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We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…

Computational Finance · Quantitative Finance 2024-08-20 Daniel Cunha Oliveira , Yutong Lu , Xi Lin , Mihai Cucuringu , Andre Fujita

Extreme events are occurrences whose magnitude and potential cause extensive damage on people, infrastructure, and the environment. Motivated by the extreme nature of the current global health landscape, which is plagued by the coronavirus…

Machine Learning · Computer Science 2021-06-14 Nhuong V. Nguyen , Sybille Legitime

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Real-world deep learning models developed for Time Series Forecasting are used in several critical applications ranging from medical devices to the security domain. Many previous works have shown how deep learning models are prone to…

Machine Learning · Computer Science 2023-01-30 Yuvaraj Govindarajulu , Avinash Amballa , Pavan Kulkarni , Manojkumar Parmar

Deep neural networks can obtain impressive performance on various tasks under the assumption that their training domain is identical to their target domain. Performance can drop dramatically when this assumption does not hold. One…

Machine Learning · Computer Science 2024-10-10 Gaël Gendron , Michael Witbrock , Gillian Dobbie

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

Despite the popularisation of machine learning models, more often than not, they still operate as black boxes with no insight into what is happening inside the model. There exist a few methods that allow to visualise and explain why a model…

Machine Learning · Computer Science 2021-06-18 Błażej Leporowski , Alexandros Iosifidis

Despite the recent progress in deep learning and reinforcement learning, transfer and generalization of skills learned on specific tasks is very limited compared to human (or animal) intelligence. The lifelong, incremental building of…

Artificial Intelligence · Computer Science 2022-08-10 Louis Annabi

As predictive models -- e.g., from machine learning -- give likely outcomes, they may be used to reason on the effect of an intervention, a causal-inference task. The increasing complexity of health data has opened the door to a plethora of…

Machine Learning · Statistics 2023-05-17 Matthieu Doutreligne , Gaël Varoquaux

The ability to learn and act in novel situations is still a prerogative of animate intelligence, as current machine learning methods mostly fail when moving beyond the standard i.i.d. setting. What is the reason for this discrepancy? Most…

Machine Learning · Computer Science 2018-12-04 Niki Kilbertus , Giambattista Parascandolo , Bernhard Schölkopf

We introduce a framework for learning robust visual representations that generalize to new viewpoints, backgrounds, and scene contexts. Discriminative models often learn naturally occurring spurious correlations, which cause them to fail on…

Computer Vision and Pattern Recognition · Computer Science 2021-03-30 Chengzhi Mao , Augustine Cha , Amogh Gupta , Hao Wang , Junfeng Yang , Carl Vondrick

Classical machine learning techniques often struggle with overfitting and unreliable predictions when exposed to novel conditions. Introducing causality into the modelling process offers a promising way to mitigate these challenges by…

Computational Engineering, Finance, and Science · Computer Science 2025-05-28 David Zapata Gonzalez , Marcel Meyer , Oliver Mueller

The machine learning community has recently devoted much attention to the problem of inferring causal relationships from statistical data. Most of this work has focused on uncovering connections among scalar random variables. We generalize…

Machine Learning · Statistics 2012-07-10 Doris Entner , Patrik O. Hoyer

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Time-series data exists in every corner of real-world systems and services, ranging from satellites in the sky to wearable devices on human bodies. Learning representations by extracting and inferring valuable information from these time…

Machine Learning · Computer Science 2026-05-19 Patara Trirat , Yooju Shin , Junhyeok Kang , Youngeun Nam , Jihye Na , Minyoung Bae , Joeun Kim , Byunghyun Kim , Jae-Gil Lee

Can meta-learning discover generic ways of processing time series (TS) from a diverse dataset so as to greatly improve generalization on new TS coming from different datasets? This work provides positive evidence to this using a broad…

Machine Learning · Computer Science 2020-12-16 Boris N. Oreshkin , Dmitri Carpov , Nicolas Chapados , Yoshua Bengio

Recent improvements in conditional generative modeling have made it possible to generate high-quality images from language descriptions alone. We investigate whether these methods can directly address the problem of sequential…

Machine Learning · Computer Science 2023-07-11 Anurag Ajay , Yilun Du , Abhi Gupta , Joshua Tenenbaum , Tommi Jaakkola , Pulkit Agrawal

Deep neural networks have shown promising results for various clinical prediction tasks such as diagnosis, mortality prediction, predicting duration of stay in hospital, etc. However, training deep networks -- such as those based on…

Machine Learning · Computer Science 2018-07-06 Priyanka Gupta , Pankaj Malhotra , Lovekesh Vig , Gautam Shroff

Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

Machine Learning · Computer Science 2020-11-24 Chenguang Fang , Chen Wang

Motivated by the recent success of time-series foundation models for zero-shot forecasting, we present a methodology for $\textit{in-context fine-tuning}$ of a time-series foundation model. In particular, we design a pretrained foundation…

Machine Learning · Computer Science 2024-11-01 Abhimanyu Das , Matthew Faw , Rajat Sen , Yichen Zhou