Related papers: From News to Returns: A Granger-Causal Hypergraph …
Financial time series forecasting faces a fundamental challenge: predicting optimal asset allocations requires understanding regime-dependent correlation structures that transform during crisis periods. Existing graph-based spatio-temporal…
Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of…
Scene graph generation aims to capture detailed spatial and semantic relationships between objects in an image, which is challenging due to incomplete labelling, long-tailed relationship categories, and relational semantic overlap. Existing…
Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this…
State-space models (SSM) are central to describe time-varying complex systems in countless signal processing applications such as remote sensing, networks, biomedicine, and finance to name a few. Inference and prediction in SSMs are…
In this paper we seek to demonstrate the predictability of stock market returns and explain the nature of this return predictability. To this end, we introduce investors with different investment horizons into the news-driven, analytic,…
Transformer models rely on self-attention to capture token dependencies but face challenges in effectively integrating positional information while allowing multi-head attention (MHA) flexibility. Prior methods often model semantic and…
Deep learning, especially convolutional neural networks (CNNs) and Transformer architectures, have become the focus of extensive research in medical image segmentation, achieving impressive results. However, CNNs come with inductive biases…
Transformer-based methods have shown impressive performance in image restoration tasks, such as image super-resolution and denoising. However, we find that these networks can only utilize a limited spatial range of input information through…
Recent interest in the external validity of prediction models (i.e., the problem of different train and test distributions, known as dataset shift) has produced many methods for finding predictive distributions that are invariant to dataset…
Images tell powerful stories but cannot always be trusted. Matching images back to trusted sources (attribution) enables users to make a more informed judgment of the images they encounter online. We propose a robust image hashing algorithm…
While convolutional neural networks have shown a tremendous impact on various computer vision tasks, they generally demonstrate limitations in explicitly modeling long-range dependencies due to the intrinsic locality of the convolution…
ChatGPT has demonstrated remarkable capabilities across various natural language processing (NLP) tasks. However, its potential for inferring dynamic network structures from temporal textual data, specifically financial news, remains an…
Leveraging spatio-temporal correlations among wind farms can significantly enhance the accuracy of ultra-short-term wind power forecasting. However, the complex and dynamic nature of these correlations presents significant modeling…
Traffic flow prediction plays a critical role in the intelligent transportation system, and it is also a challenging task because of the underlying complex Spatio-temporal patterns and heterogeneities evolving across time. However, most…
Although spatio-temporal graph neural networks have achieved great empirical success in handling multiple correlated time series, they may be impractical in some real-world scenarios due to a lack of sufficient high-quality training data.…
We propose a novel Transformer-based architecture for the task of generative modelling of 3D human motion. Previous work commonly relies on RNN-based models considering shorter forecast horizons reaching a stationary and often implausible…
Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering…
The rapidly changing landscape of technology and industries leads to dynamic skill requirements, making it crucial for employees and employers to anticipate such shifts to maintain a competitive edge in the labor market. Existing efforts in…
We introduce a novel self-attention mechanism, which we call CSA (Chromatic Self-Attention), which extends the notion of attention scores to attention _filters_, independently modulating the feature channels. We showcase CSA in a…