Related papers: Aggregate Learning for Mixed Frequency Data
Time series of matrix-valued data are increasingly available in various areas including economics, finance, social science, among others. These data may shed light on the inter-dynamical relationships between two sets of attributes, for…
Timely information about the state of regional economies can be essential for planning, implementing and evaluating locally targeted economic policies. However, European regional accounts for output are published at an annual frequency and…
A growing number of applications involve settings where, in order to infer heterogeneous effects, a researcher compares various units. Examples of research designs include children moving between different neighborhoods, workers moving…
This paper pioneers a novel approach to economic and public policy analysis by leveraging multiple Large Language Models (LLMs) as heterogeneous artificial economic agents. We first evaluate five LLMs' economic decision-making capabilities…
Financial transactions constitute connections between entities and through these connections a large scale heterogeneous weighted graph is formulated. In this labyrinth of interactions that are continuously updated, there exists a variety…
This paper explores a time-varying version of weak-form market efficiency that is a key component of the so-called Adaptive Market Hypothesis (AMH). One of the most common methodologies used for modeling and estimating a degree of market…
Federated Retrieval-Augmented Generation (Federated RAG) combines Federated Learning (FL), which enables distributed model training without exposing raw data, with Retrieval-Augmented Generation (RAG), which improves the factual accuracy of…
Federated learning (FL) is a promising machine learning paradigm that collaborates with client models to capture global knowledge. However, deploying FL models in real-world scenarios remains unreliable due to the coexistence of…
Temporal disaggregation is a method commonly used in official statistics to enable high-frequency estimates of key economic indicators, such as GDP. Traditionally, such methods have relied on only a couple of high-frequency indicator series…
Multi-sourced datasets are common in studies of variable interactions, for example, individual-level fMRI integration, cross-domain recommendation, etc, where each source induces a related but distinct dependency structure. Joint learning…
In business analysis, providing effective recommendations is essential for enhancing company profits. The utilization of graph-based structures, such as bipartite graphs, has gained popularity for their ability to analyze complex data…
This paper demonstrates the potentials of the long short-term memory (LSTM) when applyingwith macroeconomic time series data sampled at different frequencies. We first present how theconventional LSTM model can be adapted to the time series…
Federated learning (FL) has been intensively investigated in terms of communication efficiency, privacy, and fairness. However, efficient annotation, which is a pain point in real-world FL applications, is less studied. In this project, we…
Federated Learning (FL) has emerged as a crucial distributed training paradigm, enabling discrete devices to collaboratively train a shared model under the coordination of a central server, while leveraging their locally stored private…
Representing urban regions accurately and comprehensively is essential for various urban planning and analysis tasks. Recently, with the expansion of the city, modeling long-range spatial dependencies with multiple data sources plays an…
Active learning selects the most informative samples to exploit limited annotation budgets. Existing work follows a cumbersome pipeline that repeats the time-consuming model training and batch data selection multiple times. In this paper,…
Upholding data privacy especially in medical research has become tantamount to facing difficulties in accessing individual-level patient data. Estimating mixed effects binary logistic regression models involving data from multiple data…
Corporate insolvency can have a devastating effect on the economy. With an increasing number of companies making expansion overseas to capitalize on foreign resources, a multinational corporate bankruptcy can disrupt the world's financial…
The task of financial analysis primarily encompasses two key areas: stock trend prediction and the corresponding financial question answering. Currently, machine learning and deep learning algorithms (ML&DL) have been widely applied for…
Federated learning (FL) enables distributed training with private client data, but its convergence is hindered by system heterogeneity under realistic communication scenarios. Most FL schemes addressing system heterogeneity utilize global…