Researcher profile

Pratyush Muthukumar

Pratyush Muthukumar contributes to research discovery and scholarly infrastructure.

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Published work

2 published item(s)

preprint2026arXiv

Multimodal Data Curation Through Ranked Retrieval

Shared embedding spaces are widely used for multimodal search and data curation. In practice, two problems often limit how well this works. First, embeddings can reflect modality more than meaning, so examples cluster by input type even when the underlying content matches. Second, the paired supervision used to train these spaces is often noisy. When we blend many heterogeneous, human-labeled datasets, these issues reinforce each other and degrade cross-modal retrieval. We present a framework that improves alignment by acting on both the training pairs and the embedding model. Symmetric Nucleus Subsampling (SNS) refines training pairs by trimming raw inputs and annotations to the portions that best support each other. Expert Embedding Engine (EEE) combines complementary embedding experts using a learned projection network, together with a bias-aware objective that reduces modality-driven separation in the embedding space. We demonstrate that this approach collapses the modality gap by over 90% on average vs base embedding experts and is a strong data curator, with datablends from our method outperforming stratified sampling and traditional curation baselines in downstream model performance.

preprint2021arXiv

A Stochastic Time Series Model for Predicting Financial Trends using NLP

Stock price forecasting is a highly complex and vitally important field of research. Recent advancements in deep neural network technology allow researchers to develop highly accurate models to predict financial trends. We propose a novel deep learning model called ST-GAN, or Stochastic Time-series Generative Adversarial Network, that analyzes both financial news texts and financial numerical data to predict stock trends. We utilize cutting-edge technology like the Generative Adversarial Network (GAN) to learn the correlations among textual and numerical data over time. We develop a new method of training a time-series GAN directly using the learned representations of Naive Bayes' sentiment analysis on financial text data alongside technical indicators from numerical data. Our experimental results show significant improvement over various existing models and prior research on deep neural networks for stock price forecasting.