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Volume-Weighted Average Price (VWAP) is arguably the most prevalent benchmark for trade execution as it provides an unbiased standard for comparing performance across market participants. However, achieving VWAP is inherently challenging…

Statistical Finance · Quantitative Finance 2025-04-03 Remi Genet

Neural network (NN)-based transistor compact modeling has recently emerged as a transformative solution for accelerating device modeling and SPICE circuit simulations. However, conventional NN architectures, despite their widespread…

Machine Learning · Computer Science 2025-03-20 Rodion Novkin , Hussam Amrouch

Currently cryptocurrencies and Decentralized Finance (DeFi), which enable financial services on public blockchains, represents a new growing trend in finance. In contrast to financial markets, ruled by traditional corporations, DeFi is…

Social and Information Networks · Computer Science 2024-01-04 Mar Grande , Florentino Borondo , Javier Borondo

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz

This paper investigates whether structural econometric models can rival machine learning in forecasting energy--macro dynamics while retaining causal interpretability. Using monthly data from 1999 to 2025, we develop a unified framework…

Computational Finance · Quantitative Finance 2026-01-28 Fredy Pokou , Jules Sadefo Kamdem , Kpante Emmanuel Gnandi

In traditional software programs, it is easy to trace program logic from variables back to input, apply assertion statements to block erroneous behavior, and compose programs together. Although deep learning programs have demonstrated…

Machine Learning · Computer Science 2021-10-27 Mike Wu , Noah Goodman , Stefano Ermon

Dense pixelwise prediction such as semantic segmentation is an up-to-date challenge for deep convolutional neural networks (CNNs). Many state-of-the-art approaches either tackle the loss of high-resolution information due to pooling in the…

Computer Vision and Pattern Recognition · Computer Science 2018-08-07 Lingni Ma , Jörg Stückler , Tao Wu , Daniel Cremers

The rapid development of information technology, especially the Internet, has facilitated users with a quick and easy way to seek information. With these convenience offered by internet services, many individuals who initially invested in…

Machine Learning · Computer Science 2024-03-07 Novan Fauzi Al Giffary , Feri Sulianta

Real-world multichannel time series prediction faces growing demands for efficiency across edge and cloud environments, making channel compression a timely and essential problem. Motivated by the success of Multiple-Input Multiple-Output…

Machine Learning · Computer Science 2026-01-30 Ziqi Liu , Pei Zeng , Yi Ding

The increasing use of machine learning in clinical decision support has been limited by the lack of transparency of many high-performing models. In clinical settings, predictions must be interpretable, auditable, and actionable. This study…

One of the challenging research problems in the domain of time series analysis and forecasting is making efficient and robust prediction of stock market prices. With rapid development and evolution of sophisticated algorithms and with the…

Other Computer Science · Computer Science 2016-05-13 Jaydip Sen , Tamal Datta Chaudhuri

While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often…

Machine Learning · Computer Science 2026-03-02 Ziheng Peng , Shijie Ren , Xinyue Gu , Linxiao Yang , Xiting Wang , Liang Sun

Deep networks for Monocular Depth Estimation (MDE) have achieved promising performance recently and it is of great importance to further understand the interpretability of these networks. Existing methods attempt to provide posthoc…

Computer Vision and Pattern Recognition · Computer Science 2021-08-12 Zunzhi You , Yi-Hsuan Tsai , Wei-Chen Chiu , Guanbin Li

We present a measurement study on compositions of Decentralized Finance protocols, which aim to disrupt traditional finance and offer services on top of distributed ledgers, such as Ethereum. DeFi compositions may impact the development of…

Cryptography and Security · Computer Science 2022-10-03 Stefan Kitzler , Friedhelm Victor , Pietro Saggese , Bernhard Haslhofer

We introduce evolutionary Kolmogorov-Arnold Networks (EvoKAN), a novel framework for solving complex partial differential equations (PDEs). EvoKAN builds on Kolmogorov-Arnold Networks (KANs), where activation functions are spline based and…

Numerical Analysis · Mathematics 2025-03-04 Guang Lin , Changhong Mou , Jiahao Zhang

Non-Fungible Tokens (NFTs) represent deeds of ownership, based on blockchain technologies and smart contracts, of unique crypto assets on digital art forms (e.g., artworks or collectibles). In the spotlight after skyrocketing in 2021, NFTs…

Machine Learning · Computer Science 2023-02-07 Davide Costa , Lucio La Cava , Andrea Tagarelli

Deep learning-based image compression has made great progresses recently. However, many leading schemes use serial context-adaptive entropy model to improve the rate-distortion (R-D) performance, which is very slow. In addition, the…

Image and Video Processing · Electrical Eng. & Systems 2023-09-07 Haisheng Fu , Feng Liang , Jie Liang , Yongqiang Wang , Guohe Zhang , Jingning Han

Predicting video viewership is a top priority for content creators and video-sharing sites. Content creators live on such predictions to maximize influences and minimize budgets. Video-sharing sites rely on this prediction to promote…

Machine Learning · Computer Science 2023-01-02 Jiaheng Xie , Xiao Liu

Ensembles improve prediction performance and allow uncertainty quantification by aggregating predictions from multiple models. In deep ensembling, the individual models are usually black box neural networks, or recently, partially…

Machine Learning · Statistics 2022-05-26 Lucas Kook , Andrea Götschi , Philipp FM Baumann , Torsten Hothorn , Beate Sick

In this paper, we introduce a new approach to multivariate forecasting cryptocurrency prices using a hybrid contextual model combining exponential smoothing (ES) and recurrent neural network (RNN). The model consists of two tracks: the…

Machine Learning · Computer Science 2025-04-15 Slawek Smyl , Grzegorz Dudek , Paweł Pełka