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Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

Statistical Finance · Quantitative Finance 2022-01-21 Carmina Fjellström

Whether language models can systematically generalize remains actively debated. Yet empirical performance is jointly shaped by multiple factors such as training data, training paradigms, and inference-time strategies, making failures…

Artificial Intelligence · Computer Science 2026-04-17 Yao Tong , Jiayuan Ye , Anastasia Borovykh , Reza Shokri

This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…

Statistical Finance · Quantitative Finance 2025-02-25 Meet Satishbhai Sonani , Atta Badii , Armin Moin

Link prediction is widely used in a variety of industrial applications, such as merchant recommendation, fraudulent transaction detection, and so on. However, it's a great challenge to train and deploy a link prediction model on…

Social and Information Networks · Computer Science 2020-03-11 Dalong Zhang , Xianzheng Song , Ziqi Liu , Zhiqiang Zhang , Xin Huang , Lin Wang , Jun Zhou

This paper introduces a novel robust trading paradigm, called \textit{multi-double linear policies}, situated within a \textit{generalized} lattice market. Distinctively, our framework departs from most existing robust trading strategies,…

Portfolio Management · Quantitative Finance 2025-04-18 Chung-Han Hsieh , Xin-Yu Wang

Recent advances in reinforcement learning, such as Dynamic Sampling Policy Optimization (DAPO), show strong performance when paired with large language models (LLMs). Motivated by this success, we ask whether similar gains can be realized…

Computational Engineering, Finance, and Science · Computer Science 2025-05-27 Ruijian Zha , Bojun Liu

This paper studies the finite-horizon robust optimal control of constrained linear systems subject to model mismatch and additive stochastic disturbances. Utilizing the system level synthesis (SLS) parameterization, we propose a novel SLS…

Optimization and Control · Mathematics 2025-10-09 Yun Li , Jicheng Shi , Colin N. Jones , Neil Yorke-Smith , Tamas Keviczky

We construct a general stochastic process and prove weak convergence results. It is scaled in space and through the parameters of its distribution. We show that our simplified scaling is equivalent to time scaling used frequently. The…

Probability · Mathematics 2011-07-01 Mine Caglar

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Pre-trained models have achieved success in Chinese Short Text Matching (STM) tasks, but they often rely on superficial clues, leading to a lack of robust predictions. To address this issue, it is crucial to analyze and mitigate the…

Computation and Language · Computer Science 2023-09-11 Yanrui Du , Sendong Zhao , Yuhan Chen , Rai Bai , Jing Liu , Hua Wu , Haifeng Wang , Bing Qin

Generalized Linear Models (GLMs) and Single Index Models (SIMs) provide powerful generalizations of linear regression, where the target variable is assumed to be a (possibly unknown) 1-dimensional function of a linear predictor. In general,…

Artificial Intelligence · Computer Science 2011-04-14 Sham Kakade , Adam Tauman Kalai , Varun Kanade , Ohad Shamir

More and more stock trading strategies are constructed using deep reinforcement learning (DRL) algorithms, but DRL methods originally widely used in the gaming community are not directly adaptable to financial data with low signal-to-noise…

Computational Finance · Quantitative Finance 2023-07-27 Jie Zou , Jiashu Lou , Baohua Wang , Sixue Liu

This paper introduces score-based sequential Langevin sampling (SSLS), a novel approach to nonlinear data assimilation within a recursive Bayesian filtering framework. The proposed method decomposes the assimilation process into alternating…

Numerical Analysis · Mathematics 2026-04-07 Zhao Ding , Chenguang Duan , Yuling Jiao , Jerry Zhijian Yang , Cheng Yuan , Pingwen Zhang

Stock prices forecasting has always been a challenging task. Although many research projects try to address the problem, few of them pay attention to the varying degrees of dependencies between stock prices. In this paper, we introduce a…

Machine Learning · Computer Science 2025-04-02 Yuanzhe Jia , Ali Anaissi , Basem Suleiman

Graph Self-Supervised Learning (GSSL) has emerged as a powerful paradigm for generating high-quality representations for graph-structured data. While multi-scale graph contrastive learning has received increasing attention, many existing…

Machine Learning · Computer Science 2026-05-14 Mohamed Mahmoud Amar , Nairouz Mrabah , Mohamed Bouguessa , Abdoulaye Baniré Diallo

Multi-task learning has emerged as a powerful machine learning paradigm for integrating data from multiple sources, leveraging similarities between tasks to improve overall model performance. However, the application of multi-task learning…

Methodology · Statistics 2024-02-09 Parker Knight , Rui Duan

We present Generalizable Hierarchical Skill Learning (GSL), a novel framework for hierarchical policy learning that significantly improves policy generalization and sample efficiency in robot manipulation. One core idea of GSL is to use…

Prompts with different control signals (e.g., length, keywords, etc.) can be used to control text summarization. When control signals are available, they can control the properties of generated summaries and potentially improve…

Computation and Language · Computer Science 2022-12-20 Yubo Zhang , Xingxing Zhang , Xun Wang , Si-qing Chen , Furu Wei

In this two-part paper, we identify a broad class of decentralized output-feedback LQG systems for which the optimal control strategies have a simple intuitive estimation structure and can be computed efficiently. Roughly, we consider the…

Systems and Control · Computer Science 2014-08-13 Ashutosh Nayyar , Laurent Lessard

3D Gaussian Splatting (3DGS) is a highly deployable real-time method for novel view synthesis. In practice, it requires a universal, consistent control mechanism that adjusts the trade-off between rendering quality and model compression…

Computer Vision and Pattern Recognition · Computer Science 2025-11-10 Fengdi Zhang , Yibao Sun , Hongkun Cao , Ruqi Huang
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