Related papers: Multi-future Merchant Transaction Prediction
Inferring user characteristics such as demographic attributes is of the utmost importance in many user-centric applications. Demographic data is an enabler of personalization, identity security, and other applications. Despite that, this…
Many scientific areas, from computer science to the environmental sciences and finance, give rise to multivariate time series which exhibit long memory, or loosely put, a slow decay in their autocorrelation structure. Efficient modelling…
Forecasting the volatility of financial assets is essential for various financial applications. This paper addresses the challenging task of forecasting the volatility of financial assets with limited historical data, such as new issues or…
Representation learning plays a critical role in the analysis of time series data and has high practical value across a wide range of applications. including trend analysis, time series data retrieval and forecasting. In practice, data…
Future prediction is a fundamental principle of intelligence that helps plan actions and avoid possible dangers. As the future is uncertain to a large extent, modeling the uncertainty and multimodality of the future states is of great…
Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data modalities often embed different nonlinear relationships…
Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…
Multi-horizon time series forecasting has many practical applications such as demand forecasting. Accurate demand prediction is critical to help make buying and inventory decisions for supply chain management of e-commerce and physical…
The burgeoning e-Commerce sector requires advanced solutions for the detection of transaction fraud. With an increasing risk of financial information theft and account takeovers, deep learning methods have become integral to the embedding…
Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…
User churn, characterized by customers ending their relationship with a business, has profound economic consequences across various Business-to-Customer scenarios. For numerous system-to-user actions, such as promotional discounts and…
Time series prediction underpins a broad range of downstream tasks across many scientific domains. Recent advances and increasing adoption of black-box machine learning models for time series prediction highlight the critical need for…
Trajectory prediction is an important task, especially in autonomous driving. The ability to forecast the position of other moving agents can yield to an effective planning, ensuring safety for the autonomous vehicle as well for the…
Deciding the best future execution time is a critical task in many business activities while evolving time series forecasting, and optimal timing strategy provides such a solution, which is driven by observed data. This solution has plenty…
For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…
Being able to predict when invoices will be paid is valuable in multiple industries and supports decision-making processes in most financial workflows. However, due to the complexity of data related to invoices and the fact that the…
Prediction problems in finance go beyond estimating the unknown parameters of a model (e.g. of expected returns). This is because such a model would have to include parameters governing the market participants' propensity to change their…
Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…
Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…
This study aims to address the challenges of futures price prediction in high-frequency trading (HFT) by proposing a continuous learning factor predictor based on graph neural networks. The model integrates multi-factor pricing theories…