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Accurate forecasts of electricity prices are crucial for the management of electric power systems and the development of smart applications. European electricity prices have risen substantially and became highly volatile after the Russian…

Masked Language Modeling (MLM) is widely used to pretrain language models. The standard random masking strategy in MLM causes the pre-trained language models (PLMs) to be biased toward high-frequency tokens. Representation learning of rare…

Computation and Language · Computer Science 2023-05-25 Linhan Zhang , Qian Chen , Wen Wang , Chong Deng , Xin Cao , Kongzhang Hao , Yuxin Jiang , Wei Wang

Large Language Models (LLMs) exhibit impressive problem-solving skills across many tasks, but they still underperform compared to humans in various downstream applications, such as text-to-SQL. On the BIRD benchmark leaderboard, human…

Computation and Language · Computer Science 2024-11-21 Zhibo Chu , Zichong Wang , Qitao Qin

Large Language Models (LLMs) have been shown to perform well for many downstream tasks. Transfer learning can enable LLMs to acquire skills that were not targeted during pre-training. In financial contexts, LLMs can sometimes beat…

Risk Management · Quantitative Finance 2025-01-08 Felix Drinkall , Janet B. Pierrehumbert , Stefan Zohren

Click-Through Rate (CTR) prediction holds a paramount position in recommender systems. The prevailing ID-based paradigm underperforms in cold-start scenarios due to the skewed distribution of feature frequency. Additionally, the utilization…

Information Retrieval · Computer Science 2024-11-28 Xingmei Wang , Weiwen Liu , Xiaolong Chen , Qi Liu , Xu Huang , Yichao Wang , Xiangyang Li , Yasheng Wang , Zhenhua Dong , Defu Lian , Ruiming Tang

It is a challenging task to predict financial markets. The complexity of this task is mainly due to the interaction between financial markets and market participants, who are not able to keep rational all the time, and often affected by…

Statistical Finance · Quantitative Finance 2022-02-09 Jia Wang , Hongwei Zhu , Jiancheng Shen , Yu Cao , Benyuan Liu

The quest for accurate economic forecasting has traditionally been dominated by econometric models, which most of the times rely on the assumptions of linear relationships and stationarity in of the data. However, the complex and often…

Machine Learning · Computer Science 2025-02-28 Bogdan Oancea

Numerical weather forecasting using high-resolution physical models often requires extensive computational resources on supercomputers, which diminishes their wide usage in most real-life applications. As a remedy, applying deep learning…

Machine Learning · Computer Science 2023-10-06 Selim Furkan Tekin , Arda Fazla , Suleyman Serdar Kozat

Language model pre-training has shown promising results in various downstream tasks. In this context, we introduce a cross-modal pre-trained language model, called Speech-Text BERT (ST-BERT), to tackle end-to-end spoken language…

Computation and Language · Computer Science 2021-04-13 Minjeong Kim , Gyuwan Kim , Sang-Woo Lee , Jung-Woo Ha

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

Statistical Finance · Quantitative Finance 2025-10-21 Emmanuel Boadi

Spatio-temporal forecasting is pivotal in numerous real-world applications, including transportation planning, energy management, and climate monitoring. In this work, we aim to harness the reasoning and generalization abilities of…

Machine Learning · Computer Science 2025-06-24 Hao Wang , Jindong Han , Wei Fan , Leilei Sun , Hao Liu

In this paper, we describe our system submitted for SemEval 2020 Task 9, Sentiment Analysis for Code-Mixed Social Media Text alongside other experiments. Our best performing system is a Transfer Learning-based model that fine-tunes…

Computation and Language · Computer Science 2020-09-22 Ahmed Sultan , Mahmoud Salim , Amina Gaber , Islam El Hosary

We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…

Trading and Market Microstructure · Quantitative Finance 2026-03-03 Adir Saly-Kaufmann , Kieran Wood , Jan Peter-Calliess , Stefan Zohren

This paper presents a comparative analysis evaluating the accuracy of Large Language Models (LLMs) against traditional macro time series forecasting approaches. In recent times, LLMs have surged in popularity for forecasting due to their…

Econometrics · Economics 2025-09-25 Andrea Carriero , Davide Pettenuzzo , Shubhranshu Shekhar

Automatically describing video content with natural language is a fundamental challenge of multimedia. Recurrent Neural Networks (RNN), which models sequence dynamics, has attracted increasing attention on visual interpretation. However,…

Computer Vision and Pattern Recognition · Computer Science 2015-06-05 Yingwei Pan , Tao Mei , Ting Yao , Houqiang Li , Yong Rui

Recently, large language models (LLMs) have demonstrated outstanding reasoning capabilities on mathematical and coding tasks. However, their application to financial tasks-especially the most fundamental task of stock movement…

Computation and Language · Computer Science 2025-10-27 Xueyuan Lin , Cehao Yang , Ye Ma , Ming Li , Rongjunchen Zhang , Yang Ni , Xiaojun Wu , Chengjin Xu , Jian Guo , Hui Xiong

We present a novel retrofitting method to induce emotion aspects into pre-trained language models (PLMs) such as BERT and RoBERTa. Our method updates pre-trained network weights using contrastive learning so that the text fragments…

Computation and Language · Computer Science 2023-10-31 Sapan Shah , Sreedhar Reddy , Pushpak Bhattacharyya

Sentiment analysis is a crucial task in natural language processing (NLP) with applications in public opinion monitoring, market research, and beyond. This paper introduces a three-class sentiment classification method for Weibo comments…

Computation and Language · Computer Science 2024-12-24 Yin Qixuan

This paper introduces distribution-based prediction, a novel approach to using Large Language Models (LLMs) as predictive tools by interpreting output token probabilities as distributions representing the models' learned representation of…

Artificial Intelligence · Computer Science 2024-11-07 Caleb Bradshaw , Caelen Miller , Sean Warnick

Since the amount of information on the internet is growing rapidly, it is not easy for a user to find relevant information for his/her query. To tackle this issue, much attention has been paid to Automatic Document Summarization. The key…

Computation and Language · Computer Science 2019-02-05 Kamal Al-Sabahi , Zhang Zuping , Yang Kang
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