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We introduce Spatio-Temporal Momentum strategies, a class of models that unify both time-series and cross-sectional momentum strategies by trading assets based on their cross-sectional momentum features over time. While both time-series and…

Portfolio Management · Quantitative Finance 2023-12-08 Wee Ling Tan , Stephen Roberts , Stefan Zohren

Score-based and flow-based generative models exhibit remarkable expressive capacity in capturing complex distributions, and have been extensively deployed in tasks ranging from image generation to reinforcement learning. Nevertheless, these…

Machine Learning · Computer Science 2026-05-29 Yiyan , Liang , Sifei Liu , Weitong Zhang

The typical multi-task learning methods for spatio-temporal data prediction involve low-rank tensor computation. However, such a method have relatively weak performance when the task number is small, and we cannot integrate it into…

Machine Learning · Computer Science 2019-10-14 Qichen Li , Jiaxin Pei , Jianding Zhang , Bo Han

Stock recommendation is vital to investment companies and investors. However, no single stock selection strategy will always win while analysts may not have enough time to check all S&P 500 stocks (the Standard & Poor's 500). In this paper,…

Trading and Market Microstructure · Quantitative Finance 2025-11-18 Hongyang Yang , Xiao-Yang Liu , Qingwei Wu

Data selection is a key component of efficient instruction tuning for large language models, as recent work has shown that data quality often matters more than data quantity. Accordingly, prior studies have introduced various…

Machine Learning · Computer Science 2026-05-12 Jingze Song , Zihao Chen , Wenqing Chen , Zibin Zheng

Multi-Task Learning is a learning paradigm that uses correlated tasks to improve performance generalization. A common way to learn multiple tasks is through the hard parameter sharing approach, in which a single architecture is used to…

Machine Learning · Computer Science 2022-04-15 Angelica Tiemi Mizuno Nakamura , Denis Fernando Wolf , Valdir Grassi

Multi-task learning (MTL) has shown effectiveness in exploiting shared information across tasks to improve generalization. MTL assumes tasks share similarities that can improve performance. In addition, boosting algorithms have demonstrated…

Machine Learning · Computer Science 2025-12-09 Seyedsaman Emami , Gonzalo Martínez-Muñoz , Daniel Hernández-Lobato

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo

Tree-structured multi-task architectures have been employed to jointly tackle multiple vision tasks in the context of multi-task learning (MTL). The major challenge is to determine where to branch out for each task given a backbone model to…

Machine Learning · Computer Science 2022-05-26 Lijun Zhang , Xiao Liu , Hui Guan

Meta-learning has been proposed as a framework to address the challenging few-shot learning setting. The key idea is to leverage a large number of similar few-shot tasks in order to learn how to adapt a base-learner to a new task for which…

Computer Vision and Pattern Recognition · Computer Science 2019-10-10 Qianru Sun , Yaoyao Liu , Zhaozheng Chen , Tat-Seng Chua , Bernt Schiele

Quadruped robots excel in traversing complex, unstructured environments where wheeled robots often fail. However, enabling efficient and adaptable locomotion remains challenging due to the quadrupeds' nonlinear dynamics, high degrees of…

Robotics · Computer Science 2025-05-14 Anudeep Sajja , Shahram Khorshidi , Sebastian Houben , Maren Bennewitz

Reinforcement learning (RL) has shown great effectiveness in quadrotor control, enabling specialized policies to develop even human-champion-level performance in single-task scenarios. However, these specialized policies often struggle with…

Robotics · Computer Science 2024-12-18 Jiaxu Xing , Ismail Geles , Yunlong Song , Elie Aljalbout , Davide Scaramuzza

Time series classification faces two unavoidable problems. One is partial feature information and the other is poor label quality, which may affect model performance. To address the above issues, we create a label correction method to time…

Machine Learning · Computer Science 2024-02-20 Luxuan Yang , Ting Gao , Wei Wei , Min Dai , Cheng Fang , Jinqiao Duan

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…

Trading and Market Microstructure · Quantitative Finance 2023-08-14 A. K. M. Amanat Ullah , Fahim Imtiaz , Miftah Uddin Md Ihsan , Md. Golam Rabiul Alam , Mahbub Majumdar

Multi-task learning (MTL) is useful for domains in which data originates from multiple sources that are individually under-sampled. MTL methods are able to learn classification models that have higher performance as compared to learning a…

Computer Vision and Pattern Recognition · Computer Science 2016-08-02 Bilal Ahmed , Thomas Thesen , Karen E. Blackmon , Ruben Kuzniecky , Orrin Devinsky , Jennifer G. Dy , Carla E. Brodley

Robust Multi-Task Learning (MTL) is crucial for autonomous systems operating in real-world environments, where adverse weather conditions can severely degrade model performance and reliability. In this paper, we introduce RobuMTL, a novel…

Computer Vision and Pattern Recognition · Computer Science 2026-01-19 Tasneem Shaffee , Sherief Reda

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

Machine Learning · Computer Science 2025-05-20 Haochen Yuan , Minting Pan , Yunbo Wang , Siyu Gao , Philip S. Yu , Xiaokang Yang

This paper presents an innovative online portfolio selection model, situated within a meta-learning framework, that leverages a mixture policies strategy. The core idea is to simulate a fund that employs multiple fund managers, each skilled…

Optimization and Control · Mathematics 2025-05-13 Jiayu Shen , Jia Liu , Zhiping Chen

Multi-task learning (MTL) has emerged as a promising approach for deploying deep learning models in real-life applications. Recent studies have proposed optimization-based learning paradigms to establish task-shared representations in MTL.…

Machine Learning · Computer Science 2025-03-12 Zhipeng Zhou , Liu Liu , Peilin Zhao , Wei Gong

Industrial recommender systems increasingly adopt multi-scenario learning (MSL) and multi-task learning (MTL) to handle diverse user interactions and contexts, but existing approaches suffer from two critical drawbacks: (1) underutilization…

Information Retrieval · Computer Science 2026-02-11 Shanlei Mu , Yuchen Jiang , Shikang Wu , Shiyong Hong , Tianmu Sha , Junjie Zhang , Jie Zhu , Zhe Chen , Zhe Wang , Jingjian Lin