English
Related papers

Related papers: DeepCausalMMM: A Deep Learning Framework for Marke…

200 papers

Natural spatiotemporal processes can be highly non-stationary in many ways, e.g. the low-level non-stationarity such as spatial correlations or temporal dependencies of local pixel values; and the high-level variations such as the…

Machine Learning · Computer Science 2019-04-23 Yunbo Wang , Jianjin Zhang , Hongyu Zhu , Mingsheng Long , Jianmin Wang , Philip S Yu

We proposed a novel multilayer correlated topic model (MCTM) to analyze how the main ideas inherit and vary between a document and its different segments, which helps understand an article's structure. The variational…

Information Retrieval · Computer Science 2021-01-07 Ye Tian

Large Language Models (LLMs) have demonstrated strong performance across a wide range of tasks, yet they still struggle with complex mathematical reasoning, a challenge fundamentally rooted in deep structural dependencies. To address this…

Artificial Intelligence · Computer Science 2025-12-01 Lei Zan , Keli Zhang , Ruichu Cai , Lujia Pan

Accurate demand forecasting is crucial for optimizing supply chain management. Traditional methods often fail to capture complex patterns from seasonal variability and special events. Despite advancements in deep learning, interpretable…

Machine Learning · Computer Science 2025-03-04 Md Abrar Jahin , Asef Shahriar , Md Al Amin

Accurate load forecasting remains a formidable challenge in numerous sectors, given the intricate dynamics of dynamic power systems, which often defy conventional statistical models. As a response, time-series methodologies like ARIMA and…

Computational Engineering, Finance, and Science · Computer Science 2023-09-25 Anuvab Sen , Vedica Gupta , Chi Tang

Maximum mean discrepancy (MMD) has been successfully applied to learn deep generative models for characterizing a joint distribution of variables via kernel mean embedding. In this paper, we present conditional generative moment- matching…

Machine Learning · Computer Science 2016-06-15 Yong Ren , Jialian Li , Yucen Luo , Jun Zhu

This manuscript introduces deep learning models that simultaneously describe the dynamics of several yield curves. We aim to learn the dependence structure among the different yield curves induced by the globalization of financial markets…

Machine Learning · Statistics 2024-11-20 Ronald Richman , Salvatore Scognamiglio

Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…

Methodology · Statistics 2023-04-03 Corinne Emmenegger , Peter Bühlmann

This paper sets forth a framework for deep reinforcement learning as applied to market making (DRLMM) for cryptocurrencies. Two advanced policy gradient-based algorithms were selected as agents to interact with an environment that…

Trading and Market Microstructure · Quantitative Finance 2019-11-21 Jonathan Sadighian

This paper addresses a gap in the current state of the art by providing a solution for modeling causal relationships that evolve over time and occur at different time scales. Specifically, we introduce the multiscale non-stationary directed…

Machine Learning · Computer Science 2023-11-21 Gabriele D'Acunto , Gianmarco De Francisci Morales , Paolo Bajardi , Francesco Bonchi

Modern approaches to supervised learning like deep neural networks (DNNs) typically implicitly assume that observed responses are statistically independent. In contrast, correlated data are prevalent in real-life large-scale applications,…

Machine Learning · Statistics 2023-01-30 Giora Simchoni , Saharon Rosset

Machine learning and deep learning methods have become essential for computer-assisted prediction in medicine, with a growing number of applications also in the field of mammography. Typically these algorithms are trained for a specific…

Image and Video Processing · Electrical Eng. & Systems 2021-12-03 Maria Wimmer , Gert Sluiter , David Major , Dimitrios Lenis , Astrid Berg , Theresa Neubauer , Katja Bühler

This paper presents a deep relational metric learning (DRML) framework for image clustering and retrieval. Most existing deep metric learning methods learn an embedding space with a general objective of increasing interclass distances and…

Computer Vision and Pattern Recognition · Computer Science 2021-08-24 Wenzhao Zheng , Borui Zhang , Jiwen Lu , Jie Zhou

In this paper, we consider the problem of reference tracking in uncertain nonlinear systems. A neural State-Space Model (NSSM) is used to approximate the nonlinear system, where a deep encoder network learns the nonlinearity from data, and…

Systems and Control · Electrical Eng. & Systems 2026-02-26 Jiaqi Yan , Ankush Chakrabarty , Alisa Rupenyan , John Lygeros

Proper hyperparameter tuning is essential for achieving optimal performance of modern machine learning (ML) methods in predictive tasks. While there is an extensive literature on tuning ML learners for prediction, there is only little…

Econometrics · Economics 2024-02-08 Philipp Bach , Oliver Schacht , Victor Chernozhukov , Sven Klaassen , Martin Spindler

Recent years have seen rapid progress at the intersection between causality and machine learning. Motivated by scientific applications involving high-dimensional data, in particular in biomedicine, we propose a deep neural architecture for…

Machine Learning · Computer Science 2022-12-12 Kai Lagemann , Christian Lagemann , Bernd Taschler , Sach Mukherjee

Due to the wide range of timescales that are present in macromolecular systems, hierarchical multiscale strategies are necessary for their computational study. Coarse-graining (CG) allows to establish a link between different system…

The macroscopic properties of materials that we observe and exploit in engineering application result from complex interactions between physics at multiple length and time scales: electronic, atomistic, defects, domains etc. Multiscale…

Large language models (LLMs) have shown potential in identifying qualitative causal relations, but their ability to perform quantitative causal reasoning -- estimating effect sizes that parametrize functional relationships -- remains…

The Granger framework is useful for discovering causal relations in time-varying signals. However, most Granger causality (GC) methods are developed for densely sampled timeseries data. A substantially different setting, particularly common…

Machine Learning · Computer Science 2024-12-19 Minh Nguyen , Gia H. Ngo , Mert R. Sabuncu