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Related papers: Deep Video Prediction for Time Series Forecasting

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This paper addresses the problem of pricing involved financial derivatives by means of advanced of deep learning techniques. More precisely, we smartly combine several sophisticated neural network-based concepts like differential machine…

Computational Finance · Quantitative Finance 2024-04-18 Francisco Gómez Casanova , Álvaro Leitao , Fernando de Lope Contreras , Carlos Vázquez

Weather forecasting benefits us in various ways from farmers in cultivation and harvesting their crops to airlines to schedule their flights. Weather forecasting is a challenging task due to the chaotic nature of the atmosphere. Therefore…

Machine Learning · Computer Science 2020-11-10 Eranga De Saa , Lochandaka Ranathunga

Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time…

Machine Learning · Computer Science 2025-07-02 Sixun Dong , Wei Fan , Teresa Wu , Yanjie Fu

Anticipating actions and objects before they start or appear is a difficult problem in computer vision with several real-world applications. This task is challenging partly because it requires leveraging extensive knowledge of the world…

Computer Vision and Pattern Recognition · Computer Science 2016-12-01 Carl Vondrick , Hamed Pirsiavash , Antonio Torralba

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

Machine Learning · Computer Science 2025-11-17 Nguyen Kim Hai Bui , Nguyen Duy Chien , Péter Kovács , Gergő Bognár

Accurate travel products price forecasting is a highly desired feature that allows customers to take informed decisions about purchases, and companies to build and offer attractive tour packages. Thanks to machine learning (ML), it is now…

Applications · Statistics 2021-06-10 Rosa Candela , Pietro Michiardi , Maurizio Filippone , Maria A. Zuluaga

While time series momentum is a well-studied phenomenon in finance, common strategies require the explicit definition of both a trend estimator and a position sizing rule. In this paper, we introduce Deep Momentum Networks -- a hybrid…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Stefan Zohren , Stephen Roberts

Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

The financial time series analysis is important access to touch the complex laws of financial markets. Among many goals of the financial time series analysis, one is to construct a model that can extract the information of the future return…

Computational Engineering, Finance, and Science · Computer Science 2021-09-15 Jia-Yao Yang , Hao Zhu , Yue-Jie Hou , Ping Zhang , Chi-Chun Zhou

The action anticipation task refers to predicting what action will happen based on observed videos, which requires the model to have a strong ability to summarize the present and then reason about the future. Experience and common sense…

Computer Vision and Pattern Recognition · Computer Science 2024-08-07 Xin Liu , Chao Hao , Zitong Yu , Huanjing Yue , Jingyu Yang

New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some resemblance to "technical analysis". The results are applied to a typical object of financial engineering, namely the forecast of…

Applications · Statistics 2009-03-23 Michel Fliess , Cédric Join

Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…

Computational Engineering, Finance, and Science · Computer Science 2019-03-11 Ran Zhao , Yuntian Deng , Mark Dredze , Arun Verma , David Rosenberg , Amanda Stent

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

A stock market is considered as one of the highly complex systems, which consists of many components whose prices move up and down without having a clear pattern. The complex nature of a stock market challenges us on making a reliable…

Social and Information Networks · Computer Science 2019-09-27 Minjun Kim , Hiroki Sayama

Our work explores the task of generating future sensor observations conditioned on the past. We are motivated by `predictive coding' concepts from neuroscience as well as robotic applications such as self-driving vehicles. Predictive video…

Computer Vision and Pattern Recognition · Computer Science 2024-04-18 Tarasha Khurana , Deva Ramanan

Given a sequence of sets, where each set contains an arbitrary number of elements, the problem of temporal sets prediction aims to predict the elements in the subsequent set. In practice, temporal sets prediction is much more complex than…

Machine Learning · Computer Science 2020-07-09 Le Yu , Leilei Sun , Bowen Du , Chuanren Liu , Hui Xiong , Weifeng Lv

Diffusion models have made significant strides in image generation, mastering tasks such as unconditional image synthesis, text-image translation, and image-to-image conversions. However, their capability falls short in the realm of video…

Computer Vision and Pattern Recognition · Computer Science 2024-12-10 Gaurav Shrivastava , Abhinav Shrivastava

In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…

Machine Learning · Computer Science 2021-07-12 Paolo Mancuso , Veronica Piccialli , Antonio M. Sudoso

Time series prediction is an important problem in machine learning. Previous methods for time series prediction did not involve additional information. With a lot of dynamic knowledge graphs available, we can use this additional information…

Machine Learning · Computer Science 2020-07-14 Sankalp Garg , Navodita Sharma , Woojeong Jin , Xiang Ren

This paper contributes to the literature on parametric demand estimation by using deep learning to model consumer preferences. Traditional econometric methods often struggle with limited within-product price variation, a challenge addressed…

General Economics · Economics 2024-12-16 Kirill Safonov