With the growing demand for multilingual financial information, cross-lingual financial sentiment recognition faces significant challenges, including semantic misalignment, ambiguous sentiment expression, and insufficient transferability. To address these issues, a unified multilingual recognition framework is proposed, integrating semantic contrastive learning with a language-adaptive modulation mechanism. This approach is built upon the XLM-R multilingual model and employs a semantic contrastive module to enhance cross-lingual semantic consistency. In addition, a language modulation module based on low-rank parameter injection is introduced to improve the model’s sensitivity to fine-grained emotional features in low-resource languages such as Chinese and French. Experiments were conducted on a constructed trilingual financial sentiment dataset encompassing English, Chinese, and French. The results demonstrate that the proposed model significantly outperforms existing methods in cross-lingual sentiment recognition tasks. Specifically, in the English-to-French transfer setting, the model achieved 73.6% in accuracy, 69.8% in F1-Macro, 72.4% in F1-Weighted, and a cross-lingual generalization score of 0.654. Further improvements were observed under multilingual joint training, reaching 77.3%, 73.6%, 76.1%, and 0.696, respectively. In overall comparisons, the proposed model attained the highest performance across cross-lingual scenarios, with 75.8% in accuracy, 72.3% in F1-Macro, and 74.7% in F1-Weighted, surpassing strong baselines such as XLM-R+SimCSE and LaBSE. These results highlight the model’s superior capability in semantic alignment and generalization across languages. The proposed framework demonstrates strong applicability and promising potential in multilingual financial sentiment analysis, public opinion monitoring, and multilingual risk modeling.

In large-scale recommendation scenarios, achieving high-precision ranking requires simultaneously modeling user interest dynamics and content propagation potential. In this work, we propose a unified framework that integrates a temporal interest modeling stream with a multimodal virality encoder. The temporal stream captures sequential user behavior through the self-attention-based modeling of long-term and short-term interests, while the virality encoder learns latent virality factors from heterogeneous modalities, including text, images, audio, and user comments. The two streams are fused in the ranking layer to form a joint representation that balances personalized preference with content dissemination potential. To further enhance efficiency, we design hierarchical cascade heads with gating recursion for progressive refinement, along with a multi-level pruning and cache management strategy that reduces redundancy during inference. Experiments on three real-world datasets (Douyin, Bilibili, and MIND) demonstrate that our method achieves significant improvements over state-of-the-art baselines across multiple metrics. Additional analyses confirm the interpretability of the virality factors and highlight their positive correlation with real-world popularity indicators. These results validate the effectiveness and practicality of our approach for high-precision recommendation in big data environments.