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

Time series classification plays a fundamental role in a wide range of real-world applications. Recently, large language models (LLMs) have demonstrated strong generalization and reasoning capacities, but directly applying them to time…

Multivariate time series with missing values are common in areas such as healthcare and finance, and have grown in number and complexity over the years. This raises the question whether deep learning methodologies can outperform classical…

Financial markets are inherently non-stationary: structural breaks and macroeconomic regime shifts often cause forecasting models to fail when deployed out of distribution (OOD). Conventional multimodal approaches that simply fuse numerical…

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal…

Cyber-physical system applications such as autonomous vehicles, wearable devices, and avionic systems generate a large volume of time-series data. Designers often look for tools to help classify and categorize the data. Traditional machine…

In an era where financial markets are heavily influenced by many static and dynamic factors, it has become increasingly critical to carefully integrate diverse data sources with machine learning for accurate stock price prediction. This…

In recent times, the production of multidimensional data in various domains and their storage in array databases has witnessed a sharp increase; this rapid growth in data volumes necessitates compression in array databases. However,…

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There…

Recently, Multi-modal Large Language Models (MLLMs) have shown remarkable effectiveness for multi-modal tasks due to their abilities to generate and understand cross-modal data. However, processing long sequences of visual tokens extracted…

Multilevel strategies are an integral part of many image registration algorithms. These strategies are very well-known for avoiding undesirable local minima, providing an outstanding initial guess, and reducing overall computation time.…

Surrogate modeling for systems with high-dimensional quantities of interest remains challenging, particularly when training data are costly to acquire. This work develops multifidelity methods for multiple-input multiple-output linear…

Learned sparse retrieval (LSR) is a family of neural methods that encode queries and documents into sparse lexical vectors that can be indexed and retrieved efficiently with an inverted index. We explore the application of LSR to the…

In recent times, the field of unsupervised representation learning (URL) for time series data has garnered significant interest due to its remarkable adaptability across diverse downstream applications. Unsupervised learning goals differ…

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Multimodal analysis that uses numerical time series and textual corpora as input data sources is becoming a promising approach, especially in the financial industry. However, the main focus of such analysis has been on achieving high…

We consider the viability of a modularised mechanistic online machine learning framework to learn signals in low-frequency financial time series data. The framework is proved on daily sampled closing time-series data from JSE equity…

Financial trading is at the forefront of time-series analysis, and has grown hand-in-hand with it. The advent of electronic trading has allowed complex machine learning solutions to enter the field of financial trading. Financial markets…

Time-series classification is an important domain of machine learning and a plethora of methods have been developed for the task. In comparison to existing approaches, this study presents a novel method which decomposes a time-series…