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The problem of time-series forecasting in non-stationary and complex environments is a challenging task in machine learning, especially with heterogeneous numerical and textual data present. Traditional statistical models like…

Statistical Finance · Quantitative Finance 2026-05-05 Alexis Lazanas , Spyridon Karpouzis

Temporal-Difference learning (TD) [Sutton, 1988] with function approximation can converge to solutions that are worse than those obtained by Monte-Carlo regression, even in the simple case of on-policy evaluation. To increase our…

Machine Learning · Computer Science 2018-07-10 Hugo Penedones , Damien Vincent , Hartmut Maennel , Sylvain Gelly , Timothy Mann , Andre Barreto

Domain generalization (DG) aims at generalizing a classifier trained on multiple source domains to an unseen target domain with domain shift. A common pervasive theme in existing DG literature is domain-invariant representation learning…

Machine Learning · Computer Science 2022-10-31 Yujie Jin , Xu Chu , Yasha Wang , Wenwu Zhu

We propose an off-line approach to explicitly encode temporal patterns spatially as different types of images, namely, Gramian Angular Fields and Markov Transition Fields. This enables the use of techniques from computer vision for feature…

Machine Learning · Computer Science 2015-09-25 Zhiguang Wang , Tim Oates

This paper evaluates the approach of imaging timeseries data such as EEG in the diagnosis of epilepsy through Deep Neural Network (DNN). EEG signal is transformed into an RGB image using Gramian Angular Summation Field (GASF). Many such EEG…

Computer Vision and Pattern Recognition · Computer Science 2020-03-11 K. Palani Thanaraj , B. Parvathavarthini , U. John Tanik , V. Rajinikanth , Seifedine Kadry , K. Kamalanand

Tabular learning transforms raw features into optimized spaces for downstream tasks, but its effectiveness deteriorates under distribution shifts between training and testing data. We formalize this challenge as the Distribution Shift…

Machine Learning · Computer Science 2025-08-28 Wangyang Ying , Nanxu Gong , Dongjie Wang , Xinyuan Wang , Arun Vignesh Malarkkan , Vivek Gupta , Chandan K. Reddy , Yanjie Fu

Understanding the advantages of deep neural networks trained by gradient descent (GD) compared to shallow models remains an open theoretical challenge. In this paper, we introduce a class of target functions (single and multi-index Gaussian…

Machine Learning · Statistics 2025-11-17 Yatin Dandi , Luca Pesce , Lenka Zdeborová , Florent Krzakala

Recently, frequency transformation (FT) has been increasingly incorporated into deep learning models to significantly enhance state-of-the-art accuracy and efficiency in time series analysis. The advantages of FT, such as high efficiency…

Machine Learning · Computer Science 2025-06-16 Kun Yi , Qi Zhang , Wei Fan , Longbing Cao , Shoujin Wang , Guodong Long , Liang Hu , Hui He , Qingsong Wen , Hui Xiong

The extensive adoption of web technologies in the finance and investment sectors has led to an explosion of financial data, which contributes to the complexity of the forecasting task. Traditional machine learning models exhibit limitations…

Machine Learning · Computer Science 2026-01-21 Renjun Jia , Zian Liu , Peng Zhu , Dawei Cheng , Yuqi Liang

Training Deep Neural Networks (DNNs) is still highly time-consuming and compute-intensive. It has been shown that adapting a pretrained model may significantly accelerate this process. With a focus on classification, we show that current…

Neural and Evolutionary Computing · Computer Science 2020-12-01 Farshid Varno , Lucas May Petry , Lisa Di Jorio , Stan Matwin

We develop new transfer learning algorithms to accelerate prediction of material properties from ab initio simulations based on density functional theory (DFT). Transfer learning has been successfully utilized for data-efficient modeling in…

Computational Physics · Physics 2020-07-01 Schuyler Krawczuk , Daniele Venturi

Modern IoT deployments for environmental sensing produce high volume spatiotemporal data to support downstream tasks such as forecasting, typically powered by machine learning models. While existing filtering and strategic deployment…

Machine Learning · Computer Science 2025-12-02 Ragini Gupta , Naman Raina , Bo Chen , Li Chen , Claudiu Danilov , Josh Eckhardt , Keyshla Bernard , Klara Nahrstedt

This research paper addresses the significant challenge of accurately estimating poverty levels using deep learning, particularly in developing regions where traditional methods like household surveys are often costly, infrequent, and…

Computer Vision and Pattern Recognition · Computer Science 2024-12-02 Muhammad Umer Ramzan , Wahab Khaddim , Muhammad Ehsan Rana , Usman Ali , Manohar Ali , Fiaz ul Hassan , Fatima Mehmood

The innovative GNN-CL model proposed in this paper marks a breakthrough in the field of financial fraud detection by synergistically combining the advantages of graph neural networks (gnn), convolutional neural networks (cnn) and long…

Machine Learning · Computer Science 2024-07-10 Yu Cheng , Junjie Guo , Shiqing Long , You Wu , Mengfang Sun , Rong Zhang

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

Graph neural networks (GNNs) have emerged as powerful surrogates for mesh-based computational fluid dynamics (CFD), but training them on high-resolution unstructured meshes with hundreds of thousands of nodes remains prohibitively…

Machine Learning · Computer Science 2025-09-17 Paul Garnier , Vincent Lannelongue , Elie Hachem

Financial time series (FTS) generation models are a core pillar to applications in finance. Risk management and portfolio optimization rely on realistic multivariate price generation models. Accordingly, there is a strong modelling…

Statistical Finance · Quantitative Finance 2024-12-10 Howard Caulfield , James P. Gleeson

Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data modalities often embed different nonlinear relationships…

Machine Learning · Computer Science 2019-03-19 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

The fields of time series and graphical models emerged and advanced separately. Previous work on the structure learning of continuous and real-valued time series utilizes the time domain, with a focus on either structural autoregressive…

Computation · Statistics 2023-04-18 Aramayis Dallakyan

Transfer learning for high-dimensional Gaussian graphical models (GGMs) is studied with the goal of estimating the target GGM by utilizing the data from similar and related auxiliary studies. The similarity between the target graph and each…

Methodology · Statistics 2020-10-22 Sai Li , T. Tony Cai , Hongzhe Li
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