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In the complex landscape of traditional futures trading, where vast data and variables like real-time Limit Order Books (LOB) complicate price predictions, we introduce the FutureQuant Transformer model, leveraging attention mechanisms to…

Trading and Market Microstructure · Quantitative Finance 2025-05-12 Wenhao Guo , Yuda Wang , Zeqiao Huang , Changjiang Zhang , Shumin ma

In the post-deep learning era, the Transformer architecture has demonstrated its powerful performance across pre-trained big models and various downstream tasks. However, the enormous computational demands of this architecture have deterred…

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

We describe an efficient hierarchical method to compute attention in the Transformer architecture. The proposed attention mechanism exploits a matrix structure similar to the Hierarchical Matrix (H-Matrix) developed by the numerical…

Machine Learning · Computer Science 2021-07-27 Zhenhai Zhu , Radu Soricut

Transformer-based large language models (LLMs) excel in modeling complex language patterns but face significant computational costs during inference, especially with long inputs due to the attention mechanism's memory overhead. We observe…

Computation and Language · Computer Science 2024-10-18 Ruiqing Yan , Linghan Zheng , Xingbo Du , Han Zou , Yufeng Guo , Jianfei Yang

As Transformer-based models have achieved impressive performance on various time series tasks, Long-Term Series Forecasting (LTSF) tasks have also received extensive attention in recent years. However, due to the inherent computational…

Machine Learning · Computer Science 2024-02-06 Daojun Liang , Haixia Zhang , Dongfeng Yuan , Xiaoyan Ma , Dongyang Li , Minggao Zhang

While Large Language Models and their underlying Transformer architecture are remarkably efficient, they do not reflect how our brain processes and learns a diversity of cognitive tasks such as language, nor how it leverages working memory.…

Machine Learning · Computer Science 2026-02-09 Yannis Bendi-Ouis , Xavier Hinaut

Monitoring the spatiotemporal dynamics of forest CO$_2$ uptake (Gross Primary Production, GPP), remains a central challenge in terrestrial ecosystem research. While Eddy Covariance (EC) towers provide high-frequency estimates, their limited…

Recent advancements have progressively incorporated frequency-based techniques into deep learning models, leading to notable improvements in accuracy and efficiency for time series analysis tasks. However, the Mid-Frequency Spectrum Gap in…

Machine Learning · Computer Science 2025-03-04 Guoqi Yu , Yaoming Li , Juncheng Wang , Xiaoyu Guo , Angelica I. Aviles-Rivero , Tong Yang , Shujun Wang

Transformers have excelled in many tasks including vision. However, efficient deployment of transformer models in low-latency or high-throughput applications is hindered by the computation in the attention mechanism which involves expensive…

Computer Vision and Pattern Recognition · Computer Science 2024-06-12 John Yang , Le An , Su Inn Park

Transformers have had tremendous impact for several sequence related tasks, largely due to their ability to retrieve from any part of the sequence via softmax based dot-product attention. This mechanism plays a crucial role in Transformer's…

Machine Learning · Computer Science 2025-07-15 Sai Surya Duvvuri , Inderjit S. Dhillon

Traffic prediction is a challenging spatio-temporal forecasting problem that involves highly complex spatio-temporal correlations. This paper proposes a Multi-level Multi-view Augmented Spatio-temporal Transformer (LVSTformer) for traffic…

Machine Learning · Computer Science 2024-06-19 Jiaqi Lin , Qianqian Ren

Wind power forecasting (WPF), as a significant research topic within renewable energy, plays a crucial role in enhancing the security, stability, and economic operation of power grids. However, due to the high stochasticity of…

Machine Learning · Computer Science 2025-04-16 Mingyi Zhu , Zhaoxin Li , Qiao Lin , Li Ding

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

Transformers have become the leading choice in natural language processing over other deep learning architectures. This trend has also permeated the field of time series analysis, especially for long-horizon forecasting, showcasing…

Machine Learning · Computer Science 2025-07-30 Ignacio Aguilera-Martos , Andrés Herrera-Poyatos , Julián Luengo , Francisco Herrera

The success of the self-attention mechanism in classical machine learning models has inspired the development of quantum analogs aimed at reducing computational overhead. Self-attention integrates learnable query and key matrices to…

Transformer-based video diffusion models (VDMs) deliver state-of-the-art video generation quality but are constrained by the quadratic cost of self-attention, making long sequences and high resolutions computationally expensive. While…

Computer Vision and Pattern Recognition · Computer Science 2025-11-18 Mohsen Ghafoorian , Denis Korzhenkov , Amirhossein Habibian

The Transformer architecture has become a cornerstone of modern artificial intelligence, but its core self-attention mechanism suffers from a complexity bottleneck that scales quadratically with sequence length, severely limiting its…

Machine Learning · Computer Science 2025-08-29 Zhongpan Tang

We introduce a neural network with a recurrent attention model over a possibly large external memory. The architecture is a form of Memory Network (Weston et al., 2015) but unlike the model in that work, it is trained end-to-end, and hence…

Neural and Evolutionary Computing · Computer Science 2015-11-25 Sainbayar Sukhbaatar , Arthur Szlam , Jason Weston , Rob Fergus

Attention is a core component of transformer architecture, whether encoder-only, decoder-only, or encoder-decoder model. However, the standard softmax attention often produces noisy probability distribution, which can impair effective…

Computation and Language · Computer Science 2025-11-11 Dhananjay Ram , Wei Xia , Stefano Soatto
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