A Cross-Modal Temporal Alignment Framework for Artificial Intelligence-Driven Sensing in Multilingual Risk Monitoring

Against the background of highly interconnected global capital markets and rapidly propagating cross-lingual information streams, traditional anomaly detection paradigms based solely on single-modality numerical time-series sensors are insufficient for forward-looking risk sensing. From the perspective of artificial intelligence-driven sensing, this study proposes a multilingual semantic-numerical collaborative Transformer framework to construct a unified multimodal financial sensing architecture for intelligent anomaly sensing and risk perception. Within the proposed sensing paradigm, multilingual texts are conceptualized as semantic sensors that continuously emit event-driven sensing signals, while market prices, trading volumes, and order book dynamics are modeled as heterogeneous numerical sensor streams reflecting behavioral market sensing responses. These heterogeneous sensors are jointly integrated through a cross-modal sensor fusion architecture. A cross-modal temporal alignment attention mechanism is designed to explicitly model dynamic lag structures between semantic sensing signals and numerical sensor responses, enabling temporally adaptive sensor-level alignment and fusion. To enhance sensing robustness, a multilingual semantic noise-robust encoding module is introduced to suppress unreliable textual sensor noise and stabilize cross-lingual semantic sensing representations. Furthermore, a semantic-numerical collaborative risk fusion module is constructed within a shared latent sensing space to achieve adaptive sensor contribution weighting and cross-sensor feature coupling, thereby improving anomaly sensing accuracy and robustness under complex multimodal sensing environments. Extensive experiments conducted on real-world multi-market financial sensing datasets demonstrate that the proposed artificial intelligence-driven sensing framework significantly outperforms representative statistical and deep learning baselines. The framework achieves a Precision of 0.852, Recall of 0.781, F1-score of 0.815, and an AUC of 0.892, while substantially improving early warning time in practical risk sensing scenarios. In cross-market transfer settings, the proposed sensing architecture maintains stable anomaly sensing performance under bidirectional domain shifts, with AUC consistently exceeding 0.86, indicating strong structural generalization across heterogeneous sensing environments. Ablation analysis further verifies that temporal sensor alignment, semantic sensor denoising, and collaborative cross-sensor risk coupling contribute independently and synergistically to the overall sensing performance. Overall, this study establishes a scalable multimodal intelligent sensing framework for dynamic financial anomaly sensing, providing an effective artificial intelligence-driven sensing solution for cross-market risk surveillance and adaptive financial signal sensing.