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Deep Learning and transfer learning models are being used to generate time series forecasts; however, there is scarce evidence about their performance prediction that it is more evident for monthly time series. The purpose of this paper is…

Machine Learning · Computer Science 2023-10-12 Martín Solís , Luis-Alexander Calvo-Valverde

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…

Machine Learning · Computer Science 2025-03-18 Andreas Teller , Uta Pigorsch , Christian Pigorsch

In this paper we propose an improved method for transfer learning that takes into account the balance between target and source data. This method builds on the state-of-the-art Multisource Tradaboost, but weighs the importance of each…

Machine Learning · Computer Science 2019-03-28 João Antunes , Alexandre Bernardino , Asim Smailagic , Daniel Siewiorek

In transfer learning, a source domain often carries diverse knowledge, and different domains usually emphasize different types of knowledge. Different from handling only a single type of knowledge from all domains in traditional transfer…

Machine Learning · Statistics 2025-09-22 Chunna Li , Yiwei Song , Yuanhai Shao

Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…

Machine Learning · Computer Science 2025-11-20 Nathanael Bosch , Oleksandr Shchur , Nick Erickson , Michael Bohlke-Schneider , Caner Türkmen

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

Transfer learning for deep neural networks is the process of first training a base network on a source dataset, and then transferring the learned features (the network's weights) to a second network to be trained on a target dataset. This…

Machine Learning · Computer Science 2019-01-29 Hassan Ismail Fawaz , Germain Forestier , Jonathan Weber , Lhassane Idoumghar , Pierre-Alain Muller

This paper presents a novel approach in wildfire prediction through the integration of multisource spatiotemporal data, including satellite data, and the application of deep learning techniques. Specifically, we utilize an ensemble model…

Machine Learning · Computer Science 2025-01-07 Ayoub Jadouli , Chaker El Amrani

We propose a unified multi-tasking framework to represent the complex and uncertain causal process of financial market dynamics, and then to predict the movement of any type of index with an application on the monthly direction of the…

Statistical Finance · Quantitative Finance 2022-04-29 Djoumbissie David Romain

Identifying beneficial tasks to transfer from is a critical step toward successful intermediate-task transfer learning. In this work, we experiment with 130 source-target task combinations and demonstrate that the transfer performance…

Computation and Language · Computer Science 2024-07-24 Pin-Jie Lin , Miaoran Zhang , Marius Mosbach , Dietrich Klakow

In the low-data regime, it is difficult to train good supervised models from scratch. Instead practitioners turn to pre-trained models, leveraging transfer learning. Ensembling is an empirically and theoretically appealing way to construct…

Machine Learning · Computer Science 2020-10-20 Basil Mustafa , Carlos Riquelme , Joan Puigcerver , André Susano Pinto , Daniel Keysers , Neil Houlsby

In recent years, supervised machine learning models have demonstrated tremendous success in a variety of application domains. Despite the promising results, these successful models are data hungry and their performance relies heavily on the…

Machine Learning · Computer Science 2018-12-05 Azin Asgarian , Parinaz Sobhani , Ji Chao Zhang , Madalin Mihailescu , Ariel Sibilia , Ahmed Bilal Ashraf , Babak Taati

Through this project, we researched on transfer learning methods and their applications on real world problems. By implementing and modifying various methods in transfer learning for our problem, we obtained an insight in the advantages and…

Machine Learning · Computer Science 2017-07-11 Hailin Chen , Shengping Cui , Sebastian Li

In practical scenarios, time series forecasting necessitates not only accuracy but also efficiency. Consequently, the exploration of model architectures remains a perennially trending topic in research. To address these challenges, we…

Machine Learning · Computer Science 2025-08-13 Tianxiang Zhan , Yuanpeng He , Yong Deng , Zhen Li , Wenjie Du , Qingsong Wen

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Predicting student performance under varying data distributions is a challenging task. This study proposes a method to improve prediction accuracy by employing transfer learning techniques on the dataset with varying distributions. Using…

Computers and Society · Computer Science 2024-07-19 Yan Zhao

Federated learning (FL) enables edge-devices to collaboratively learn a model without disclosing their private data to a central aggregating server. Most existing FL algorithms require models of identical architecture to be deployed across…

Machine Learning · Computer Science 2022-04-28 Yae Jee Cho , Andre Manoel , Gauri Joshi , Robert Sim , Dimitrios Dimitriadis

In this paper we consider the binary transfer learning problem, focusing on how to select and combine sources from a large pool to yield a good performance on a target task. Constraining our scenario to real world, we do not assume the…

Computer Vision and Pattern Recognition · Computer Science 2016-09-16 Ilja Kuzborskij , Francesco Orabona , Barbara Caputo

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

Artificial Intelligence · Computer Science 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

We propose a novel adaptive transfer learning framework, learning to transfer learn (L2TL), to improve performance on a target dataset by careful extraction of the related information from a source dataset. Our framework considers…

Machine Learning · Computer Science 2020-07-17 Linchao Zhu , Sercan O. Arik , Yi Yang , Tomas Pfister