相关论文: Online Multi-horizon Transaction Metric Estimation…

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

Multimodal sentiment analysis is an active research area that combines multiple data modalities, e.g., text, image and audio, to analyze human emotions and benefits a variety of applications. Existing multimodal sentiment analysis methods…

Predictive business process monitoring focuses on predicting future characteristics of a running process using event logs. The foresight into process execution promises great potentials for efficient operations, better resource management,…

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…

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

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,…

Temporal prediction is critical for making intelligent and robust decisions in complex dynamic environments. Motion prediction needs to model the inherently uncertain future which often contains multiple potential outcomes, due to…

In this paper, we study optimization problems where the cost function contains time-varying parameters that are unmeasurable and evolve according to linear, yet unknown, dynamics. We propose a solution that leverages control theoretic tools…

Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement…

Target detection and tracking provides crucial information for motion planning and decision making in autonomous driving. This paper proposes an online multi-object tracking (MOT) framework with tracking-by-detection for maneuvering…

Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system and their specific dynamics are usually unknown. The hybrid nature of such a…

Probabilistic time series forecasting is crucial in many application domains such as retail, ecommerce, finance, or biology. With the increasing availability of large volumes of data, a number of neural architectures have been proposed for…

Financial institutions obtain enormous amounts of data about user transactions and money transfers, which can be considered as a large graph dynamically changing in time. In this work, we focus on the task of predicting new interactions in…

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

This work investigates the problem of multi-agents trajectory prediction. Prior approaches lack of capability of capturing fine-grained dependencies among coordinated agents. In this paper, we propose a spatial-temporal trajectory…

Data in modern economic and financial applications often arrive as a stream, requiring models and inference to be updated in real time -- yet most semiparametric methods remain batch-based and computationally impractical in large-scale…

Graph convolution network based approaches have been recently used to model region-wise relationships in region-level prediction problems in urban computing. Each relationship represents a kind of spatial dependency, like region-wise…

We study the method for detecting relationship changes in financial markets and providing human-interpretable network visualization to support the decision-making of fund managers dealing with multi-assets. First, we construct co-occurrence…

We propose a hierarchical architecture designed for scalable real-time Model Predictive Control (MPC) in complex, multi-modal traffic scenarios. This architecture comprises two key components: 1) RAID-Net, a novel attention-based Recurrent…

Many scientific areas, from computer science to the environmental sciences and finance, give rise to multivariate time series which exhibit long memory, or loosely put, a slow decay in their autocorrelation structure. Efficient modelling…