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Related papers: Multiple Yield Curve Modeling and Forecasting usin…

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Reliable seed yield estimation is an indispensable step in plant breeding programs geared towards cultivar development in major row crops. The objective of this study is to develop a machine learning (ML) approach adept at soybean…

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

Machine Learning · Statistics 2021-04-28 Bryan Lim , Stefan Zohren

Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…

Machine Learning · Statistics 2020-12-08 Javier Antorán , James Urquhart Allingham , José Miguel Hernández-Lobato

Time series prediction is an important problem in machine learning. Previous methods for time series prediction did not involve additional information. With a lot of dynamic knowledge graphs available, we can use this additional information…

Machine Learning · Computer Science 2020-07-14 Sankalp Garg , Navodita Sharma , Woojeong Jin , Xiang Ren

In recent years, multi-task learning has turned out to be of great success in various applications. Though single model training has promised great results throughout these years, it ignores valuable information that might help us estimate…

Machine Learning · Computer Science 2022-09-28 Yeshwant Singh , Anupam Biswas , Angshuman Bora , Debashish Malakar , Subham Chakraborty , Suman Bera

Estimation of extreme conditional quantiles is often required for risk assessment of natural hazards in climate and geo-environmental sciences and for quantitative risk management in statistical finance, econometrics, and actuarial…

Methodology · Statistics 2024-04-16 Jordan Richards , Raphaël Huser

This paper presents a deep learning based model predictive control algorithm for control affine nonlinear discrete time systems with matched and bounded state dependent uncertainties of unknown structure. Since the structure of…

Optimization and Control · Mathematics 2021-09-28 Prabhat K. Mishra , Mateus V. Gasparino , Andres E. B. Velsasquez , Girish Chowdhary

Crop yield prediction is one of the most important challenge, which is crucial to world food security and policy-making decisions. The conventional forecasting techniques are limited in their accuracy with reference to the fact that they…

Computer Vision and Pattern Recognition · Computer Science 2026-04-22 Gopal Krishna Shyam , Ila Chandrakar

Recent advances in deep learning have shown that uncertainty estimation is becoming increasingly important in applications such as medical imaging, natural language processing, and autonomous systems. However, accurately quantifying…

Machine Learning · Computer Science 2023-07-04 Uddeshya Upadhyay , Jae Myung Kim , Cordelia Schmidt , Bernhard Schölkopf , Zeynep Akata

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there is a latent graph between the time series (nodes) that…

Recent years have seen rapid progress at the intersection between causality and machine learning. Motivated by scientific applications involving high-dimensional data, in particular in biomedicine, we propose a deep neural architecture for…

Machine Learning · Computer Science 2022-12-12 Kai Lagemann , Christian Lagemann , Bernd Taschler , Sach Mukherjee

Although transfer learning is proven to be effective in computer vision and natural language processing applications, it is rarely investigated in forecasting financial time series. Majority of existing works on transfer learning are based…

Machine Learning · Computer Science 2021-06-29 Qi-Qiao He , Patrick Cheong-Iao Pang , Yain-Whar Si

This paper addresses the problem of modeling and estimating dynamic multi-valued mappings. While most mathematical models provide a unique solution for a given input, real-world applications often lack deterministic solutions. In such…

Computer Vision and Pattern Recognition · Computer Science 2024-07-02 Geng Li , Di Qiu , Lok Ming Lui

Future prediction is a fundamental principle of intelligence that helps plan actions and avoid possible dangers. As the future is uncertain to a large extent, modeling the uncertainty and multimodality of the future states is of great…

Computer Vision and Pattern Recognition · Computer Science 2020-06-09 Osama Makansi , Eddy Ilg , Özgün Cicek , Thomas Brox

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

In this paper we present a family of algorithms that can simultaneously align and cluster sets of multidimensional curves measured on a discrete time grid. Our approach is based on a generative mixture model that allows non-linear time…

Applications · Statistics 2012-12-12 Darya Chudova , Scott Gaffney , Padhraic Smyth

Given a sequence of sets, where each set contains an arbitrary number of elements, the problem of temporal sets prediction aims to predict the elements in the subsequent set. In practice, temporal sets prediction is much more complex than…

Machine Learning · Computer Science 2020-07-09 Le Yu , Leilei Sun , Bowen Du , Chuanren Liu , Hui Xiong , Weifeng Lv

We present a deep learning framework for pricing options based on market-implied volatility surfaces. Using end-of-day S\&P 500 index options quotes from 2018-2023, we construct arbitrage-free volatility surfaces and generate training data…

Computational Finance · Quantitative Finance 2025-09-09 Lijie Ding , Egang Lu , Kin Cheung