相关论文: Data-driven Neural Architecture Learning For Finan…

Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…

Deep neural networks have excelled on a wide range of problems, from vision to language and game playing. Neural networks very gradually incorporate information into weights as they process data, requiring very low learning rates. If the…

We develop a learning-based algorithm for the control of autonomous systems governed by unknown, nonlinear dynamics to satisfy user-specified spatio-temporal tasks expressed as signal temporal logic specifications. Most existing algorithms…

Time-series forecasting is important for many applications. Forecasting models are usually trained using time-series data in a specific target task. However, sufficient data in the target task might be unavailable, which leads to…

Economic forecasting is concerned with the estimation of some variable like gross domestic product (GDP) in the next period given a set of variables that describes the current situation or state of the economy, including industrial…

Recent studies have shown great promise in applying graph neural networks for multivariate time series forecasting, where the interactions of time series are described as a graph structure and the variables are represented as the graph…

We use a deep neural network to generate controllers for optimal trading on high frequency data. For the first time, a neural network learns the mapping between the preferences of the trader, i.e. risk aversion parameters, and the optimal…

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may…

Unknown nonlinear dynamics often limit the tracking performance of feedforward control. The aim of this paper is to develop a feedforward control framework that can compensate these unknown nonlinear dynamics using universal function…

Accurate demand forecasting is critical for enhancing the efficiency and responsiveness of food delivery platforms, where spatial heterogeneity and temporal fluctuations in order volumes directly influence operational decisions. This paper…

This article studies the financial time series data processing for machine learning. It introduces the most frequent scaling methods, then compares the resulting stationarity and preservation of useful information for trend forecasting. It…

Management and efficient operations in critical infrastructure such as Smart Grids take huge advantage of accurate power load forecasting which, due to its nonlinear nature, remains a challenging task. Recently, deep learning has emerged in…

Machine learning models can effectively forecast dynamical systems from time-series data, but they typically require large amounts of past data, making forecasting particularly challenging for systems with limited history. To overcome this,…

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Time series data can be subject to changes in the underlying process that generates them and, because of these changes, models built on old samples can become obsolete or perform poorly. In this work, we present a way to incorporate…

Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

Deep Learning is evolving fast and integrates into various domains. Finance is a challenging field for deep learning, especially in the case of interpretable artificial intelligence (AI). Although classical approaches perform very well with…

The goal of this paper is to test three classes of neural network (NN) architectures based on four-dimensional (4D) hypercomplex algebras for time series prediction. We evaluate different architectures, varying the input layers to include…