Related papers: TradeFM: A Generative Foundation Model for Trade-f…

Generative modelling is a demanding test of foundation models, because it requires robust, holistic representation learning for a given data modality, rather than optimisation for a supervised prediction target alone. While recent work on…

We present a novel approach for structured data-to-text generation that addresses the limitations of existing methods that primarily focus on specific types of structured data. Our proposed method aims to improve performance in multi-task…

We introduce a new framework to model interactions among agents which seek to trade to minimize their risk with respect to some future outcome. We quantify this risk using the concept of risk measures from finance, and introduce a class of…

Inspired by the success of foundation models in applications such as ChatGPT, as graph data has been ubiquitous, one can envision the far-reaching impacts that can be brought by Graph Foundation Models (GFMs) with broader applications in…

We introduce a transfer learning framework for regression that leverages heterogeneous source domains to improve predictive performance in a data-scarce target domain. Our approach learns a conditional generative model separately for each…

Generating simulations to train intelligent agents in game-playing and robotics from natural language input, from user input or task documentation, remains an open-ended challenge. Existing approaches focus on parts of this challenge, such…

State-of-the art Text-To-Music (TTM) generative AI models are large and require desktop or server class compute, making them infeasible for deployment on mobile phones. This paper presents an analysis of trade-offs between model compression…

We propose an interpretable machine learning framework to help identify trade data discrepancies that are challenging to detect with traditional methods. Our system analyzes trade data to find a novel inverse price-volume signature, a…

Over-dependence on domain ontology and lack of knowledge sharing across domains are two practical and yet less studied problems of dialogue state tracking. Existing approaches generally fall short in tracking unknown slot values during…

Most tabular-data generators match marginal statistics yet ignore causal structure, leading downstream models to learn spurious or unfair patterns. We present TabSCM, a mixed-type generator that preserves those causal dependencies. Starting…

This study investigates the effectiveness of Large Language Models (LLMs) for the extraction of structured knowledge in the form of Subject-Predicate-Object triples. We apply the setup for the domain of Economics application. The findings…

Casting neural networks in generative frameworks is a highly sought-after endeavor these days. Contemporary methods, such as Generative Adversarial Networks, capture some of the generative capabilities, but not all. In particular, they lack…

Modern financial systems generate vast quantities of transactional and event-level data that encode rich economic signals. This paper presents PRAGMA, a family of foundation models for multi-source banking event sequences. Our approach…

We propose a Genetic Programming architecture for the generation of foreign exchange trading strategies. The system's principal features are the evolution of free-form strategies which do not rely on any prior models and the utilization of…

Learning profitable intraday trading policies from financial time series is challenging due to heavy noise, non-stationarity, and strong cross-sectional dependence among related assets. We propose \emph{WaveLSFormer}, a learnable…

In recent years, diffusion based methods have emerged as a powerful paradigm for generative modeling. Although discrete diffusion for natural language processing has been explored to a lesser extent, it shows promise for tasks requiring…

A fundamental dilemma in generative modeling persists: iterative diffusion models achieve outstanding fidelity, but at a significant computational cost, while efficient few-step alternatives are constrained by a hard quality ceiling. This…

The paper develops a new class of financial market models. These models are based on generalized telegraph processes: Markov random flows with alternating velocities and jumps occurring when the velocities are switching. While such markets…

Daily internet communication relies heavily on tree-structured graphs, embodied by popular data formats such as XML and JSON. However, many recent generative (probabilistic) models utilize neural networks to learn a probability distribution…

This paper introduces MarketGAN, a factor-based generative framework for high-dimensional asset return generation under severe data scarcity. We embed an explicit asset-pricing factor structure as an economic inductive bias and generate…