Related papers: Augmenting transferred representations for stock c…
Manipulating data, such as weighting data examples or augmenting with new instances, has been increasingly used to improve model training. Previous work has studied various rule- or learning-based approaches designed for specific types of…
Forecasting the trend of stock prices is an enduring topic at the intersection of finance and computer science. Periodical updates to forecasters have proven effective in handling concept drifts arising from non-stationary markets. However,…
Data augmentation is an essential part of the training process applied to deep learning models. The motivation is that a robust training process for deep learning models depends on large annotated datasets, which are expensive to be…
Data augmentation is a technique to improve the generalization ability of machine learning methods by increasing the size of the dataset. However, since every augmentation method is not equally effective for every dataset, you need to…
Labeling and maintaining a commercial sound effects library is a time-consuming task exacerbated by databases that continually grow in size and undergo taxonomy updates. Moreover, sound search and taxonomy creation are complicated by…
Transferring a deep neural network trained on one problem to another requires only a small amount of data and little additional computation time. The same behaviour holds for ensembles of deep learning models typically superior to a single…
Self-supervised learning (SSL) has emerged as a powerful paradigm for learning representations without labeled data. Most SSL approaches rely on strong, well-established, handcrafted data augmentations to generate diverse views for…
This paper discusses a system that accelerates reinforcement learning by using transfer from related tasks. Without such transfer, even if two tasks are very similar at some abstract level, an extensive re-learning effort is required. The…
Transfer learning, also referred as knowledge transfer, aims at reusing knowledge from a source dataset to a similar target one. While many empirical studies illustrate the benefits of transfer learning, few theoretical results are…
In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…
Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…
We propose a learning problem involving adapting a pre-trained source model to the target domain for classifying all classes that appeared in the source data, using target data that covers only a partial label space. This problem is…
Transfer learning has emerged as a powerful methodology for adapting pre-trained deep neural networks on image recognition tasks to new domains. This process consists of taking a neural network pre-trained on a large feature-rich source…
We consider the transfer learning problem in the high dimensional linear regression setting, where the feature dimension is larger than the sample size. To learn transferable information, which may vary across features or the source…
Portfolio management (PM) is a fundamental financial trading task, which explores the optimal periodical reallocation of capitals into different stocks to pursue long-term profits. Reinforcement learning (RL) has recently shown its…
Data augmentation is a key practice in machine learning for improving generalization performance. However, finding the best data augmentation hyperparameters requires domain knowledge or a computationally demanding search. We address this…
Neural models often exploit superficial features to achieve good performance, rather than deriving more general features. Overcoming this tendency is a central challenge in areas such as representation learning and ML fairness. Recent work…
Stock price prediction is a critical area of financial forecasting, traditionally approached by training models using the historical price data of individual stocks. While these models effectively capture single-stock patterns, they fail to…
Data augmentation is widely used for machine learning; however, an effective method to apply data augmentation has not been established even though it includes several factors that should be tuned carefully. One such factor is sample…
This paper considers the estimation and prediction of a high-dimensional linear regression in the setting of transfer learning, using samples from the target model as well as auxiliary samples from different but possibly related regression…