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Tabular regression is a well-studied problem with numerous industrial applications, yet most existing approaches focus on point estimation, often leading to overconfident predictions. This issue is particularly critical in industrial…
This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses…
Time-series data can represent the behaviors of autonomous systems, such as drones and self-driving cars. The task of binary and multi-class classification for time-series data has become a prominent area of research. Neural networks…
Data representation remains a fundamental challenge in machine learning, particularly when adapting sequence-based architectures like Transformers and Large Language Models (LLMs) for structured tabular data. Existing methods often fail to…
Mixed-integer linear programming (MILP), a widely used modeling framework for combinatorial optimization, are central to many scientific and engineering applications, yet remains computationally challenging at scale. Recent advances in deep…
Mining and exploring databases should provide users with knowledge and new insights. Tiles of data strive to unveil true underlying structure and distinguish valuable information from various kinds of noise. We propose a novel Boolean…
Graph Neural Networks (GNNs) have emerged as a powerful and flexible framework for representation learning on irregular data. As they generalize the operations of classical CNNs on grids to arbitrary topologies, GNNs also bring much of the…
This paper addresses a multi-label predictive fault classification problem for multidimensional time-series data. While fault (event) detection problems have been thoroughly studied in literature, most of the state-of-the-art techniques…
Deep learning has seen increasing applications in time series in recent years. For time series anomaly detection scenarios, such as in finance, Internet of Things, data center operations, etc., time series usually show very flexible…
Machine learning models benefit when allowed to learn from temporal trends in time-stamped administrative data. These trends can be represented by dividing a model's observation window into time segments or bins. Model training time and…
Multiresolution analysis has applications across many disciplines in the study of complex systems and their dynamics. Financial markets are among the most complex entities in our environment, yet mainstream quantitative models operate at…
Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…
Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront…
The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…
Relational databases, organized into tables connected by primary-foreign key relationships, are a common format for organizing data. Making predictions on relational data often involves transforming them into a flat tabular format through…
Compressed Neural Networks have the potential to enable deep learning across new applications and smaller computational environments. However, understanding the range of learning tasks in which such models can succeed is not well studied.…
Reasoning about graphs evolving over time is a challenging concept in many domains, such as bioinformatics, physics, and social networks. We consider a common case in which edges can be short term interactions (e.g., messaging) or long term…
Recent work in time series forecasting has explored reformulating regression as a classification task. By discretizing the continuous target space into bins and predicting over a fixed set of classes, these approaches benefit from more…
Recent industrial credit scoring models remain heavily reliant on manually tuned statistical learning methods. Despite their potential, deep learning architectures have struggled to consistently outperform traditional statistical models in…
Tabular data are fundamental in common machine learning applications, ranging from finance to genomics and healthcare. This paper focuses on tabular regression tasks, a field where deep learning (DL) methods are not consistently superior to…