Towards Better Forecasting by Fusing Near and Distant Future Visions

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments with different temporal distance. Such a deficiency probably prevents the model from getting enough information about the future, thus limiting the forecasting accuracy. To address this problem, we propose Multi-Level Construal Neural Network (MLCNN), a novel multi-task deep learning framework. Inspired by the Construal Level Theory of psychology, this model aims to improve the predictive performance by fusing forecasting information (i.e., future visions) of different future time. We first use the Convolution Neural Network to extract multi-level abstract representations of the raw data for near and distant future predictions. We then model the interplay between multiple predictive tasks and fuse their future visions through a modified Encoder-Decoder architecture. Finally, we combine traditional Autoregression model with the neural network to solve the scale insensitive problem. Experiments on three real-world datasets show that our method achieves statistically significant improvements compared to the most state-of-the-art baseline methods, with average 4.59% reduction on RMSE metric and average 6.87% reduction on MAE metric.Comment: Accepted by AAAI 202

Can Perturbations Help Reduce Investment Risks? Risk-Aware Stock Recommendation via Split Variational Adversarial Training

In the stock market, a successful investment requires a good balance between profits and risks. Recently, stock recommendation has been widely studied in quantitative investment to select stocks with higher return ratios for investors. Despite the success in making profits, most existing recommendation approaches are still weak in risk control, which may lead to intolerable paper losses in practical stock investing. To effectively reduce risks, we draw inspiration from adversarial perturbations and propose a novel Split Variational Adversarial Training (SVAT) framework for risk-aware stock recommendation. Essentially, SVAT encourages the model to be sensitive to adversarial perturbations of risky stock examples and enhances the model's risk awareness by learning from perturbations. To generate representative adversarial examples as risk indicators, we devise a variational perturbation generator to model diverse risk factors. Particularly, the variational architecture enables our method to provide a rough risk quantification for investors, showing an additional advantage of interpretability. Experiments on three real-world stock market datasets show that SVAT effectively reduces the volatility of the stock recommendation model and outperforms state-of-the-art baseline methods by more than 30% in terms of risk-adjusted profits

Definition and Detection of Defects in NFT Smart Contracts

Recently, the birth of non-fungible tokens (NFTs) has attracted great attention. NFTs are capable of representing users' ownership on the blockchain and have experienced tremendous market sales due to their popularity. Unfortunately, the high value of NFTs also makes them a target for attackers. The defects in NFT smart contracts could be exploited by attackers to harm the security and reliability of the NFT ecosystem. Despite the significance of this issue, there is a lack of systematic work that focuses on analyzing NFT smart contracts, which may raise worries about the security of users' NFTs. To address this gap, in this paper, we introduce 5 defects in NFT smart contracts. Each defect is defined and illustrated with a code example highlighting its features and consequences, paired with possible solutions to fix it. Furthermore, we propose a tool named NFTGuard to detect our defined defects based on a symbolic execution framework. Specifically, NFTGuard extracts the information of the state variables from the contract abstract syntax tree (AST), which is critical for identifying variable-loading and storing operations during symbolic execution. Furthermore, NFTGuard recovers source-code-level features from the bytecode to effectively locate defects and report them based on predefined detection patterns. We run NFTGuard on 16,527 real-world smart contracts and perform an evaluation based on the manually labeled results. We find that 1,331 contracts contain at least one of the 5 defects, and the overall precision achieved by our tool is 92.6%.Comment: Accepted by ISSTA 202