相关论文: Autoregressive short-term prediction of turning po…

The rapid development of information technology, especially the Internet, has facilitated users with a quick and easy way to seek information. With these convenience offered by internet services, many individuals who initially invested in…

A statistical model for predicting individual house prices and constructing a house price index is proposed utilizing information regarding sale price, time of sale and location (ZIP code). This model is composed of a fixed time effect and…

This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) formulation for modeling the daily price ranges of financial assets. It is assumed that the process generating the conditional expected ranges at each…

This paper aims to predict the traffic flow at one road segment based on nearby traffic volume and weather conditions. Our team also discover the impact of weather conditions and nearby traffic volume on the traffic flow at a target point.…

We propose a projection method to estimate risk-neutral moments from option prices. We derive a finite-sample bound implying that the projection estimator attains (up to a constant) the smallest pricing error within the span of traded…

We propose an approach for improving sequence modeling based on autoregressive normalizing flows. Each autoregressive transform, acting across time, serves as a moving frame of reference, removing temporal correlations, and simplifying the…

Feature extraction from financial data is one of the most important problems in market prediction domain for which many approaches have been suggested. Among other modern tools, convolutional neural networks (CNN) have recently been applied…

Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…

In this study, we leverage powerful non-linear machine learning methods to identify the characteristics of trades that contain valuable information. First, we demonstrate the effectiveness of our optimized neural network predictor in…

Accurate prediction of the Remaining Useful Life (RUL) of rolling bearings is crucial in industrial production, yet existing models often struggle with limited generalization capabilities due to their inability to fully process all…

We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on short-term volatility of stock markets. Its implementation, our fully automated momentum equity trading system presented…

The unsupervised Pretraining method has been widely used in aiding human action recognition. However, existing methods focus on reconstructing the already present frames rather than generating frames which happen in future.In this paper, We…

We empirically study autoregressive pre-training from videos. To perform our study, we construct a series of autoregressive video models, called Toto. We treat videos as sequences of visual tokens and train transformer models to…

In this work, we propose a multi-task recurrent neural network with attention mechanism for predicting cardiovascular events from electronic health records (EHRs) at different time horizons. The proposed approach is compared to a standard…

Human activities generate various event sequences such as taxi trip records, bike-sharing pick-ups, crime occurrence, and infectious disease transmission. The point process is widely used in many applications to predict such events related…

We propose a family of CUSUM-based statistics to detect the presence of changepoints in the deterministic part of the autoregressive parameter in a Random Coefficient AutoRegressive (RCA) sequence. In order to ensure the ability to detect…

Neural operators have proven to be a promising approach for modeling spatiotemporal systems in the physical sciences. However, training these models for large systems can be quite challenging as they incur significant computational and…

This research aims to leverage machine learning to improve stock price prediction and support informed investment decisions related to buying, selling, and holding assets. Specifically, this work investigates transformer-based models for…

Recent developments in deep learning techniques have motivated intensive research in machine learning-aided stock trading strategies. However, since the financial market has a highly non-stationary nature hindering the application of…

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…