相关论文: "The Squawk Bot": Joint Learning of Time Series an…

Text and time series data offer complementary views of financial markets: news articles provide narrative context about company events, while stock prices reflect how markets react to those events. However, despite their complementary…

With the increasing availability of diverse data types, particularly images and time series data from medical experiments, there is a growing demand for techniques designed to combine various modalities of data effectively. Our motivation…

Time series analysis and modelling constitute a crucial research area. Traditional artificial neural networks struggle with complex, non-stationary time series data due to high computational complexity, limited ability to capture temporal…

Understanding the relationship between textual news and time-series evolution is a critical yet under-explored challenge in applied data science. While multimodal learning has gained traction, existing multimodal time-series datasets fall…

The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning…

Pure time series forecasting tasks typically focus exclusively on numerical features; however, real-world financial decision-making demands the comparison and analysis of heterogeneous sources of information. Recent advances in deep…

Time series anomaly detection plays a critical role in many dynamic systems. Despite its importance, previous approaches have primarily relied on unimodal numerical data, overlooking the importance of complementary information from other…

The stock market provides a rich well of information that can be split across modalities, making it an ideal candidate for multimodal evaluation. Multimodal data plays an increasingly important role in the development of machine learning…

The time at which a message is communicated is a vital piece of metadata in many real-world natural language processing tasks such as Topic Detection and Tracking (TDT). TDT systems aim to cluster a corpus of news articles by event, and in…

Time series data are valuable but are often inscrutable. Gaining trust in time series classifiers for finance, healthcare, and other critical applications may rely on creating interpretable models. Researchers have previously been forced to…

Multi-modal time series analysis has recently emerged as a prominent research area in data mining, driven by the increasing availability of diverse data modalities, such as text, images, and structured tabular data from real-world sources.…

Time series forecasting has traditionally focused on univariate and multivariate numerical data, often overlooking the benefits of incorporating multimodal information, particularly textual data. In this paper, we propose a novel framework…

Most existing single-modal time series models rely solely on numerical series, which suffer from the limitations imposed by insufficient information. Recent studies have revealed that multimodal models can address the core issue by…

In recent years, Deep Learning has been successfully applied to multimodal learning problems, with the aim of learning useful joint representations in data fusion applications. When the available modalities consist of time series data such…

Traditional time series forecasting models mainly rely on historical numeric values to predict future outcomes.While these models have shown promising results, they often overlook the rich information available in other modalities, such as…

Large Language Models (LLMs) have been applied to time series forecasting tasks, leveraging pre-trained language models as the backbone and incorporating textual data to purportedly enhance the comprehensive capabilities of LLMs for time…

The paper proposes a method of financial time series forecasting taking into account the semantics of news. For the semantic analysis of financial news the sampling of negative and positive words in economic sense was formed based on…

Classical asset price forecasting methods primarily rely on numerical data, such as price time series, trading volumes, limit order book data, and technical analysis indicators. However, the news flow plays a significant role in price…

Recently, there has been growing interest in incorporating textual information into foundation models for time series forecasting. However, it remains unclear whether and under what conditions such multimodal integration consistently yields…

Forecasting financial time series (FTS) is an essential field in finance and economics that anticipates market movements in financial markets. This paper investigates the accuracy of text mining and technical analyses in forecasting…