Related papers: Performance of Deep Learning models with transfer …
We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…
Transfer learning allows us to train deep architectures requiring a large number of learned parameters, even if the amount of available data is limited, by leveraging existing models previously trained for another task. Here we explore the…
In recent years, deep learning models have shown great potential in source code modeling and analysis. Generally, deep learning-based approaches are problem-specific and data-hungry. A challenging issue of these approaches is that they…
Transformer models have consistently achieved remarkable results in various domains such as natural language processing and computer vision. However, despite ongoing research efforts to better understand these models, the field still lacks…
Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…
Precise financial series predicting has long been a difficult problem because of unstableness and many noises within the series. Although Traditional time series models like ARIMA and GARCH have been researched and proved to be effective in…
We present a deep transformation model for probabilistic regression. Deep learning is known for outstandingly accurate predictions on complex data but in regression tasks, it is predominantly used to just predict a single number. This…
Transfer learning is a widely used method to build high performing computer vision models. In this paper, we study the efficacy of transfer learning by examining how the choice of data impacts performance. We find that more pre-training…
Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…
The goal of this study was to improve the post-processing of precipitation forecasts using convolutional neural networks (CNNs). Instead of post-processing forecasts on a per-pixel basis, as is usually done when employing machine learning…
Time series forecasting has seen many methods attempted over the past few decades, including traditional technical analysis, algorithmic statistical models, and more recent machine learning and artificial intelligence approaches. Recently,…
Deep Neural Networks are able to solve many complex tasks with less engineering effort and better performance. However, these networks often use data for training and evaluation without investigating its representation, i.e.~the form of the…
Accurate weather prediction is essential for many aspects of life, notably the early warning of extreme weather events such as rainstorms. Short-term predictions of these events rely on forecasts from numerical weather models, in which,…
Various deep learning models, especially some latest Transformer-based approaches, have greatly improved the state-of-art performance for long-term time series forecasting.However, those transformer-based models suffer a severe…
Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…
As an intriguing case is the goodness of the machine and deep learning models generated by these LLMs in conducting automated scientific data analysis, where a data analyst may not have enough expertise in manually coding and optimizing…
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…
Existing transfer learning-based beam prediction approaches primarily rely on simple fine-tuning. When there is a significant difference in data distribution between the target domain and the source domain, simple fine-tuning limits the…
End-to-end data-driven machine learning methods often have exuberant requirements in terms of quality and quantity of training data which are often impractical to fulfill in real-world applications. This is specifically true in time series…
Limited datasets and complex nonlinear relationships are among the challenges that may emerge when applying econometrics to macroeconomic problems. This research proposes deep learning as an approach to transfer learning in the former case…