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In a multi objective setting, a portfolio manager's highly consequential decisions can benefit from assessing alternative forecasting models of stock index movement. The present investigation proposes a new approach to identify a set of…

Computational Engineering, Finance, and Science · Computer Science 2023-11-27 Faizal Hafiz , Jan Broekaert , Davide La Torre , Akshya Swain

This note focuses on the optimization of neural architectures for stock index movement forecasting following a major market disruption or crisis. Given that such crises may introduce a shift in market dynamics, this study aims to…

Computational Engineering, Finance, and Science · Computer Science 2023-11-27 Faizal Hafiz , Jan Broekaert , Akshya Swain

This paper aims at enlarging the problem of Neural Architecture Search (NAS) from Single-Path and Multi-Path Search to automated Mixed-Path Search. In particular, we model the NAS problem as a sparse supernet using a new continuous…

Computer Vision and Pattern Recognition · Computer Science 2021-04-01 Yan Wu , Aoming Liu , Zhiwu Huang , Siwei Zhang , Luc Van Gool

The deployment of Deep Neural Networks (DNNs) on edge devices is hindered by the substantial gap between performance requirements and available processing power. While recent research has made significant strides in developing pruning…

Computer Vision and Pattern Recognition · Computer Science 2025-06-10 Hamid Mousavi , Mohammad Loni , Mina Alibeigi , Masoud Daneshtalab

The prediction of stock prices is an important task in economics, investment and making financial decisions. This has, for decades, spurred the interest of many researchers to make focused contributions to the design of accurate stock price…

Statistical Finance · Quantitative Finance 2020-06-08 Bradley J. Pillay , Absalom E. Ezugwu

Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

Optimization and Control · Mathematics 2018-05-16 Davoud Ataee Tarzanagh , George Michailidis

Neural networks have proven to be extremely powerful tools for modern artificial intelligence applications, but computational and storage complexity remain limiting factors. This paper presents two compatible contributions towards reducing…

Machine Learning · Computer Science 2024-10-30 Sourya Dey , Kuan-Wen Huang , Peter A. Beerel , Keith M. Chugg

Sparse regression on a library of candidate features has developed as the prime method to discover the partial differential equation underlying a spatio-temporal data-set. These features consist of higher order derivatives, limiting model…

Machine Learning · Computer Science 2021-05-05 Gert-Jan Both , Gijs Vermarien , Remy Kusters

Model ensembles have long been a cornerstone for improving generalization and robustness in deep learning. However, their effectiveness often comes at the cost of substantial computational overhead. To address this issue, state-of-the-art…

This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…

Machine Learning · Statistics 2012-06-08 Ali Jalali , Sujay Sanghavi

Sparse matrix-matrix multiplication (SpGEMM) is a critical operation in numerous fields, including scientific computing, graph analytics, and deep learning. These applications exploit the sparsity of matrices to reduce storage and…

Machine Learning · Computer Science 2024-08-30 Sanjali Yadav , Bahar Asgari

Sparse training is a natural idea to accelerate the training speed of deep neural networks and save the memory usage, especially since large modern neural networks are significantly over-parameterized. However, most of the existing methods…

Machine Learning · Computer Science 2021-11-11 Xiao Zhou , Weizhong Zhang , Zonghao Chen , Shizhe Diao , Tong Zhang

Neural network models are widely used in solving many challenging problems, such as computer vision, personalized recommendation, and natural language processing. Those models are very computationally intensive and reach the hardware limit…

Machine Learning · Computer Science 2020-04-28 Fei Sun , Minghai Qin , Tianyun Zhang , Liu Liu , Yen-Kuang Chen , Yuan Xie

We present an algorithm, dubbed Multi-Branch Matching Pursuit (MBMP), to solve the sparse recovery problem over redundant dictionaries. MBMP combines three different paradigms: being a greedy method, it performs iterative signal support…

Information Theory · Computer Science 2014-07-03 Marco Rossi , Alexander M. Haimovich , Yonina C. Eldar

Multivariate time series forecasting is widely applied in fields such as transportation, energy, and finance. However, the data commonly suffers from issues of multi-scale characteristics, weak correlations, and noise interference, which…

Machine Learning · Computer Science 2026-03-02 Xiang Ao

Multi-step-ahead time series prediction is one of the most challenging research topics in the field of time series modeling and prediction, and is continually under research. Recently, the multiple-input several multiple-outputs (MISMO)…

Artificial Intelligence · Computer Science 2014-01-03 Yukun Bao , Tao Xiong , Zhongyi Hu

In recent years, machine learning (ML) has brought effective approaches and novel techniques to economic decision, investment forecasting, and risk management, etc., coping the variable and intricate nature of economic and financial…

Computational Engineering, Finance, and Science · Computer Science 2023-12-25 Huajian Li , Longjian Li , Jiajian Liang , Weinan Dai

The multi-modality and stochastic characteristics of human behavior make motion prediction a highly challenging task, which is critical for autonomous driving. While deep learning approaches have demonstrated their great potential in this…

Computer Vision and Pattern Recognition · Computer Science 2024-03-04 Xiaqiang Tang , Weigao Sun , Siyuan Hu , Yiyang Sun , Yafeng Guo

Multi-task learning is frequently used to model a set of related response variables from the same set of features, improving predictive performance and modeling accuracy relative to methods that handle each response variable separately.…

Methodology · Statistics 2023-08-11 Snigdha Panigrahi , Natasha Stewart , Chandra Sekhar Sripada , Elizaveta Levina

Sparse Neural Networks (SNNs) have received voluminous attention predominantly due to growing computational and memory footprints of consistently exploding parameter count in large-scale models. Similar to their dense counterparts, recent…

Machine Learning · Computer Science 2023-03-06 Shiwei Liu , Tianlong Chen , Zhenyu Zhang , Xuxi Chen , Tianjin Huang , Ajay Jaiswal , Zhangyang Wang
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