network and a popular search engine validate the effectiveness and applicability of our scheme. DancingLines is demonstrated to possess broad application potentials for discovering the knowledge of various aspects related to events and different media

2023 SDSU Data Science Symposium Presentation Abstracts

This document contains abstracts for presentations and posters 2023 SDSU Data Science Symposium