相关论文: Multi-Modal Financial Time-Series Retrieval Throug…

Time series data are ubiquitous across a wide range of real-world domains. While real-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSA…

Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time…

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

A linear multi-factor model is one of the most important tools in equity portfolio management. The linear multi-factor models are widely used because they can be easily interpreted. However, financial markets are not linear and their…

Time series forecasting in specialized domains is often constrained by limited data availability, where conventional models typically require large-scale datasets to effectively capture underlying temporal dynamics. To tackle this few-shot…

LLMs have demonstrated significant potential in quantitative finance by processing vast unstructured data to emulate human-like analytical workflows. However, current LLM-based methods primarily follow either an Asset-Centric paradigm…

Time-series data is a vital modality within data science communities. This is particularly valuable in financial applications, where it helps in detecting patterns, understanding market behavior, and making informed decisions based on…

The development of image time series retrieval (ITSR) methods is a growing research interest in remote sensing (RS). Given a user-defined image time series (i.e., the query time series), ITSR methods search and retrieve from large archives…

While Large Language Models have been used to produce interpretable stock forecasts, they mainly focus on analyzing textual reports but not historical price data, also known as Technical Analysis. This task is challenging as it switches…

In the last years there has been a considerable increase in the availability of continuous sensor measurements in a wide range of application domains, such as Location-Based Services (LBS), medical monitoring systems, manufacturing plants…

Multimodal clinical records contain structured measurements and clinical notes recorded over time, offering rich temporal information about the evolution of patient health. Yet these observations are sparse, and whether they are recorded…

The recent rapid increase in demand for data processing has resulted in the need for novel machine learning concepts and hardware. Physical reservoir computing and an extreme learning machine are novel computing paradigms based on physical…

Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift. To bridge…

Dimensionality reduction methods, also known as projections, are frequently used for exploring multidimensional data in machine learning, data science, and information visualization. Among these, t-SNE and its variants have become very…

Financial scenario simulation is essential for risk management and portfolio optimization, yet it remains challenging especially in high-dimensional and small data settings common in finance. We propose a diffusion factor model that…

Recently, very high-dimensional feature representations, e.g., Fisher Vector, have achieved excellent performance for visual recognition and retrieval. However, these lengthy representations always cause extremely heavy computational and…

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Time series forecasting is critical across multiple domains, where time series data exhibit both local patterns and global dependencies. While Transformer-based methods effectively capture global dependencies, they often overlook short-term…