相关论文: Aggregate Learning for Mixed Frequency Data

In modern supervised learning, there are a large number of tasks, but many of them are associated with only a small amount of labeled data. These include data from medical image processing and robotic interaction. Even though each…

This paper studies Federated Learning (FL) for binary classification of volatile financial market trends. Using a shared Long Short-Term Memory (LSTM) classifier, we compare three scenarios: (i) a centralized model trained on the union of…

Benefiting from the powerful expressive capability of graphs, graph-based approaches have achieved impressive performance in various biomedical applications. Most existing methods tend to define the adjacency matrix among samples manually…

Financial networks are typically estimated by applying standard time series analyses to price-based economic variables collected at low-frequency (e.g., daily or monthly stock returns or realized volatility). These networks are used for…

The recent trend towards Personalized Federated Learning (PFL) has garnered significant attention as it allows for the training of models that are tailored to each client while maintaining data privacy. However, current PFL techniques…

Graph machine learning has gained great attention in both academia and industry recently. Most of the graph machine learning models, such as Graph Neural Networks (GNNs), are trained over massive graph data. However, in many real-world…

The field of Natural Language Generation (NLG) suffers from a severe shortage of labeled data due to the extremely expensive and time-consuming process involved in manual annotation. A natural approach for coping with this problem is active…

The COVID-19 recession that started in March 2020 led to an unprecedented decline in economic activity across the globe. To fight this recession, policy makers in central banks engaged in expansionary monetary policy. This paper asks…

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

We propose two specifications of a real-time mixed-frequency semi-structural time series model for evaluating the output potential, output gap, Phillips curve, and Okun's law for the US. The baseline model uses minimal theory-based…

Federated learning (FL) is an emerging paradigm that permits a large number of clients with heterogeneous data to coordinate learning of a unified global model without the need to share data amongst each other. A major challenge in…

This paper introduces a new data analysis method for big data using a newly defined regression model named multiple model linear regression(MMLR), which separates input datasets into subsets and construct local linear regression models of…

In this paper, we study time-varying graphical models based on data measured over a temporal grid. Such models are motivated by the needs to describe and understand evolving interacting relationships among a set of random variables in many…

With the increasing volume of high-frequency data in the information age, both challenges and opportunities arise in the prediction of stock volatility. On one hand, the outcome of prediction using tradition method combining stock technical…

Over the course of the COVID-19 pandemic, Generalised Additive Models (GAMs) have been successfully employed on numerous occasions to obtain vital data-driven insights. In this paper we further substantiate the success story of GAMs,…

Automatically detecting/segmenting object(s) that blend in with their surroundings is difficult for current models. A major challenge is that the intrinsic similarities between such foreground objects and background surroundings make the…

In the era of big data applications, Federated Graph Learning (FGL) has emerged as a prominent solution that reconcile the tradeoff between optimizing the collective intelligence between decentralized datasets holders and preserving…

Marginal model is a popular instrument for studying longitudinal data and cluster data. This paper investigates the estimator of marginal model with subgroup auxiliary information. To marginal model, we propose a new type of auxiliary…

Labor market forecasting on talent demand and supply is essential for business management and economic development. With accurate and timely forecasts, employers can adapt their recruitment strategies to align with the evolving labor…

In this study, we explore the synergy of deep learning and financial market applications, focusing on pair trading. This market-neutral strategy is integral to quantitative finance and is apt for advanced deep-learning techniques. A pivotal…