4 papers
MURAL: Multimodal Uncertainty-aware Recommendation via Adaptive edge Learning
Ahmad Mousavi, Majid Alikhani, Yeon-Chang Lee +2
Multimodal Graph Neural Networks have become standard for recommendation by augmenting sparse interaction data with content features. Yet current architectures face two bottlenecks…
E-CaTCH: Event-Centric Cross-Modal Attention with Temporal Consistency and Class-Imbalance Handling for Misinformation Detection
Ahmad Mousavi, Yeganeh Abdollahinejad, Roberto Corizzo +2
Detecting multimodal misinformation on social media remains challenging due to inconsistencies between modalities, changes in temporal patterns, and substantial class imbalance. Ma…
Sparse Extended Mean-Variance-CVaR Portfolios with Short-selling
Ahmad Mousavi, Maziar Salahi, Zois Boukouvalas
This paper introduces a novel penalty decomposition algorithm customized for addressing the non-differentiable and nonconvex problem of extended mean-variance-CVaR portfolio optimi…
A Penalty Decomposition Algorithm with Greedy Improvement for Mean-Reverting Portfolios with Sparsity and Volatility Constraints
Ahmad Mousavi, Jinglai Shen
Mean-reverting portfolios with few assets, but high variance, are of great interest for investors in financial markets. Such portfolios are straightforwardly profitable because the…