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Financial time series often exhibit low signal-to-noise ratio, posing significant challenges for accurate data interpretation and prediction and ultimately decision making. Generative models have gained attention as powerful tools for…

Machine Learning · Computer Science 2024-09-05 Zhuohan Wang , Carmine Ventre

While deep learning has revolutionized financial forecasting through sophisticated architectures, the design of the supervision signal itself is rarely scrutinized. We challenge the canonical assumption that training labels must strictly…

Machine Learning · Computer Science 2026-02-12 Chen-Hui Song , Shuoling Liu , Liyuan Chen

Image classification systems recently made a giant leap with the advancement of deep neural networks. However, these systems require an excessive amount of labeled data to be adequately trained. Gathering a correctly annotated dataset is…

Machine Learning · Computer Science 2021-01-19 Görkem Algan , Ilkay Ulusoy

In this paper we introduce a method for significantly improving the signal to noise ratio in financial data. The approach relies on combining a target variable with different context variables and use auto-encoders (AEs) to learn…

Statistical Finance · Quantitative Finance 2024-08-13 Matthias J. Feiler

Noise in data appears to be inevitable in most real-world machine learning applications and would cause severe overfitting problems. Not only can data features contain noise, but labels are also prone to be noisy due to human input. In this…

Machine Learning · Computer Science 2025-05-09 Weipeng Huang , Qin Li , Yang Xiao , Cheng Qiao , Tie Cai , Junwei Liang , Neil J. Hurley , Guangyuan Piao

We study the problem of learning neural text classifiers without using any labeled data, but only easy-to-provide rules as multiple weak supervision sources. This problem is challenging because rule-induced weak labels are often noisy and…

Computation and Language · Computer Science 2021-03-12 Wendi Ren , Yinghao Li , Hanting Su , David Kartchner , Cassie Mitchell , Chao Zhang

Noisy labels, resulting from mistakes in manual labeling or webly data collecting for supervised learning, can cause neural networks to overfit the misleading information and degrade the generalization performance. Self-supervised learning…

Machine Learning · Computer Science 2021-11-02 Cheng Tan , Jun Xia , Lirong Wu , Stan Z. Li

Time series self-supervised learning (SSL) aims to exploit unlabeled data for pre-training to mitigate the reliance on labels. Despite the great success in recent years, there is limited discussion on the potential noise in the time series,…

Machine Learning · Computer Science 2024-06-10 Shuang Zhou , Daochen Zha , Xiao Shen , Xiao Huang , Rui Zhang , Fu-Lai Chung

Semi-supervised learning (SSL) can reduce the need for large labelled datasets by incorporating unlabelled data into the training. This is particularly interesting for semantic segmentation, where labelling data is very costly and…

Computer Vision and Pattern Recognition · Computer Science 2022-10-20 Sebastian Scherer , Robin Schön , Rainer Lienhart

The remarkable success of today's deep neural networks highly depends on a massive number of correctly labeled data. However, it is rather costly to obtain high-quality human-labeled data, leading to the active research area of training…

Machine Learning · Computer Science 2020-11-04 Jiacheng Wang , Yue Ma , Shuang Gao

Improperly constructed datasets can result in inaccurate inferences. For instance, models trained on biased datasets perform poorly in terms of generalization (i.e., dataset bias). Recent debiasing techniques have successfully achieved…

Machine Learning · Computer Science 2022-12-05 Sumyeong Ahn , Se-Young Yun

Noisy labels in large E-commerce product data (i.e., product items are placed into incorrect categories) are a critical issue for product categorization task because they are unavoidable, non-trivial to remove and degrade prediction…

Computation and Language · Computer Science 2022-09-16 Huy Nguyen , Devashish Khatwani

Deep neural networks (DNNs) have been shown to over-fit a dataset when being trained with noisy labels for a long enough time. To overcome this problem, we present a simple and effective method self-ensemble label filtering (SELF) to…

Computer Vision and Pattern Recognition · Computer Science 2019-10-07 Duc Tam Nguyen , Chaithanya Kumar Mummadi , Thi Phuong Nhung Ngo , Thi Hoai Phuong Nguyen , Laura Beggel , Thomas Brox

In this paper, we address the problem of effectively self-training neural networks in a low-resource setting. Self-training is frequently used to automatically increase the amount of training data. However, in a low-resource scenario, it is…

Computation and Language · Computer Science 2019-04-03 Debjit Paul , Mittul Singh , Michael A. Hedderich , Dietrich Klakow

The art of systematic financial trading evolved with an array of approaches, ranging from simple strategies to complex algorithms all relying, primary, on aspects of time-series analysis. Recently, after visiting the trading floor of a…

Computer Vision and Pattern Recognition · Computer Science 2020-10-27 Naftali Cohen , Tucker Balch , Manuela Veloso

Collecting large-scale data with clean labels for supervised training of neural networks is practically challenging. Although noisy labels are usually cheap to acquire, existing methods suffer a lot from label noise. This paper targets at…

Machine Learning · Computer Science 2020-06-16 Zizhao Zhang , Han Zhang , Sercan O. Arik , Honglak Lee , Tomas Pfister

Retail scenes usually contain densely packed high number of objects in each image. Standard object detection techniques use fully supervised training methodology. This is highly costly as annotating a large dense retail object detection…

Computer Vision and Pattern Recognition · Computer Science 2021-07-06 Jaydeep Chauhan , Srikrishna Varadarajan , Muktabh Mayank Srivastava

Performing controlled experiments on noisy data is essential in understanding deep learning across noise levels. Due to the lack of suitable datasets, previous research has only examined deep learning on controlled synthetic label noise,…

Machine Learning · Computer Science 2020-08-28 Lu Jiang , Di Huang , Mason Liu , Weilong Yang

Faced with the scarcity of clean label data in real scenarios, seismic denoising methods based on supervised learning (SL) often encounter performance limitations. Specifically, when a model trained on synthetic data is directly applied to…

Geophysics · Physics 2023-11-07 Shijun Cheng , Zhiyao Cheng , Chao Jiang , Weijian Mao , Qingchen Zhang

This paper investigates the enhancement of financial time series forecasting with the use of neural networks through supervised autoencoders, aiming to improve investment strategy performance. It specifically examines the impact of noise…

Trading and Market Microstructure · Quantitative Finance 2024-06-19 Bartosz Bieganowski , Robert Slepaczuk
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