English
Related papers

Related papers: Limit Order Book Event Stream Prediction with Diff…

200 papers

Finding a suitable layout represents a crucial task for diverse applications in graphic design. Motivated by simpler and smoother sampling trajectories, we explore the use of Flow Matching as an alternative to current diffusion-based layout…

Computer Vision and Pattern Recognition · Computer Science 2024-07-16 Julian Jorge Andrade Guerreiro , Naoto Inoue , Kento Masui , Mayu Otani , Hideki Nakayama

Understanding human intentions and actions through egocentric videos is important on the path to embodied artificial intelligence. As a branch of egocentric vision techniques, hand trajectory prediction plays a vital role in comprehending…

Computer Vision and Pattern Recognition · Computer Science 2025-11-17 Junyi Ma , Xieyuanli Chen , Wentao Bao , Jingyi Xu , Hesheng Wang

Physical systems with complex unsteady dynamics, such as fluid flows, are often poorly represented by a single mean solution. For many practical applications, it is crucial to access the full distribution of possible states, from which…

Computational Physics · Physics 2025-04-07 Mario Lino , Tobias Pfaff , Nils Thuerey

Precipitation nowcasting is a critical spatio-temporal prediction task for society to prevent severe damage owing to extreme weather events. Despite the advances in this field, the complex and stochastic nature of this task still poses…

Machine Learning · Computer Science 2025-12-25 Shi Quan Foo , Chi-Ho Wong , Zhihan Gao , Dit-Yan Yeung , Ka-Hing Wong , Wai-Kin Wong

For faster sampling and higher sample quality, we propose DiNof ($\textbf{Di}$ffusion with $\textbf{No}$rmalizing $\textbf{f}$low priors), a technique that makes use of normalizing flows and diffusion models. We use normalizing flows to…

Computer Vision and Pattern Recognition · Computer Science 2025-03-25 Mohsen Zand , Ali Etemad , Michael Greenspan

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In…

Statistical Finance · Quantitative Finance 2019-06-11 Adamantios Ntakaris , Giorgio Mirone , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…

Machine Learning · Computer Science 2024-10-31 David Lüdke , Enric Rabasseda Raventós , Marcel Kollovieh , Stephan Günnemann

Stochastic HYPE is a novel process algebra that models stochastic, instantaneous and continuous behaviour. It develops the flow-based approach of the hybrid process algebra HYPE by replacing non-urgent events with events with…

Systems and Control · Computer Science 2014-11-18 Luca Bortolussi , Vashti Galpin , Jane Hillston

Diffusion models have risen to prominence in time series forecasting, showcasing their robust capability to model complex data distributions. However, their effectiveness in deterministic predictions is often constrained by instability…

Machine Learning · Computer Science 2024-11-08 Hao Yang , Zhanbo Feng , Feng Zhou , Robert C Qiu , Zenan Ling

Latency (i.e., time delay) in electronic markets affects the efficacy of liquidity taking strategies. During the time liquidity takers process information and send marketable limit orders (MLOs) to the exchange, the limit order book (LOB)…

Trading and Market Microstructure · Quantitative Finance 2019-08-12 Álvaro Cartea , Sebastian Jaimungal , Leandro Sánchez-Betancourt

Guided diffusion is a technique for conditioning the output of a diffusion model at sampling time without retraining the network for each specific task. One drawback of diffusion models, however, is their slow sampling process. Recent…

Computer Vision and Pattern Recognition · Computer Science 2023-01-30 Suttisak Wizadwongsa , Supasorn Suwajanakorn

In the field of behavior-related brain computation, it is necessary to align raw neural signals against the drastic domain shift among them. A foundational framework within neuroscience research posits that trial-based neural population…

Neurons and Cognition · Quantitative Biology 2024-03-12 Yule Wang , Zijing Wu , Chengrui Li , Anqi Wu

Training autonomous agents with sparse rewards is a long-standing problem in online reinforcement learning (RL), due to low data efficiency. Prior work overcomes this challenge by extracting useful knowledge from offline data, often…

Machine Learning · Computer Science 2024-06-07 Qianlan Yang , Yu-Xiong Wang

Text-to-image generation executes a diffusion workflow comprising multiple models centered on a base diffusion model. Existing serving systems treat each workflow as an opaque monolith, provisioning, placing, and scaling all constituent…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-10 Lingyun Yang , Suyi Li , Tianyu Feng , Xiaoxiao Jiang , Zhipeng Di , Weiyi Lu , Kan Liu , Yinghao Yu , Tao Lan , Guodong Yang , Lin Qu , Liping Zhang , Wei Wang

In this paper, we combine deep learning concepts and some proper orthogonal decomposition (POD) model reduction methods for predicting flow in heterogeneous porous media. Nonlinear flow dynamics is studied, where the dynamics is regarded as…

Numerical Analysis · Mathematics 2025-09-12 Siu Wun Cheung , Eric T. Chung , Yalchin Efendiev , Eduardo Gildin , Yating Wang , Jingyan Zhang

We study the multi-level order-flow imbalance (MLOFI), which is a vector quantity that measures the net flow of buy and sell orders at different price levels in a limit order book (LOB). Using a recent, high-quality data set for 6 liquid…

Trading and Market Microstructure · Quantitative Finance 2019-10-29 Ke Xu , Martin D. Gould , Sam D. Howison

Text-guided diffusion models have significantly advanced image editing, enabling high-quality and diverse modifications driven by text prompts. However, effective editing requires inverting the source image into a latent space, a process…

Computer Vision and Pattern Recognition · Computer Science 2024-10-29 Haonan Lin , Mengmeng Wang , Jiahao Wang , Wenbin An , Yan Chen , Yong Liu , Feng Tian , Guang Dai , Jingdong Wang , Qianying Wang

Diffusion models have recently achieved great success in the synthesis of high-quality images and videos. However, the existing denoising techniques in diffusion models are commonly based on step-by-step noise predictions, which suffers…

Computer Vision and Pattern Recognition · Computer Science 2024-10-15 Hancheng Ye , Jiakang Yuan , Renqiu Xia , Xiangchao Yan , Tao Chen , Junchi Yan , Botian Shi , Bo Zhang

We introduce StreamDiffusion, a real-time diffusion pipeline designed for interactive image generation. Existing diffusion models are adept at creating images from text or image prompts, yet they often fall short in real-time interaction.…

Computer Vision and Pattern Recognition · Computer Science 2025-07-09 Akio Kodaira , Chenfeng Xu , Toshiki Hazama , Takanori Yoshimoto , Kohei Ohno , Shogo Mitsuhori , Soichi Sugano , Hanying Cho , Zhijian Liu , Masayoshi Tomizuka , Kurt Keutzer

Diffusion models are loosely modelled based on non-equilibrium thermodynamics, where \textit{diffusion} refers to particles flowing from high-concentration regions towards low-concentration regions. In statistics, the meaning is quite…

Machine Learning · Computer Science 2023-12-19 Inga Strümke , Helge Langseth