Xiang Wang
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Xiang Wang

School of Data Science, University of Science and Technology of China, Hefei, China

Research Focus & Metrics

Academic Career Length

10Years (2017-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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18 July 2019
Verified
Conference Paper
Open access
XWXiang Wang
Xiang Wang
XHXiangnan He
Xiangnan He
MWMeng Wang
Meng Wang
FFFuli Feng
Fuli Feng
TCTat-Seng Chua
Tat-Seng Chua

25 July 2019
Verified
Conference Paper
Open access
XWXiang Wang
Xiang Wang
XHXiangnan He
Xiangnan He
YCYixin Cao
Yixin Cao
MLMeng Liu
Meng Liu
TCTat-Seng Chua
Tat-Seng Chua

17 July 2019 in Proceedings of the AAAI Conference on Artificial Intelligence
Verified
Journal Article
Open access
PDF file
XWXiang Wang
Xiang Wang
DWDingxian Wang
Dingxian Wang
CXCanran Xu
Canran Xu
XHXiangnan He
Xiangnan He
YCYixin Cao
Yixin Cao
TCTat-Seng Chua
Tat-Seng Chua
Incorporating knowledge graph into recommender systems has attracted increasing attention in recent years. By exploring the interlinks within a knowledge graph, the connectivity between users and items can be discovered as paths, which provide rich and complementary information to user-item interactions. Such connectivity not only reveals the semantics of entities and relations, but also helps to comprehend a user’s interest. However, existing efforts have not fully explored this connectivity to infer user preferences, especially in terms of modeling the sequential dependencies within and holistic semantics of a path.In this paper, we contribute a new model named Knowledgeaware Path Recurrent Network (KPRN) to exploit knowledge graph for recommendation. KPRN can generate path representations by composing the semantics of both entities and relations. By leveraging the sequential dependencies within a path, we allow effective reasoning on paths to infer the underlying rationale of a user-item interaction. Furthermore, we design a new weighted pooling operation to discriminate the strengths of different paths in connecting a user with an item, endowing our model with a certain level of explainability. We conduct extensive experiments on two datasets about movie and music, demonstrating significant improvements over state-of-the-art solutions Collaborative Knowledge Base Embedding and Neural Factorization Machine.

5 March 2019 in ACM Transactions on Information Systems
Verified
Journal Article
Open access
PDF file
FFFuli Feng
Fuli Feng
XHXiangnan He
Xiangnan He
XWXiang Wang
Xiang Wang
CLCheng Luo
Cheng Luo
YLYiqun Liu
Yiqun Liu
TCTat-Seng Chua
Tat-Seng Chua
Stock prediction aims to predict the future trends of a stock in order to help investors make good investment decisions. Traditional solutions for stock prediction are based on time-series models. With the recent success of deep neural networks in modeling sequential data, deep learning has become a promising choice for stock prediction.However, most existing deep learning solutions are not optimized toward the target of investment, i.e., selecting the best stock with the highest expected revenue. Specifically, they typically formulate stock prediction as a classification (to predict stock trends) or a regression problem (to predict stock prices). More importantly, they largely treat the stocks as independent of each other. The valuable signal in the rich relations between stocks (or companies), such as two stocks are in the same sector and two companies have a supplier-customer relation, is not considered.In this work, we contribute a new deep learning solution, namedRelational Stock Ranking(RSR), for stock prediction. Our RSR method advances existing solutions in two major aspects: (1) tailoring the deep learning models for stock ranking, and (2) capturing the stock relations in a time-sensitive manner. The key novelty of our work is the proposal of a new component in neural network modeling, namedTemporal Graph Convolution, which jointly models the temporal evolution and relation network of stocks. To validate our method, we perform back-testing on the historical data of two stock markets, NYSE and NASDAQ. Extensive experiments demonstrate the superiority of our RSR method. It outperforms state-of-the-art stock prediction solutions achieving an average return ratio of 98% and 71% on NYSE and NASDAQ, respectively.

25 January 2022 in IEEE Transactions on Knowledge and Data Engineering
Verified
Journal Article
Closed access
LWLe Wu
Le Wu
XHXiangnan He
Xiangnan He
XWXiang Wang
Xiang Wang
KZKun Zhang
Kun Zhang
MWMeng Wang
Meng Wang
Influenced by the great success of deep learning in computer vision and language understanding, research in recommendation has shifted to inventing new recommender models based on neural networks. In recent years, we have witnessed significant progress in developing neural recommender models, which generalize and surpass traditional recommender models owing to the strong representation power of neural networks. In this survey paper, we conduct a systematic review on neural recommender models, aiming to summarize this field to facilitate researchers and practitioners working on recommender systems. Specifically, based on the data usage during recommendation modeling, we divide the work into collaborative filtering and information-rich recommendation: 1) collaborative filtering, which leverages the key source of user-item interaction data; 2) content enriched recommendation, which additionally utilizes the side information associated with users and items, like user profile and item knowledge graph; and 3) temporal/sequential recommendation, which accounts for the contextual information associated with an interaction, such as time, location, and the past interactions. After reviewing representative work for each type, we finally discuss some promising directions in this field.

30 June 2022 in IEEE Transactions on Multimedia
Verified
Journal Article
Closed access
ZTZhulin Tao
Zhulin Tao
XLXiaohao Liu
Xiaohao Liu
YXYewei Xia
Yewei Xia
XWXiang Wang
Xiang Wang
LYLiFang Yang
LiFang Yang
TCTat-Seng Chua
Tat-Seng Chua
Learning representations for multimedia content is critical for multimedia recommendation. Current representation learning methods roughly fall into two groups: (1) using the historical interactions to create ID embeddings of users and items, and (2) treating multi-modal data as the side information of items to enrich their ID embeddings. Each user-item interaction offers the supervisory signal to optimize the representation learning by the traditional supervised learning paradigm. Due to the overlook of the multi-modal patterns ($e.g.$, co-occurrence of visual, acoustic, textual features in micro-videos a user saw before, and her behavioral features) hidden in the data, these methods are insufficient to create powerful representations and obtain satisfactory recommendation accuracy. To capture multi-modal patterns in the data itself, we go beyond the supervised learning paradigm, and incorporate the idea of self-supervised learning (SSL) into multimedia recommendation. Specifically, SSL consists of two components: (1) data augmentation upon multi-modal contents, where we design three operators — feature dropout (FD), feature masking (FM), feature fine and coarse spaces (FAC) — to generate multiple views of individual items; and (2) contrastive learning, which differentiates the views of an item from the others’ to distill additional supervisory signals. Clearly, SSL enables us to explore and exhibit the underlying relations among modalities, thereby resulting in powerful representations. We denote the generic framework by Self-supervised Learning-guided Multimedia Recommendation (SLMRec). Extensive experiments are performed on three real-world datasets, showing that SLMRec achieves significant improvements over several state-of-the-art baselines like LightGCN [1], MMGCN [2]. Further analysis shows how SSL affects recommendation performance.