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While time series momentum is a well-studied phenomenon in finance, common strategies require the explicit definition of both a trend estimator and a position sizing rule. In this paper, we introduce Deep Momentum Networks -- a hybrid…

机器学习 · 统计学 2020-09-29 Bryan Lim , Stefan Zohren , Stephen Roberts

Spatial-temporal data forecasting of traffic flow is a challenging task because of complicated spatial dependencies and dynamical trends of temporal pattern between different roads. Existing frameworks typically utilize given spatial…

机器学习 · 计算机科学 2021-03-09 Mengzhang Li , Zhanxing Zhu

Predicting the motion of multiple traffic participants has always been one of the most challenging tasks in autonomous driving. The recently proposed occupancy flow field prediction method has shown to be a more effective and scalable…

系统与控制 · 电气工程与系统科学 2024-07-02 Zhan Chen , Chen Tang , Lu Xiong

Precisely forecasting the excess returns of an asset (e.g., Tesla stock) is beneficial to all investors. However, the unpredictability of market dynamics, influenced by human behaviors, makes this a challenging task. In prior research,…

证券定价 · 定量金融 2023-05-19 Jingjing Guo

Graph neural networks (GNNs) have achieved remarkable success in node classification. Building on this progress, heterogeneous graph neural networks (HGNNs) integrate relation types and node and edge semantics to leverage heterogeneous…

机器学习 · 计算机科学 2025-10-08 Xiao Yang , Xuejiao Zhao , Zhiqi Shen

Various data mining tasks have been proposed to study Community Question Answering (CQA) platforms like Stack Overflow. The relatedness between some of these tasks provides useful learning signals to each other via Multi-Task Learning…

计算与语言 · 计算机科学 2021-10-06 Zizheng Lin , Haowen Ke , Ngo-Yin Wong , Jiaxin Bai , Yangqiu Song , Huan Zhao , Junpeng Ye

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

计算金融 · 定量金融 2024-07-18 Yuhui Jin

Accurate prediction of molecular properties is essential in drug discovery and related fields. However, existing graph neural networks (GNNs) often struggle to simultaneously capture both local and global molecular structures. In this work,…

机器学习 · 计算机科学 2025-08-26 XiaYu Liu , Chao Fan , Yang Liu , Hou-biao Li

To accelerate the process of materials design, materials science has increasingly used data driven techniques to extract information from collected data. Specially, machine learning (ML) algorithms, which span the ML discipline, have…

As neural networks are increasingly being applied to real-world applications, mechanisms to address distributional shift and sequential task learning without forgetting are critical. Methods incorporating network expansion have shown…

机器学习 · 计算机科学 2021-03-26 Vinay Kumar Verma , Kevin J Liang , Nikhil Mehta , Piyush Rai , Lawrence Carin

Spatiotemporal prediction plays a critical role in numerous real-world applications such as urban planning, transportation optimization, disaster response, and pandemic control. In recent years, researchers have made significant progress by…

机器学习 · 计算机科学 2025-09-03 Dahai Yu , Dingyi Zhuang , Lin Jiang , Rongchao Xu , Xinyue Ye , Yuheng Bu , Shenhao Wang , Guang Wang

Spatiotemporal forecasting has emerged as an indispensable building block of diverse smart city applications, such as intelligent transportation and smart energy management. Recent advancements have uncovered that the performance of…

机器学习 · 计算机科学 2024-09-30 Shuowei Cai , Hao Liu

As online courses become the norm in the higher-education landscape, investigations into student performance between students who take online vs on-campus versions of classes become necessary. While attention has been given to looking at…

计算机与社会 · 计算机科学 2024-08-31 Thomas Trask , Nicholas Lytle , Michael Boyle , David Joyner , Ahmed Mubarak

Heterophilic Graph Neural Networks (HGNNs) have shown promising results for semi-supervised learning tasks on graphs. Notably, most real-world heterophilic graphs are composed of a mixture of nodes with different neighbor patterns,…

机器学习 · 计算机科学 2025-02-26 Jinluan Yang , Zhengyu Chen , Teng Xiao , Wenqiao Zhang , Yong Lin , Kun Kuang

Heterogeneous graphs, comprising diverse node and edge types connected through varied relations, are ubiquitous in real-world applications. Message-passing heterogeneous graph neural networks (HGNNs) have emerged as a powerful model class…

机器学习 · 计算机科学 2025-12-10 Junwei Su , Lingjun Mao , Zheng Da , Chuan Wu

The multivariate time series generated from merchant transaction history can provide critical insights for payment processing companies. The capability of predicting merchants' future is crucial for fraud detection and recommendation…

机器学习 · 计算机科学 2021-09-22 Chin-Chia Michael Yeh , Zhongfang Zhuang , Wei Zhang , Liang Wang

Predicting molecular properties (e.g., atomization energy) is an essential issue in quantum chemistry, which could speed up much research progress, such as drug designing and substance discovery. Traditional studies based on density…

计算物理 · 物理学 2019-08-20 Chengqiang Lu , Qi Liu , Chao Wang , Zhenya Huang , Peize Lin , Lixin He

We address catastrophic forgetting issues in graph learning as incoming data transits from one to another graph distribution. Whereas prior studies primarily tackle one setting of graph continual learning such as incremental node…

机器学习 · 计算机科学 2023-08-29 Thanh Duc Hoang , Do Viet Tung , Duy-Hung Nguyen , Bao-Sinh Nguyen , Huy Hoang Nguyen , Hung Le

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

机器学习 · 计算机科学 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

Accurate traffic flow forecasting is a crucial research topic in transportation management. However, it is a challenging problem due to rapidly changing traffic conditions, high nonlinearity of traffic flow, and complex spatial and temporal…

机器学习 · 计算机科学 2024-06-06 Sanghyun Lee , Chanyoung Park