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Forecasting central bank policy decisions remains a persistent challenge for investors, financial institutions, and policymakers due to the wide-reaching impact of monetary actions. In particular, anticipating shifts in the U.S. federal…

Portfolio Management · Quantitative Finance 2025-07-01 Fiona Xiao Jingyi , Lili Liu

Algorithms for the action segmentation task typically use temporal models to predict what action is occurring at each frame for a minute-long daily activity. Recent studies have shown the potential of Transformer in modeling the relations…

Computer Vision and Pattern Recognition · Computer Science 2021-10-19 Fangqiu Yi , Hongyu Wen , Tingting Jiang

Dynamic graph learning plays a pivotal role in modeling evolving relationships over time, especially for temporal link prediction tasks in domains such as traffic systems, social networks, and recommendation platforms. While…

Machine Learning · Computer Science 2025-11-18 Tao Zou , Chengfeng Wu , Tianxi Liao , Junchen Ye , Bowen Du

The portrait matting task aims to extract an alpha matte with complete semantics and finely-detailed contours. In comparison to CNN-based approaches, transformers with self-attention module have a better capacity to capture long-range…

Computer Vision and Pattern Recognition · Computer Science 2023-12-04 Zitao Wang , Qiguang Miao , Peipei Zhao , Yue Xi

This research aims to leverage machine learning to improve stock price prediction and support informed investment decisions related to buying, selling, and holding assets. Specifically, this work investigates transformer-based models for…

Statistical Finance · Quantitative Finance 2026-05-26 Marie Soehl Coolsaet , Roberto Gallardo , Zhen Gao

Accurate forecasting of the EUR/USD exchange rate is crucial for investors, businesses, and policymakers. This paper proposes a novel framework, IUS, that integrates unstructured textual data from news and analysis with structured data on…

Computational Finance · Quantitative Finance 2025-06-30 Hongcheng Ding , Xuanze Zhao , Ruiting Deng , Shamsul Nahar Abdullah , Deshinta Arrova Dewi

Speech emotion recognition is crucial to human-computer interaction. The temporal regions that represent different emotions scatter in different parts of the speech locally. Moreover, the temporal scales of important information may vary…

Sound · Computer Science 2023-03-06 Shuaiqi Chen , Xiaofen Xing , Weibin Zhang , Weidong Chen , Xiangmin Xu

Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability…

Machine Learning · Computer Science 2021-03-30 Haoyi Zhou , Shanghang Zhang , Jieqi Peng , Shuai Zhang , Jianxin Li , Hui Xiong , Wancai Zhang

Cross-layer reuse of early attention projections can improve optimization and data efficiency, but it creates a structural conflict: the first layer must simultaneously act as a stable, reusable anchor for all deeper layers and as an…

Computation and Language · Computer Science 2026-05-28 Jonathan Su

Accurate forecasting of passenger flows is critical for maintaining the efficiency and resilience of airport operations. Recent advances in patch-based Transformer models have shown strong potential in various time series forecasting tasks.…

Machine Learning · Computer Science 2025-12-16 Wenbo Du , Lingling Han , Ying Xiong , Ling Zhang , Biyue Li , Yisheng Lv , Tong Guo

In this work we show that prediction uncertainty estimates gleaned from deep learning models can be useful inputs for influencing the relative allocation of risk capital across trades. In this way, consideration of uncertainty is important…

Statistical Finance · Quantitative Finance 2020-08-03 Trent Spears , Stefan Zohren , Stephen Roberts

In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…

Machine Learning · Computer Science 2024-11-06 Zhenwei Zhang , Linghang Meng , Yuantao Gu

Transformers have greatly advanced the state-of-the-art in Natural Language Processing (NLP) in recent years, but present very large computation and storage requirements. We observe that the design process of Transformers (pre-train a…

Computation and Language · Computer Science 2022-06-13 Amrit Nagarajan , Sanchari Sen , Jacob R. Stevens , Anand Raghunathan

Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with…

Machine Learning · Computer Science 2026-01-29 Wei Li

Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…

Machine Learning · Computer Science 2025-08-14 Younghwi Kim , Dohee Kim , Joongrock Kim , Sunghyun Sim

In this paper, we present a novel method to compute decision rules to build a more accurate interpretable machine learning model, denoted as ExMo. The ExMo interpretable machine learning model consists of a list of IF...THEN... statements…

Artificial Intelligence · Computer Science 2022-05-23 Pradip Mainali , Ismini Psychoula , Fabien A. P. Petitcolas

Transformers have recently gained attention in the computer vision domain due to their ability to model long-range dependencies. However, the self-attention mechanism, which is the core part of the Transformer model, usually suffers from…

Computer Vision and Pattern Recognition · Computer Science 2023-07-28 Reza Azad , René Arimond , Ehsan Khodapanah Aghdam , Amirhossein Kazerouni , Dorit Merhof

Asset value forecasting has always attracted an enormous amount of interest among researchers in quantitative analysis. The advent of modern machine learning models has introduced new tools to tackle this classical problem. In this paper,…

Machine Learning · Computer Science 2020-09-22 Firuz Kamalov , Ikhlaas Gurrib

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Machine Learning · Computer Science 2023-01-06 Yan Li , Xinjiang Lu , Haoyi Xiong , Jian Tang , Jiantao Su , Bo Jin , Dejing Dou

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…

Machine Learning · Computer Science 2025-05-28 Jintian Shao , Hongyi Huang , Jiayi Wu , Beiwen Zhang , ZhiYu Wu , You Shan , MingKai Zheng