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Treatment effect estimation, which refers to the estimation of causal effects and aims to measure the strength of the causal relationship, is of great importance in many fields but is a challenging problem in practice. As present,…

Machine Learning · Computer Science 2021-07-20 Zhenyu Guo , Shuai Zheng , Zhizhe Liu , Kun Yan , Zhenfeng Zhu

In this paper we apply a specific type ANNs - convolutional neural networks (CNNs) - to the problem of finding start and endpoints of trends, which are the optimal points for entering and leaving the market. We aim to explore long-term…

Statistical Finance · Quantitative Finance 2021-04-30 Ekaterina Zolotareva

Self-supervised representation learning, particularly through contrastive methods like TS2Vec, has advanced the analysis of time series data. However, these models often falter in forecasting tasks because their objective functions…

Machine Learning · Computer Science 2025-12-01 Ganeshan Niroshan , Uthayasanker Thayasivam

Taking inspiration from Set Theory, we introduce SetCSE, an innovative information retrieval framework. SetCSE employs sets to represent complex semantics and incorporates well-defined operations for structured information querying under…

Information Retrieval · Computer Science 2024-04-30 Kang Liu

As world knowledge advances and new task schemas emerge, Continual Learning (CL) becomes essential for keeping Large Language Models (LLMs) current and addressing their shortcomings. This process typically involves continual instruction…

Machine Learning · Computer Science 2024-12-17 Haokun Zhao , Haixia Han , Jie Shi , Chengyu Du , Jiaqing Liang , Yanghua Xiao

In this work, we investigate the time series representation learning problem using self-supervised techniques. Contrastive learning is well-known in this area as it is a powerful method for extracting information from the series and…

Machine Learning · Computer Science 2024-10-08 Duy A. Nguyen , Trang H. Tran , Huy Hieu Pham , Phi Le Nguyen , Lam M. Nguyen

Numerous code changes are made by developers in their daily work, and a superior representation of code changes is desired for effective code change analysis. Recently, Hoang et al. proposed CC2Vec, a neural network-based approach that…

Software Engineering · Computer Science 2023-09-28 Xin Zhou , Bowen Xu , DongGyun Han , Zhou Yang , Junda He , David Lo

Unsupervised representation learning algorithms such as word2vec and ELMo improve the accuracy of many supervised NLP models, mainly because they can take advantage of large amounts of unlabeled text. However, the supervised models only…

Computation and Language · Computer Science 2018-09-25 Kevin Clark , Minh-Thang Luong , Christopher D. Manning , Quoc V. Le

A mainstream type of current self-supervised learning methods pursues a general-purpose representation that can be well transferred to downstream tasks, typically by optimizing on a given pretext task such as instance discrimination. In…

Computer Vision and Pattern Recognition · Computer Science 2022-10-21 Xin Liu , Zhongdao Wang , Yali Li , Shengjin Wang

This paper presents BERT-CTC, a novel formulation of end-to-end speech recognition that adapts BERT for connectionist temporal classification (CTC). Our formulation relaxes the conditional independence assumptions used in conventional CTC…

Audio and Speech Processing · Electrical Eng. & Systems 2023-04-21 Yosuke Higuchi , Brian Yan , Siddhant Arora , Tetsuji Ogawa , Tetsunori Kobayashi , Shinji Watanabe

Time series anomaly detection (TSAD) plays a vital role in many industrial applications. While contrastive learning has gained momentum in the time series domain for its prowess in extracting meaningful representations from unlabeled data,…

Machine Learning · Computer Science 2025-01-28 Katrina Chen , Mingbin Feng , Tony S. Wirjanto

Learning representations unaffected by superficial characteristics is important to ensure that shifts in these characteristics at test time do not compromise downstream prediction performance. For instance, in healthcare applications, we…

Machine Learning · Computer Science 2025-07-28 Minghui Sun , Benjamin A. Goldstein , Matthew M. Engelhard

Self-supervised representation learning of Multivariate Time Series (MTS) is a challenging task and attracts increasing research interests in recent years. Many previous works focus on the pretext task of self-supervised learning and…

Machine Learning · Computer Science 2022-03-10 Yijiang Chen , Xiangdong Zhou , Zhen Xing , Zhidan Liu , Minyang Xu

Applying deep learning and computational intelligence to finance has been a popular area of applied research, both within academia and industry, and continues to attract active attention. The inherently high volatility and non-stationary of…

Machine Learning · Computer Science 2025-03-17 Michael Charles Albada , Mojolaoluwa Joshua Sonola

Self-supervised learning for time-series data holds potential similar to that recently unleashed in Natural Language Processing and Computer Vision. While most existing works in this area focus on contrastive learning, we propose a…

Machine Learning · Computer Science 2023-11-21 Felix Pieper , Konstantin Ditschuneit , Martin Genzel , Alexandra Lindt , Johannes Otterbach

Estimation of temporal counterfactual outcomes from observed history is crucial for decision-making in many domains such as healthcare and e-commerce, particularly when randomized controlled trials (RCTs) suffer from high cost or…

Machine Learning · Computer Science 2024-02-13 Chuizheng Meng , Yihe Dong , Sercan Ö. Arık , Yan Liu , Tomas Pfister

Generating probabilistic forecasts of potential outcomes and individual treatment effects (ITE) is essential for risk-aware decision-making in domains such as healthcare, policy, marketing, and finance. We propose two novel methods: the…

Machine Learning · Computer Science 2025-09-24 Jef Jonkers , Jarne Verhaeghe , Glenn Van Wallendael , Luc Duchateau , Sofie Van Hoecke

Machine learning is an increasingly popular tool with some success in predicting stock prices. One promising method is the Trader-Company~(TC) method, which takes into account the dynamism of the stock market and has both high predictive…

Computational Finance · Quantitative Finance 2022-11-03 Yugo Fujimoto , Kei Nakagawa , Kentaro Imajo , Kentaro Minami

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

In this study, we use a self-explaining neural network (SENN), which learns unsupervised concepts, to acquire concepts that are easy for people to understand automatically. In concept learning, the hidden layer retains verbalizable features…

Computer Vision and Pattern Recognition · Computer Science 2022-06-28 Yoshihide Sawada , Keigo Nakamura