Related papers: HARNet: A Convolutional Neural Network for Realize…
Signals from different modalities each have their own combination algebra which affects their sampling processing. RGB is mostly linear; depth is a geometric signal following the operations of mathematical morphology. If a network obtaining…
Automatic recognition of human activities from time-series sensor data (referred to as HAR) is a growing area of research in ubiquitous computing. Most recent research in the field adopts supervised deep learning paradigms to automate…
Graph Neural Networks (GNN) have gained significant traction in the forecasting domain, especially for their capacity to simultaneously account for intra-series temporal correlations and inter-series relationships. This paper introduces a…
Accurate estimates of rotation are crucial to vision-based motion estimation in augmented reality and robotics. In this work, we present a method to extract probabilistic estimates of rotation from deep regression models. First, we build on…
Several studies have shown that deep learning models can provide more accurate volatility forecasts than the traditional methods used within this domain. This paper presents a composite model that merges a deep learning approach with…
High-frequency stock price prediction is challenging due to non-stationarity, noise, and volatility. To tackle these issues, we propose the Hybrid Attentive Ensemble Learning Transformer (HAELT), a deep learning framework combining a…
Continual learning, also known as lifelong learning, is an emerging research topic that has been attracting increasing interest in the field of machine learning. With human activity recognition (HAR) playing a key role in enabling numerous…
Predicting the throughput of WLAN deployments is a classic problem that occurs in the design of robust and high performance WLAN systems. However, due to the increasingly complex communication protocols and the increase in interference…
We study neural networks as nonparametric estimation tools for the hedging of options. To this end, we design a network, named HedgeNet, that directly outputs a hedging strategy. This network is trained to minimise the hedging error instead…
Accurate prediction over long time horizons is crucial for modeling complex physical processes such as wave propagation. Although deep neural networks show promise for real-time forecasting, they often struggle with accumulating phase and…
Neural networks are increasingly used as fast surrogate models across various domains, but unconstrained predictions can violate physical, operational, or safety requirements. We propose SnareNet, a feasibility-controlled architecture to…
Sensor-based human activity recognition (HAR) requires to predict the action of a person based on sensor-generated time series data. HAR has attracted major interest in the past few years, thanks to the large number of applications enabled…
In this paper we developed a hierarchical network model, called Hierarchical Prediction Network (HPNet), to understand how spatiotemporal memories might be learned and encoded in the recurrent circuits in the visual cortical hierarchy for…
In order to enhance the real-time performance of convolutional neural networks(CNNs), more and more researchers are focusing on improving the efficiency of CNN. Based on the analysis of some CNN architectures, such as ResNet, DenseNet,…
We identify volatility spillovers across commodities, equities, and treasuries using a hybrid HAR-ElasticNet framework on daily realized volatility for six futures markets over 2002--2025. Our two step procedure estimates own-volatility…
In a hybrid neural network, the expensive convolutional layers are replaced by a non-trainable fixed transform with a great reduction in parameters. In previous works, good results were obtained by replacing the convolutions with wavelets.…
Volatility, which indicates the dispersion of returns, is a crucial measure of risk and is hence used extensively for pricing and discriminating between different financial investments. As a result, accurate volatility prediction receives…
In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…
Handling haphazard streaming data, such as data from edge devices, presents a challenging problem. Over time, the incoming data becomes inconsistent, with missing, faulty, or new inputs reappearing. Therefore, it requires models that are…
High resolution and advanced semantic representation are both vital for dense prediction. Empirically, low-resolution feature maps often achieve stronger semantic representation, and high-resolution feature maps generally can better…