Deep anomaly detection in multilingual environments remains challenging due to limited labeled data, semantic inconsistency across languages, and the unstable distribution of rare abnormal patterns. These challenges are particularly severe in low-resource scenarios—characterized by scarce labeled anomaly data and non-standardized terminology—where conventional supervised or transfer-based models suffer from semantic drift and feature mismatch. To address these limitations, a data-driven cross-lingual anomaly detection framework, LR-SSAD, is proposed. Targeting paired text and behavioral data without requiring parallel translation corpora, the framework is built upon the joint optimization of complementary self-supervised objectives. A cross-lingual masked prediction module is designed to capture language-invariant semantic structures to align semantic spaces, while a Mamba-based sequence reconstruction module leverages its linear computational complexity ($\mathcal{O}\left(N\right)$) to efficiently model long-range dependencies in transaction histories, overcoming the computational bottlenecks of quadratic attention mechanisms. To further enhance robustness under noisy supervision, a noise-aware pseudo-label refinement mechanism is introduced. Evaluated on a newly constructed real-world financial dataset (spanning January–June 2023) comprising 1.2 million multilingual texts and 420,000 transaction sequences, experimental results demonstrate that LR-SSAD achieves substantial improvements over state-of-the-art baselines. The model achieves an accuracy of 0.932, a precision of 0.914, a recall of 0.891, and an F1-score of 0.902, with the Area Under the Curve (AUC) reaching 0.948. The proposed framework provides a scalable and data-efficient solution for anomaly detection in real-world multilingual environments.

This study proposes a unified multimodal temporal motion state perception framework for optical imaging-oriented biomedical applications, integrating visual skeleton sequences, inertial measurement unit (IMU) signals, and surface electromyography (EMG) signals. The framework utilizes modality-specific encoders and a cross-modal temporal alignment attention mechanism to explicitly model temporal offsets from heterogeneous sensing streams. A multimodal temporal Transformer backbone is introduced to capture long-range motion dependencies and cross-modal interactions, while an uncertainty-aware fusion module dynamically allocates weights based on modality confidence. Experimental results demonstrate that the proposed approach achieves an accuracy of 94.37%, an F1-score of 93.95%, and a mean average precision of 96.02%, outperforming mainstream baseline models. Robustness evaluations further confirm stable performance under visual occlusion and sensor noise. These results indicate that the framework provides a highly accurate and robust solution for rehabilitation assessment, sports training monitoring, and wearable intelligent interaction systems.

Short-term financial risk in intelligent trading systems is reflected not only in prices, trading volumes, and textual sentiment but also in infrastructure operating states, including server workload, device power consumption, network latency, and packet loss rate. We propose HSF-LLMNet, a hardware sensor and large language model semantic fusion network for jointly modeling external information shocks and infrastructure responses. A large language model extracts event category, sentiment polarity, risk intensity, and semantic uncertainty from financial texts. Reliability-aware temporal modeling handles sensor missingness, drift, and abnormal noise, while asynchronous soft alignment, bidirectional cross-attention, and reliability-aware gated fusion integrate irregular textual events with continuous hardware signals. The model jointly predicts market direction, realized volatility, and three-level risk over the subsequent 30 min. Experiments were conducted on eight Chinese A-share indices: the SSE Composite Index (000001.SH), SSE 50 Index (000016.SH), CSI 300 Index (000300.SH), STAR 50 Index (000688.SH), CSI 500 Index (000905.SH), CSI 1000 Index (000852.SH), Shenzhen Component Index (399001.SZ), and ChiNext Index (399006.SZ). The common observation period for market, textual, and hardware data extended from 1 March 2024 to 30 June 2025. After data cleaning, timestamp matching, and multimodal temporal alignment, 169,208 aligned asset–time prediction windows were retained for the 30 min forecasting task. Realized volatility was defined as the square root of the sum of squared one-minute log returns over the future 30 min interval. The three-level risk label was constructed from future realized volatility, absolute 30 min return, and liquidity stress, with all thresholds estimated exclusively from the training portion of each fold. A sample was labeled high risk when at least two of the three indicators exceeded their 85th-percentile thresholds or when any indicator exceeded its 95th-percentile threshold. It was labeled medium risk when, after excluding high-risk samples, at least two indicators exceeded their 60th-percentile thresholds or any indicator exceeded its 85th-percentile threshold; all remaining samples were labeled low risk. Results showed that HSF-LLMNet achieved an accuracy of 78.62%, a precision of 78.14%, a recall of 77.83%, an F1-score of 77.98%, an area under the receiver operating characteristic curve of 84.91%, and a Matthews correlation coefficient of 57.36% for directional prediction. For realized-volatility regression, the MAE, RMSE, MAPE, and $R^2$ were 0.0089, 0.0135, 9.21%, and 0.812, respectively. For high-risk-event warning, the mean effective warning time, defined as the interval between the first valid alarm and the corresponding event, was 15.37 min; the false-alarm rate and missed-alarm rate were 6.82% and 8.14%, respectively. Ablation experiments showed performance reductions after removing semantic encoding, sensor-reliability estimation, asynchronous alignment, bidirectional cross-attention, gated fusion, or multi-task learning. These results indicate that textual events and infrastructure operating states provide complementary information for quantitative risk analytics and fintech applications.