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Large Transformer models routinely achieve state-of-the-art results on a number of tasks but training these models can be prohibitively costly, especially on long sequences. We introduce two techniques to improve the efficiency of…

Machine Learning · Computer Science 2020-02-19 Nikita Kitaev , Łukasz Kaiser , Anselm Levskaya

Recent years have witnessed the unprecedented rising of time series from almost all kindes of academic and industrial fields. Various types of deep neural network models have been introduced to time series analysis, but the important…

Machine Learning · Computer Science 2018-06-26 Jingyuan Wang , Ze Wang , Jianfeng Li , Junjie Wu

With the development of Internet of Things (IoT) systems, precise long-term forecasting method is requisite for decision makers to evaluate current statuses and formulate future policies. Currently, Transformer and MLP are two paradigms for…

Machine Learning · Computer Science 2023-12-12 Li Shen , Yuning Wei , Yangzhu Wang , Hongguang Li

Transformers are the de-facto choice for sequence modelling, yet their quadratic self-attention and weak temporal bias can make long-range forecasting both expensive and brittle. We introduce FreezeTST, a lightweight hybrid that interleaves…

Machine Learning · Computer Science 2025-10-21 Pradeep Singh , Mehak Sharma , Anupriya Dey , Balasubramanian Raman

We propose a new class of waveform foundation models that departs from conventional sequence based representations by modeling physiological time series as realizations of latent event processes. Rather than treating signals as collections…

Machine Learning · Computer Science 2026-05-12 Li Na , Yuanyun Zhang , Shi Li

This paper presents a sophisticated multi-day turnover quantitative trading algorithm that integrates advanced deep learning techniques with comprehensive cross-sectional stock prediction for the Chinese A-share market. Our framework…

Computational Engineering, Finance, and Science · Computer Science 2025-06-10 Yimin Du

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

Machine Learning · Computer Science 2025-02-21 Ching Chang , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

Diffusion probability models have shown significant promise in offline reinforcement learning by directly modeling trajectory sequences. However, existing approaches primarily focus on time-domain features while overlooking frequency-domain…

Machine Learning · Computer Science 2025-09-25 Yifu Luo , Yongzhe Chang , Xueqian Wang

This study proposes a behaviorally-informed multi-factor stock selection framework that integrates short-cycle technical alpha signals with deep learning. We design a dual-task multilayer perceptron (MLP) that jointly predicts five-day…

Trading and Market Microstructure · Quantitative Finance 2025-08-21 Yuqi Luan

Deep learning has enabled significant advances in feedback-based channel coding, yet existing learned schemes remain fundamentally limited: they employ fixed block lengths, suffer degraded performance at high rates, and cannot fully exploit…

Information Theory · Computer Science 2026-02-10 Yu Ding , Yulin Shao

Long-term time series forecasting is critical in domains such as finance, economics, and energy, where accurate and reliable predictions over extended horizons drive strategic decision-making. Despite the progress in machine learning-based…

Machine Learning · Computer Science 2025-02-18 Aditya Dey , Jonas Kusch , Fadi Al Machot

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

Forecasting cryptocurrency prices is hindered by extreme volatility and a methodological dilemma between information-scarce univariate models and noise-prone full-multivariate models. This paper investigates a partial-multivariate approach…

Statistical Finance · Quantitative Finance 2025-12-05 Andrzej Tokajuk , Jarosław A. Chudziak

Precisely forecasting the excess returns of an asset (e.g., Tesla stock) is beneficial to all investors. However, the unpredictability of market dynamics, influenced by human behaviors, makes this a challenging task. In prior research,…

Pricing of Securities · Quantitative Finance 2023-05-19 Jingjing Guo

Deep learning is an increasingly popular approach for inverting surface wave dispersion curves to obtain Vs profiles. However, its generalizability is constrained by the depth and velocity scales of training data. We propose a unified deep…

Geophysics · Physics 2025-09-30 Tianjian Cheng , Hongrui Xu , Jiayu Feng , Xiongyu Hu , Chaofan Yao

Transformer models trained on long sequences often achieve higher accuracy than short sequences. Unfortunately, conventional transformers struggle with long sequence training due to the overwhelming computation and memory requirements.…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-09 Xiao Wang , Isaac Lyngaas , Aristeidis Tsaris , Peng Chen , Sajal Dash , Mayanka Chandra Shekar , Tao Luo , Hong-Jun Yoon , Mohamed Wahib , John Gouley

Conventional visuomotor imitation learning usually predicts future robot actions directly in the time domain. Such formulations often have limited physical scene awareness and weak long-horizon memory. In contrast, world-model-based…

Robotics · Computer Science 2026-05-12 Changchuan Yang , Yuhang Dong , Guanzhong Tian , Haizhou Ge , Hongrui Zhu

Transformer-based models have achieved remarkable results in low-level vision tasks including image super-resolution (SR). However, early Transformer-based approaches that rely on self-attention within non-overlapping windows encounter…

Image and Video Processing · Electrical Eng. & Systems 2024-04-18 Cansu Korkmaz , A. Murat Tekalp

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…

Trading and Market Microstructure · Quantitative Finance 2023-08-14 A. K. M. Amanat Ullah , Fahim Imtiaz , Miftah Uddin Md Ihsan , Md. Golam Rabiul Alam , Mahbub Majumdar

Long-term time-series forecasting (LTSF) is fundamental to various real-world applications, where Transformer-based models have become the dominant framework due to their ability to capture long-range dependencies. However, these models…

Machine Learning · Computer Science 2025-03-27 Mingjie Li , Rui Liu , Guangsi Shi , Mingfei Han , Changling Li , Lina Yao , Xiaojun Chang , Ling Chen