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The transformer is the most critical algorithm innovation of the Nature Language Processing (NLP) field in recent years. Unlike the Recurrent Neural Network (RNN) models, Transformers can process on dimensions of sequence lengths in…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-23 Jiarui Fang , Yang Yu , Chengduo Zhao , Jie Zhou

Long-term time series forecasting (LTSF) is a crucial aspect of modern society, playing a pivotal role in facilitating long-term planning and developing early warning systems. While many Transformer-based models have recently been…

Machine Learning · Computer Science 2023-05-31 Jiaxin Gao , Wenbo Hu , Yuntian Chen

Large Language Models (LLMs) have achieved impressive performance across diverse tasks but continue to struggle with learning transitive relations, a cornerstone for complex planning. To address this issue, we investigate the Multi-Token…

Artificial Intelligence · Computer Science 2025-09-30 Qimin Zhong , Hao Liao , Siwei Wang , Mingyang Zhou , Xiaoqun Wu , Rui Mao , Wei Chen

As Transformer-based models have achieved impressive performance on various time series tasks, Long-Term Series Forecasting (LTSF) tasks have also received extensive attention in recent years. However, due to the inherent computational…

Machine Learning · Computer Science 2024-02-06 Daojun Liang , Haixia Zhang , Dongfeng Yuan , Xiaoyan Ma , Dongyang Li , Minggao Zhang

Recently, the Transformer model that is based solely on attention mechanisms, has advanced the state-of-the-art on various machine translation tasks. However, recent studies reveal that the lack of recurrence hinders its further improvement…

Computation and Language · Computer Science 2019-04-08 Jie Hao , Xing Wang , Baosong Yang , Longyue Wang , Jinfeng Zhang , Zhaopeng Tu

Augmenting large language models (LLMs) with auxiliary tokens has emerged as a promising strategy for enhancing model performance. In this work, we introduce a lightweight method termed latent tokens; these are dummy tokens that may be…

Machine Learning · Computer Science 2025-05-20 Yuchang Sun , Yanxi Chen , Yaliang Li , Bolin Ding

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…

Machine Learning · Computer Science 2024-03-15 Yong Liu , Tengge Hu , Haoran Zhang , Haixu Wu , Shiyu Wang , Lintao Ma , Mingsheng Long

In recent times, Large Language Models (LLMs) have captured a global spotlight and revolutionized the field of Natural Language Processing. One of the factors attributed to the effectiveness of LLMs is the model architecture used for…

Machine Learning · Computer Science 2023-08-31 Oluwaseyi Ogunfowora , Homayoun Najjaran

Volatility prediction for financial assets is one of the essential questions for understanding financial risks and quadratic price variation. However, although many novel deep learning models were recently proposed, they still have a "hard…

Computational Finance · Quantitative Finance 2022-02-24 German Rodikov , Nino Antulov-Fantulin

Transformer has been widely used thanks to its ability to capture sequence information in an efficient way. However, recent developments, such as BERT and GPT-2, deliver only heavy architectures with a focus on effectiveness. In this paper,…

Computation and Language · Computer Science 2020-02-17 Chenguang Wang , Zihao Ye , Aston Zhang , Zheng Zhang , Alexander J. Smola

In modern capital market the price of a stock is often considered to be highly volatile and unpredictable because of various social, financial, political and other dynamic factors. With calculated and thoughtful investment, stock market can…

Cross-sectional strategies are a classical and popular trading style, with recent high performing variants incorporating sophisticated neural architectures. While these strategies have been applied successfully to data-rich settings…

Trading and Market Microstructure · Quantitative Finance 2023-02-22 Daniel Poh , Stephen Roberts , Stefan Zohren

This work addresses the problem of analyzing multi-channel time series data %. In this paper, we by proposing an unsupervised fusion framework based on %the recently proposed convolutional transform learning. Each channel is processed by a…

Machine Learning · Computer Science 2020-11-10 Pooja Gupta , Jyoti Maggu , Angshul Majumdar , Emilie Chouzenoux , Giovanni Chierchia

Transformers excel at discovering patterns in sequential data, yet their fundamental limitations and learning mechanisms remain crucial topics of investigation. In this paper, we study the ability of Transformers to learn pseudo-random…

Machine Learning · Computer Science 2025-07-10 Tao Tao , Darshil Doshi , Dayal Singh Kalra , Tianyu He , Maissam Barkeshli

Hybrid beamforming (HBF) and antenna selection are promising techniques for improving the energy efficiency~(EE) of massive multiple-input multiple-output~(mMIMO) systems. However, the transmitter architecture may contain several parameters…

Signal Processing · Electrical Eng. & Systems 2024-07-01 Hamed Hojatian , Zoubeir Mlika , Jérémy Nadal , Jean-François Frigon , François Leduc-Primeau

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

The research delves into the capabilities of a transformer-based neural network for Ethereum cryptocurrency price forecasting. The experiment runs around the hypothesis that cryptocurrency prices are strongly correlated with other…

Machine Learning · Computer Science 2024-01-17 Shubham Singh , Mayur Bhat

Despite advances in the Transformer architecture, their effectiveness for long-term time series forecasting (LTSF) remains controversial. In this paper, we investigate the potential of integrating explicit periodicity modeling into the…

Machine Learning · Computer Science 2026-03-31 Tian Sun , Yuqi Chen , Weiwei Sun

In the context of increasing demands for long-term multi-energy load forecasting in real-world applications, this paper introduces Patchformer, a novel model that integrates patch embedding with encoder-decoder Transformer-based…

Machine Learning · Computer Science 2024-04-17 Qiuyi Hong , Fanlin Meng , Felipe Maldonado

The stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote…

Machine Learning · Computer Science 2024-08-23 Gonzalo Lopez Gil , Paul Duhamel-Sebline , Andrew McCarren