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In recent years, 2D Convolutional Networks-based video action recognition has encouragingly gained wide popularity; However, constrained by the lack of long-range non-linear temporal relation modeling and reverse motion information…

Computer Vision and Pattern Recognition · Computer Science 2021-12-20 Yongkang Zhang , Jun Li , Guoming Wu , Han Zhang , Zhiping Shi , Zhaoxun Liu , Zizhang Wu

The stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote…

Machine Learning · Computer Science 2024-08-23 Gonzalo Lopez Gil , Paul Duhamel-Sebline , Andrew McCarren

Deep conditional generative models are developed to simultaneously learn the temporal dependencies of multiple sequences. The model is designed by introducing a three-way weight tensor to capture the multiplicative interactions between side…

Machine Learning · Statistics 2016-05-24 Jiaming Song , Zhe Gan , Lawrence Carin

We introduce the concept of multiple temporal perspectives, a novel approach applicable to Recurrent Neural Network (RNN) architectures for enhancing their understanding of sequential data. This method involves maintaining diverse temporal…

Machine Learning · Computer Science 2024-07-15 Razvan-Gabriel Dumitru , Darius Peteleaza , Mihai Surdeanu

Multi-Task Learning (MTL) has shown its importance at user products for fast training, data efficiency, reduced overfitting etc. MTL achieves it by sharing the network parameters and training a network for multiple tasks simultaneously.…

Machine Learning · Computer Science 2022-12-08 Brijraj Singh , Swati Gupta , Mayukh Das , Praveen Doreswamy Naidu , Sharan Kumar Allur

The growing availability and importance of time series data across various domains, including environmental science, epidemiology, and economics, has led to an increasing need for time-series causal discovery methods that can identify the…

Machine Learning · Computer Science 2024-04-03 Omar Faruque , Sahara Ali , Xue Zheng , Jianwu Wang

Multivariate time series classification (MTSC) is an important data mining task, which can be effectively solved by popular deep learning technology. Unfortunately, the existing deep learning-based methods neglect the hidden dependencies in…

Machine Learning · Computer Science 2024-08-19 Huaiyuan Liu , Xianzhang Liu , Donghua Yang , Zhiyu Liang , Hongzhi Wang , Yong Cui , Jun Gu

In this study, we explore the synergy of deep learning and financial market applications, focusing on pair trading. This market-neutral strategy is integral to quantitative finance and is apt for advanced deep-learning techniques. A pivotal…

Machine Learning · Computer Science 2024-02-07 Junwei Su , Shan Wu , Jinhui Li

Data-driven approaches to automated machine condition monitoring are gaining popularity due to advancements made in sensing technologies and computing algorithms. This paper proposes the use of a deep learning model, based on Long…

Signal Processing · Electrical Eng. & Systems 2019-07-30 Jianlei Zhang , Binil Starly

Financial time-series forecasting is one of the most challenging domains in the field of time-series analysis. This is mostly due to the highly non-stationary and noisy nature of financial time-series data. With progressive efforts of the…

Machine Learning · Computer Science 2022-01-17 Mostafa Shabani , Dat Thanh Tran , Martin Magris , Juho Kanniainen , Alexandros Iosifidis

We explore various neural network architectures for modeling the dynamics of the cryptocurrency market. Traditional linear models often fall short in accurately capturing the unique and complex dynamics of this market. In contrast, Deep…

Machine Learning · Computer Science 2024-07-23 Hugo Inzirillo

This paper presents a novel method to involve both spatial and temporal features for semantic video segmentation. Current work on convolutional neural networks(CNNs) has shown that CNNs provide advanced spatial features supporting a very…

Computer Vision and Pattern Recognition · Computer Science 2016-09-05 Mohsen Fayyaz , Mohammad Hajizadeh Saffar , Mohammad Sabokrou , Mahmood Fathy , Reinhard Klette , Fay Huang

Even though computational intelligence techniques have been extensively utilized in financial trading systems, almost all developed models use the time series data for price prediction or identifying buy-sell points. However, in this study…

Machine Learning · Computer Science 2019-03-13 Omer Berat Sezer , Ahmet Murat Ozbayoglu

The transcription of handwritten text on images is one task in machine learning and one solution to solve it is using multi-dimensional recurrent neural networks (MDRNN) with connectionist temporal classification (CTC). The RNNs can contain…

Artificial Intelligence · Computer Science 2019-08-28 G. Leifert , T. Strauß , T. Grüning , R. Labahn

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

This work addresses the problem of analyzing multi-channel time series data %. In this paper, we by proposing an unsupervised fusion framework based on %the recently proposed convolutional transform learning. Each channel is processed by a…

Machine Learning · Computer Science 2020-11-10 Pooja Gupta , Jyoti Maggu , Angshul Majumdar , Emilie Chouzenoux , Giovanni Chierchia

Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…

Computational Engineering, Finance, and Science · Computer Science 2019-06-11 Dat Thanh Tran , Alexandros Iosifidis , Juho Kanniainen , Moncef Gabbouj

Time Series Classification (TSC) has drawn a lot of attention in literature because of its broad range of applications for different domains, such as medical data mining, weather forecasting. Although TSC algorithms are designed for…

Machine Learning · Computer Science 2021-10-12 Syed Rawshon Jamil

Deep neural networks (DNNs) that tackle the time series classification (TSC) task have provided a promising framework in signal processing. In real-world applications, as a data-driven model, DNNs are suffered from insufficient data.…

Computer Vision and Pattern Recognition · Computer Science 2023-11-07 Hao Zhang , Zhendong Pang , Jiangpeng Wang , Teng Li

Multidimensional time series clustering is an important problem in time series data analysis. This paper provides a new research idea for the behavioral analysis of financial markets, using the intrinsic correlation existing between…

Computational Engineering, Finance, and Science · Computer Science 2022-09-27 Pei Dehao