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This study investigates the pretrained RNN attention models with the mainstream attention mechanisms such as additive attention, Luong's three attentions, global self-attention (Self-att) and sliding window sparse attention (Sparse-att) for…

Time series (TS) reasoning models (TSRMs) have shown promising capabilities in general domains, yet they consistently fail on financial domain, which exhibit unique characteristics. We propose a general 2x2 capability taxonomy for TSRMs by…

Time series forecasting plays a critical role in decision-making processes across diverse fields including meteorology, traffic, electricity, economics, finance, and so on. Especially, predicting returns on financial instruments is a…

Time series forecasting plays a pivotal role in a wide range of applications, including weather prediction, healthcare, structural health monitoring, predictive maintenance, energy systems, and financial markets. While models such as LSTM,…

Accuracy and timeliness are indeed often conflicting goals in prediction tasks. Premature predictions may yield a higher rate of false alarms, whereas delaying predictions to gather more information can render them too late to be useful. In…

Time series forecasting plays a crucial role in contemporary engineering information systems for supporting decision-making across various industries, where Recurrent Neural Networks (RNNs) have been widely adopted due to their capability…

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Despite the growing attention to time series forecasting in recent years, many studies have proposed various solutions to address the challenges encountered in time series prediction, aiming to improve forecasting performance. However,…

This paper introduces a novel stochastic control framework to enhance the capabilities of automated investment managers, or robo-advisors, by accurately inferring clients' investment preferences from past activities. Our approach leverages…

Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we…

Spatio-temporal forecasting has numerous applications in analyzing wireless, traffic, and financial networks. Many classical statistical models often fall short in handling the complexity and high non-linearity present in time-series data.…

Deciding the best future execution time is a critical task in many business activities while evolving time series forecasting, and optimal timing strategy provides such a solution, which is driven by observed data. This solution has plenty…

Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…

The field of time series forecasting has garnered significant attention in recent years, prompting the development of advanced models like TimeSieve, which demonstrates impressive performance. However, an analysis reveals certain…

Time series forecasting has seen considerable improvement during the last years, with transformer models and large language models driving advancements of the state of the art. Modern forecasting models are generally opaque and do not…

Traffic time series forecasting is challenging due to complex spatio-temporal dynamics time series from different locations often have distinct patterns; and for the same time series, patterns may vary across time, where, for example, there…

Many state-of-the-art algorithms for solving hard combinatorial problems in artificial intelligence (AI) include elements of stochasticity that lead to high variations in runtime, even for a fixed problem instance. Knowledge about the…

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

The predict-then-optimize (PTO) framework is indispensable for addressing practical stochastic decision-making tasks. It consists of two crucial steps: initially predicting unknown parameters of an optimization model and subsequently…