Related papers: TradeFM: A Generative Foundation Model for Trade-f…
Accurately predicting stock returns is crucial for effective portfolio management. However, existing methods often overlook a fundamental issue in the market, namely, distribution shifts, making them less practical for predicting future…
Molecular Dynamics (MD) is a powerful computational microscope for probing protein functions. However, the need for fine-grained integration and the long timescales of biomolecular events make MD computationally expensive. To address this,…
Foundation Models (FMs) have shown impressive performance on various text and image processing tasks. They can generalize across domains and datasets in a zero-shot setting. This could make them suitable for automated quality inspection…
Machine learning models underpin many modern financial systems for use cases such as fraud detection and churn prediction. Most are based on supervised learning with hand-engineered features, which relies heavily on the availability of…
While interpretability is crucial for machine learning applications in safety-critical domains and for regulatory compliance, existing tabular foundation models like TabPFN lack transparency. Generalized Additive Models (GAMs) provide the…
Cellular differentiation is governed by gene regulatory networks, the high-dimensional stochastic biochemical systems that determine the transcriptional landscape and mediate cellular responses to signals and perturbations. Although…
Federated learning (FL) has become a promising paradigm for collaborative medical image analysis, yet existing frameworks remain tightly coupled to task-specific backbones and are fragile under heterogeneous imaging modalities. Such…
Flow Matching (FM) is a simulation-free method for learning a continuous and invertible flow to interpolate between two distributions, and in particular to generate data from noise. Inspired by the variational nature of the diffusion…
We present a novel approach to describing the microstructure of high frequency trading using two key elements. First we introduce a new notion of informed trader which we starkly contrast to current informed trader models. We describe the…
A central goal in systems biology and drug discovery is to predict the transcriptional response of cells to perturbations. This task is challenging due to the noisy and sparse nature of single-cell measurements, as well as the fact that…
We introduce SMUTF (Schema Matching Using Generative Tags and Hybrid Features), a unique approach for large-scale tabular data schema matching (SM), which assumes that supervised learning does not affect performance in open-domain tasks,…
Accurate crop mapping fundamentally relies on modeling multi-scale spatiotemporal patterns, where spatial scales range from individual field textures to landscape-level context, and temporal scales capture both short-term phenological…
Factorization machines (FM) are a popular model class to learn pairwise interactions by a low-rank approximation. Different from existing FM-based approaches which use a fixed rank for all features, this paper proposes a Rank-Aware FM…
In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…
Association Rule Mining (ARM) is a fundamental task for knowledge discovery in tabular data and is widely used in high-stakes decision-making. Classical ARM methods rely on frequent itemset mining, leading to rule explosion and poor…
Advances in sensor networks have enabled real-time stream discharge monitoring, yet persistent sensor malfunctions limit data utility. Manual quality control by expert hydrologists cannot scale with networks generating millions of…
We introduce Action-Inspired Generative Models (AGMs), a dual-network generative framework motivated by the observation that existing bridge-matching methods assign uniform regression weight to every stochastic transition in the transport…
With the growing availability of multi-domain time series data, there is an increasing demand for general forecasting models pre-trained on multi-source datasets to support diverse downstream prediction scenarios. Existing time series…
We propose TR0N, a highly general framework to turn pre-trained unconditional generative models, such as GANs and VAEs, into conditional models. The conditioning can be highly arbitrary, and requires only a pre-trained auxiliary model. For…
A novel deep neural network framework -- that we refer to as Deep Dynamic Factor Model (D$^2$FM) --, is able to encode the information available, from hundreds of macroeconomic and financial time-series into a handful of unobserved latent…