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We introduce NoxTrader, a sophisticated system designed for portfolio construction and trading execution with the primary objective of achieving profitable outcomes in the stock market, specifically aiming to generate moderate to long-term…

The short-time Fourier transform (STFT) is widely used for analyzing non-stationary signals. However, its performance is highly sensitive to its parameters, and manual or heuristic tuning often yields suboptimal results. To overcome this…

Stock portfolio optimization is the process of constant re-distribution of money to a pool of various stocks. In this paper, we will formulate the problem such that we can apply Reinforcement Learning for the task properly. To maintain a…

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

This study constructs an integrated early warning system (EWS) that identifies and predicts stock market turbulence. Based on switching ARCH (SWARCH) filtering probabilities of the high volatility regime, the proposed EWS first classifies…

Accurate emulation of multi-scale physical systems governed by PDEs demands models that remain stable over long autoregressive rollouts while preserving fine-scale structures. Deterministic emulators produce overly-smoothed predictions,…

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…

Interacting with the actual environment to acquire data is often costly and time-consuming in robotic tasks. Model-based offline reinforcement learning (RL) provides a feasible solution. On the one hand, it eliminates the requirements of…

We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

In traditional quantitative trading practice, navigating the complicated and dynamic financial market presents a persistent challenge. Fully capturing various market variables, including long-term information, as well as essential signals…

Precise short-term price prediction in the highly volatile cryptocurrency market is critical for informed trading strategies. Although Temporal Fusion Transformers (TFTs) have shown potential, their direct use often struggles in the face of…

Our work focuses on deep learning (DL) portfolio optimization, tackling challenges in long-only, multi-asset strategies across market cycles. We propose training models with limited regime data using pre-training techniques and leveraging…

Although Transformer-based methods have significantly improved state-of-the-art results for long-term series forecasting, they are not only computationally expensive but more importantly, are unable to capture the global view of time series…

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

Finance is a particularly challenging application area for deep learning models due to low noise-to-signal ratio, non-stationarity, and partial observability. Non-deliverable-forwards (NDF), a derivatives contract used in foreign exchange…

Transient signals are often composed of a series of modes that have multivalued time-dependent instantaneous frequency (IF), which brings challenges to the development of signal processing technology. Fortunately, the group delay (GD) of…

We have formulated elastic seismic full waveform inversion (FWI) within a deep learning environment. In our formulation, a recurrent neural network is set up with rules enforcing elastic wave propagation, with the wavefield projected onto a…

We propose a novel approach to data-driven modeling of a transient production of oil wells. We apply the transformer-based neural networks trained on the multivariate time series composed of various parameters of oil wells measured during…

Transform learning is being extensively applied in several applications because of its ability to adapt to a class of signals of interest. Often, a transform is learned using a large amount of training data, while only limited data may be…