Related papers: TradeFM: A Generative Foundation Model for Trade-f…
Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…
Time Series Foundation Models (TSFMs) have emerged as a promising approach for zero-shot financial forecasting, demonstrating strong transferability and data efficiency gains. However, their adoption in financial applications is hindered by…
Cryptocurrency trading represents a nascent field of research, with growing adoption in industry. Aided by its decentralised nature, many metrics describing cryptocurrencies are accessible with a simple Google search and update frequently,…
We introduce FragFM, a novel hierarchical framework via fragment-level discrete flow matching for efficient molecular graph generation. FragFM generates molecules at the fragment level, leveraging a coarse-to-fine autoencoder to reconstruct…
Diffusion and flow matching models have significantly advanced media generation, yet their design space is well-explored, somewhat limiting further improvements. Concurrently, autoregressive (AR) models, particularly those generating…
Simulating large-scale protein dynamics using traditional all-atom molecular dynamics (MD) remains computationally prohibitive. We present a unified, universal framework for coarse-grained molecular dynamics (CG-MD) that achieves…
While generative modeling has achieved remarkable success on tasks like natural language-conditioned image generation, enabling model adaptation from example data points remains a relatively underexplored and challenging problem. To this…
Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…
Federated learning (FL) offers privacy-preserving decentralized machine learning, optimizing models at edge clients without sharing private data. Simultaneously, foundation models (FMs) have gained traction in the artificial intelligence…
Behavioral Foundation Models (BFMs) proved successful in producing policies for arbitrary tasks in a zero-shot manner, requiring no test-time training or task-specific fine-tuning. Among the most promising BFMs are the ones that estimate…
Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of directly-follows (DF) relations, complementing predictive process monitoring that focuses on…
Significant progress has been made in automated problem-solving using societies of agents powered by large language models (LLMs). In finance, efforts have largely focused on single-agent systems handling specific tasks or multi-agent…
We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patching strategy to…
Graph foundation models (GFMs) have recently emerged as a promising paradigm for achieving broad generalization across various graph data. However, existing GFMs are often trained on datasets that may not fully reflect real-world graphs,…
Recent advances in CV and NLP have inspired researchers to develop general-purpose graph foundation models through pre-training across diverse domains. However, a fundamental challenge arises from the substantial differences in graph…
The foundation model has heralded a new era in artificial intelligence, pretraining a single model to offer cross-domain transferability on different datasets. Graph neural networks excel at learning graph data, the omnipresent…
Tabular Foundation Models (TFMs) have recently shown strong in-context learning capabilities on structured data, achieving zero-shot performance comparable to traditional machine learning methods. We find that zero-shot TFMs already achieve…
Spatio-Temporal (ST) Foundation Models (STFMs) promise cross-dataset generalization, yet joint ST pretraining is computationally expensive and grapples with the heterogeneity of domain-specific spatial patterns. Substantially extending our…
This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…
Modern Foundation Models (FMs) are typically trained on corpora spanning a wide range of different data modalities, topics and downstream tasks. Utilizing these models can be very computationally expensive and is out of reach for most…