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Real-world time-series datasets often violate the assumptions of standard supervised learning for forecasting -- their distributions evolve over time, rendering the conventional training and model selection procedures suboptimal. In this…

Machine Learning · Computer Science 2022-09-27 Sercan O. Arik , Nathanael C. Yoder , Tomas Pfister

Electricity market prices exhibit extreme volatility, nonlinearity, and non-stationarity, making accurate forecasting a significant challenge. While cutting-edge time series foundation models (TSFMs) effectively capture temporal…

Machine Learning · Computer Science 2026-03-10 Yunzhong Qiu , Binzhu Li , Hao Wei , Shenglin Weng , Chen Wang , Zhongyi Pei , Mingsheng Long , Jianmin Wang

Forecasting outcomes in mixed-motive negotiations requires integrating explicit linguistic cues with latent strategic constraints, such as budgets and alternatives. Existing computational models often fail to adapt to varying task…

Computer Science and Game Theory · Computer Science 2026-05-29 Moirangthem Tiken Singh

Stock trend forecasting, which forecasts stock prices' future trends, plays an essential role in investment. The stocks in a market can share information so that their stock prices are highly correlated. Several methods were recently…

Statistical Finance · Quantitative Finance 2022-01-21 Wentao Xu , Weiqing Liu , Lewen Wang , Yingce Xia , Jiang Bian , Jian Yin , Tie-Yan Liu

Financial news is essential for accurate market prediction, but evolving narratives across macroeconomic regimes introduce semantic and causal drift that weaken model reliability. We present an evaluation framework to quantify robustness in…

Computational Finance · Quantitative Finance 2025-10-02 Zhongtian Sun , Chenghao Xiao , Anoushka Harit , Jongmin Yu

Predicting spatio-temporal traffic flow presents significant challenges due to complex interactions between spatial and temporal factors. Existing approaches often address these dimensions in isolation, neglecting their critical…

Artificial Intelligence · Computer Science 2024-11-15 Weilin Ruan , Wenzhuo Wang , Siru Zhong , Wei Chen , Li Liu , Yuxuan Liang

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

Artificial Intelligence · Computer Science 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

We study multimodal affect modeling when EEG and peripheral physiology are asynchronous, which most fusion methods ignore or handle with costly warping. We propose Cross-Temporal Attention Fusion (CTAF), a self-supervised module that learns…

Machine Learning · Computer Science 2026-02-04 Arian Khorasani , Théophile Demazure

Irregular multivariate time series (IMTS) are prevalent in critical domains like healthcare and finance, where accurate forecasting is vital for proactive decision-making. However, the asynchronous sampling and irregular intervals inherent…

Machine Learning · Computer Science 2026-03-16 Xvyuan Liu , Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Chenjuan Guo , Bin Yang , Jilin Hu

This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…

Computational Finance · Quantitative Finance 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial…

Machine Learning · Computer Science 2025-11-18 Ziling Fan , Ruijia Liang , Yiwen Hu

Traditional sentiment analysis has long been a unimodal task, relying solely on text. This approach overlooks non-verbal cues such as vocal tone and prosody that are essential for capturing true emotional intent. We introduce Dynamic…

Computation and Language · Computer Science 2025-09-30 Sadia Abdulhalim , Muaz Albaghdadi , Moshiur Farazi

Accurate day-ahead electricity price forecasting (DAEPF) is critical for the efficient operation of power systems, but extreme condition and market anomalies pose significant challenges to existing forecasting methods. To overcome these…

Machine Learning · Computer Science 2025-11-11 Boyan Tang , Xuanhao Ren , Peng Xiao , Shunbo Lei , Xiaorong Sun , Jianghua Wu

Long-term time series forecasting (LTSF) remains challenging due to the trade-off between parallel efficiency and sequential modeling of temporal coherence. Direct multi-step forecasting (DMS) methods enable fast, parallel prediction of all…

Machine Learning · Computer Science 2026-02-03 Sunho Kim , Susik Yoon

Recent development in computing, sensing and crowd-sourced data have resulted in an explosion in the availability of quantitative information. The possibilities of analyzing this so-called Big Data to inform research and the decision-making…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-09 Nguyen Ho , Huy Vo , Mai Vu , Torben Bach Pedersen

We introduce M2VN: Multi-Modal Volatility Network, a novel deep learning-based framework for financial volatility forecasting that unifies time series features with unstructured news data. M2VN leverages the representational power of deep…

Computational Finance · Quantitative Finance 2025-10-24 Yaxuan Kong , Yoontae Hwang , Marcus Kaiser , Chris Vryonides , Roel Oomen , Stefan Zohren

This paper introduces FANTF (Fuzzy Attention Network-Based Transformers), a novel approach that integrates fuzzy logic with existing transformer architectures to advance time series forecasting, classification, and anomaly detection tasks.…

Machine Learning · Computer Science 2025-04-02 Sanjay Chakraborty , Fredrik Heintz

Financial Sentiment Analysis (FSA) traditionally relies on human-annotated sentiment labels to infer investor sentiment and forecast market movements. However, inferring the potential market impact of words based on their human-perceived…

Computational Engineering, Finance, and Science · Computer Science 2025-03-04 Hamid Moradi-Kamali , Mohammad-Hossein Rajabi-Ghozlou , Mahdi Ghazavi , Ali Soltani , Amirreza Sattarzadeh , Reza Entezari-Maleki

Contrastive Language-Image Pre-training (CLIP) has significantly boosted the performance of various vision-language tasks by scaling up the dataset with image-text pairs collected from the web. However, the presence of intrinsic noise and…

Computer Vision and Pattern Recognition · Computer Science 2023-08-21 Kaicheng Yang , Jiankang Deng , Xiang An , Jiawei Li , Ziyong Feng , Jia Guo , Jing Yang , Tongliang Liu

Multimodal spiking neural networks (SNNs) hold significant potential for energy-efficient sensory processing but face critical challenges in modality imbalance and temporal misalignment. Current approaches suffer from uncoordinated…

Machine Learning · Computer Science 2025-05-21 Jiangrong Shen , Yulin Xie , Qi Xu , Gang Pan , Huajin Tang , Badong Chen