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Generative models, including diffusion and flow-based models, often exhibit systematic biases that degrade sample quality, particularly in high-dimensional settings. We revisit refinement methods and show that effective bias correction can…

Machine Learning · Computer Science 2026-01-30 Xin Peng , Ang Gao

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

It is a crucial challenge to reconstruct population dynamics using unlabeled samples from distributions at coarse time intervals. Recent approaches such as flow-based models or Schr\"odinger Bridge (SB) models have demonstrated appealing…

Machine Learning · Statistics 2023-10-06 Tianrong Chen , Guan-Horng Liu , Molei Tao , Evangelos A. Theodorou

Reinforcement learning agents for portfolio management are typically trained and deployed as static policies, with no mechanism for using price forecasts at inference time. We propose $\text{FPILOT}$ (**Fin**ancial **P**lugin…

Machine Learning · Computer Science 2026-05-14 Eun Go , Rohan Deb , Arindam Banerjee

Time series prediction, a crucial task across various domains, faces significant challenges due to the inherent complexities of time series data, including non-stationarity, multi-scale periodicity, and transient dynamics, particularly when…

Machine Learning · Computer Science 2025-07-18 Qianru Zhang , Chenglei Yu , Haixin Wang , Yudong Yan , Yuansheng Cao , Siu-Ming Yiu , Tailin Wu , Hongzhi Yin

Time series foundational models (TSFM) have gained prominence in time series forecasting, promising state-of-the-art performance across various applications. However, their application in anomaly detection and prediction remains…

Machine Learning · Computer Science 2024-12-30 Chathurangi Shyalika , Harleen Kaur Bagga , Ahan Bhatt , Renjith Prasad , Alaa Al Ghazo , Amit Sheth

Accurate decade-scale daily runoff forecasting in small watersheds is difficult because signals blend drifting trends, multi-scale seasonal cycles, regime shifts, and sparse extremes. Prior deep models (DLinear, TimesNet, PatchTST, TiDE,…

Machine Learning · Computer Science 2025-10-07 Qianfei Fan , Jiayu Wei , Peijun Zhu , Wensheng Ye , Meie Fang

Understanding the continuous evolution of populations from discrete temporal snapshots is a critical research challenge, particularly in fields like developmental biology and systems medicine where longitudinal tracking of individual…

Machine Learning · Statistics 2025-10-21 Byoungwoo Park , Juho Lee

Time series forecasting (TSF) possesses great practical values in various fields, including power and energy, transportation, etc. TSF methods have been studied based on knowledge from classical statistics to modern deep learning. Yet, all…

Machine Learning · Computer Science 2025-10-27 Luoxiao Yang , Yun Wang , Xinqi Fan , Israel Cohen , Jingdong Chen , Zijun Zhang

Evaluating Language Models (LMs) in specialized, high-stakes domains such as finance remains a significant challenge due to the scarcity of open, high-quality, and domain-specific datasets. Existing general-purpose benchmarks provide broad…

Artificial Intelligence · Computer Science 2026-01-21 Glenn Matlin , Akhil Theerthala , Anant Gupta , Anirudh JM , Rayan Castilla , Yi Mei Ng , Sudheer Chava

State-of-the-art results in large language models (LLMs) often rely on scale, which becomes computationally expensive. This has sparked a research agenda to reduce these models' parameter counts and computational costs without significantly…

Computation and Language · Computer Science 2024-11-07 Xiuying Wei , Skander Moalla , Razvan Pascanu , Caglar Gulcehre

Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to…

Machine Learning · Computer Science 2026-03-26 Jiacheng Wang , Liang Fan , Baihua Li , Luyan Zhang

Traditional stochastic control methods in finance struggle in real world markets due to their reliance on simplifying assumptions and stylized frameworks. Such methods typically perform well in specific, well defined environments but yield…

Computational Finance · Quantitative Finance 2025-10-21 Yang Li , Zhi Chen

As a foundational architecture of artificial intelligence models, Transformer has been recently adapted to spiking neural networks with promising performance across various tasks. However, existing spiking Transformer(ST)-based models…

Machine Learning · Computer Science 2026-01-06 Hongze Sun , Wuque Cai , Duo Chen , Quan Tang , Shifeng Mao , Jiayi He , Zhenxing Wang , Yan Cui , Dezhong Yao , Daqing Guo

Temporal Knowledge Graph (TKG) forecasting is crucial for predicting future events using historical data. With the surge of Large Language Models (LLMs), recent studies have begun exploring their integration into TKG forecasting and…

Machine Learning · Computer Science 2025-04-01 Gongzhu Yin , Hongli Zhang , Yi Luo , Yuchen Yang , Kun Lu , Chao Meng

Predicting stock returns remains a central challenge in quantitative finance, transitioning from traditional statistical methods to contemporary deep learning techniques. However, many current models struggle with effectively capturing…

Computational Engineering, Finance, and Science · Computer Science 2025-10-14 Chenlanhui Dai , Wenyan Wang , Yusi Fan , Yueying Wang , Lan Huang , Kewei Li , Fengfeng Zhou

Transformers have recently gained prominence in long time series forecasting by elevating accuracies in a variety of use cases. Regrettably, in the race for better predictive performance the overhead of model architectures has grown…

Forecasting urban delivery demand becomes substantially more challenging when newly added service regions lack historical records. Existing spatiotemporal forecasters effectively model spatial dependence once sufficient node histories are…

Machine Learning · Computer Science 2026-05-20 Yihong Tang , Tong Nie , Junlin He , Qianjun Huang , Dingyi Zhuang , Lijun Sun

Score-based generative models exhibit state of the art performance on density estimation and generative modeling tasks. These models typically assume that the data geometry is flat, yet recent extensions have been developed to synthesize…

Advancements in deep learning have significantly improved model performance across tasks involving code, text, and image processing. However, these models still exhibit notable mispredictions in real-world applications, even when trained on…

Software Engineering · Computer Science 2025-06-25 Ravishka Rathnasuriya