相关论文: Temporal Attention augmented Bilinear Network for …

Fine-grained temporal action parsing is important in many applications, such as daily activity understanding, human motion analysis, surgical robotics and others requiring subtle and precise operations in a long-term period. In this paper…

In recent years, channel attention mechanism has been widely investigated due to its great potential in improving the performance of deep convolutional neural networks (CNNs) in many vision tasks. However, in most of the existing methods,…

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

Financial time-series forecasting remains a challenging task due to complex temporal dependencies and market fluctuations. This study explores the potential of hybrid quantum-classical approaches to assist in financial trend prediction by…

Encoder-decoder-based recurrent neural network (RNN) has made significant progress in sequence-to-sequence learning tasks such as machine translation and conversational models. Recent works have shown the advantage of this type of network…

We propose a graph-oriented attention-based explainability method for tabular data. Tasks involving tabular data have been solved mostly using traditional tree-based machine learning models which have the challenges of feature selection and…

Financial trading is at the forefront of time-series analysis, and has grown hand-in-hand with it. The advent of electronic trading has allowed complex machine learning solutions to enter the field of financial trading. Financial markets…

Linear layers in neural networks (NNs) trained by gradient descent can be expressed as a key-value memory system which stores all training datapoints and the initial weights, and produces outputs using unnormalised dot attention over the…

This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial applications. We first group time series at each aggregated…

A variety of real-world applications rely on far future information to make decisions, thus calling for efficient and accurate long sequence multivariate time series forecasting. While recent attention-based forecasting models show strong…

Volatility forecasting is essential for risk management and decision-making in financial markets. Traditional models like Generalized Autoregressive Conditional Heteroskedasticity (GARCH) effectively capture volatility clustering but often…

Lifetime value (LTV) prediction is crucial for news feed advertising, enabling platforms to optimize bidding and budget allocation for long-term revenue growth. However, it faces two major challenges: (1) demographic-based targeting creates…

Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies,…

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

As a result of the greater availability of big data, as well as the decreasing costs and increasing power of modern computing, the use of artificial neural networks for financial time series forecasting is once again a major topic of…

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Attention networks have proven to be an effective approach for embedding categorical inference within a deep neural network. However, for many tasks we may want to model richer structural dependencies without abandoning end-to-end training.…

High-frequency trading requires fast data processing without information lags for precise stock price forecasting. This high-paced stock price forecasting is usually based on vectors that need to be treated as sequential and…

Time Series Forecasting plays a crucial role in various fields such as industrial equipment maintenance, meteorology, energy consumption, traffic flow and financial investment. However, despite their considerable advantages over traditional…