相关论文: HireVAE: An Online and Adaptive Factor Model Based…

This research proposes a cutting-edge ensemble deep learning framework for stock price prediction by combining three advanced neural network architectures: The particular areas of interest for the research include but are not limited to:…

We propose a fast and flexible method to scale multivariate return volatility predictions up to high-dimensions using a dynamic risk factor model. Our approach increases parsimony via time-varying sparsity on factor loadings and is able to…

Variational AutoEncoder (VAE) has been extended as a representative nonlinear method for collaborative filtering. However, the bottleneck of VAE lies in the softmax computation over all items, such that it takes linear costs in the number…

We study how large language models can be used to evolve inventory policies in online, non-stationary environments. Our work is motivated by recent advances in LLM-based evolutionary search, such as AlphaEvolve, which demonstrates strong…

The application of deep learning in survival analysis (SA) allows utilizing unstructured and high-dimensional data types uncommon in traditional survival methods. This allows to advance methods in fields such as digital health, predictive…

Variational autoencoder-based voice conversion (VAE-VC) has the advantage of requiring only pairs of speeches and speaker labels for training. Unlike the majority of the research in VAE-VC which focuses on utilizing auxiliary losses or…

In the following short article we adapt a new and popular machine learning model for inference on medical data sets. Our method is based on the Variational AutoEncoder (VAE) framework that we adapt to survival analysis on small data sets…

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,…

In AI research, synthesizing a plan of action has typically used descriptive models of the actions that abstractly specify what might happen as a result of an action, and are tailored for efficiently computing state transitions. However,…

Advances in deep learning and representation learning have transformed item factor analysis (IFA) in the item response theory (IRT) literature by enabling more efficient and accurate parameter estimation. Variational Autoencoders (VAEs)…

Variational autoencoders (VAEs) are powerful tools for learning latent representations of data used in a wide range of applications. In practice, VAEs usually require multiple training rounds to choose the amount of information the latent…

Autoregressive decoding with generative Large Language Models (LLMs) on accelerators (GPUs/TPUs) is often memory-bound where most of the time is spent on transferring model parameters from high bandwidth memory (HBM) to cache. On the other…

The modal factor model represents a new factor model for dimension reduction in high dimensional panel data. Unlike the approximate factor model that targets for the mean factors, it captures factors that influence the conditional mode of…

High-frequency trading (HFT) has transformed modern financial markets, making reliable short-term price forecasting models essential. In this study, we present a novel approach to mid-price forecasting using Level 1 limit order book (LOB)…

The variational autoencoder (VAE) is a popular, deep, latent-variable model (DLVM) due to its simple yet effective formulation for modeling the data distribution. Moreover, optimizing the VAE objective function is more manageable than other…

We propose the Identifiable Variational Dynamic Factor Model (iVDFM), which learns latent factors from multivariate time series with identifiability guarantees. By applying iVAE-style conditioning to the innovation process driving the…

Latent or unobserved phenomena pose a significant difficulty in data analysis as they induce complicated and confounding dependencies among a collection of observed variables. Factor analysis is a prominent multivariate statistical modeling…

Alpha factor mining aims to discover investment signals from the historical financial market data, which can be used to predict asset returns and gain excess profits. Powerful deep learning methods for alpha factor mining lack…

Latent factor models have been used widely in collaborative filtering based recommender systems. In recent years, deep learning has been successful in solving a wide variety of machine learning problems. Motivated by the success of deep…

This is a tutorial and survey paper on factor analysis, probabilistic Principal Component Analysis (PCA), variational inference, and Variational Autoencoder (VAE). These methods, which are tightly related, are dimensionality reduction and…