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Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis. In this paper, we use Machine Learning (ML) algorithms for the prediction of future price movements using limit order book data.…

Path signatures have been proposed as a powerful representation of paths that efficiently captures the path's analytic and geometric characteristics, having useful algebraic properties including fast concatenation of paths through tensor…

系统与控制 · 电气工程与系统科学 2024-06-21 Motoya Ohnishi , Iretiayo Akinola , Jie Xu , Ajay Mandlekar , Fabio Ramos

Uncertainty pervades through the modern robotic autonomy stack, with nearly every component (e.g., sensors, detection, classification, tracking, behavior prediction) producing continuous or discrete probabilistic distributions. Trajectory…

机器人学 · 计算机科学 2022-07-13 Boris Ivanovic , Yifeng Lin , Shubham Shrivastava , Punarjay Chakravarty , Marco Pavone

This paper deals with the unsupervised domain adaptation problem, where one wants to estimate a prediction function $f$ in a given target domain without any labeled sample by exploiting the knowledge available from a source domain where…

机器学习 · 统计学 2017-10-24 Nicolas Courty , Rémi Flamary , Amaury Habrard , Alain Rakotomamonjy

Uncertainty is an essential consideration for time series forecasting tasks. In this work, we specifically focus on quantifying the uncertainty of traffic forecasting. To achieve this, we develop Deep Spatio-Temporal Uncertainty…

机器学习 · 计算机科学 2022-08-12 Weizhu Qian , Dalin Zhang , Yan Zhao , Kai Zheng , James J. Q. Yu

In this work we compare the performance of several machine learning algorithms applied to the problem of modelling air transport demand. Forecasting in the air transport industry is an essential part of planning and managing because of the…

机器学习 · 计算机科学 2021-12-03 Graham Wild , Glenn Baxter , Pannarat Srisaeng , Steven Richardson

This study develops an online predictive optimization framework for dynamically operating a transit service in an area of crowd movements. The proposed framework integrates demand prediction and supply optimization to periodically redesign…

机器学习 · 统计学 2020-02-25 Inon Peled , Kelvin Lee , Yu Jiang , Justin Dauwels , Francisco C. Pereira

Over the last years, the transportation community has witnessed a tremendous amount of research contributions on new deep learning approaches for spatio-temporal forecasting. These contributions tend to emphasize the modeling of spatial…

机器学习 · 统计学 2022-03-08 Filipe Rodrigues

Traffic forecasting is an indispensable part of Intelligent transportation systems (ITS), and long-term network-wide accurate traffic speed forecasting is one of the most challenging tasks. Recently, deep learning methods have become…

人工智能 · 计算机科学 2021-04-13 Haoyang Yan , Xiaolei Ma

Financial market prediction is a challenging application of machine learning, where even small improvements in directional accuracy can yield substantial value. Most models struggle to exceed 55--57\% accuracy due to high noise,…

机器学习 · 计算机科学 2025-12-19 Abraham Itzhak Weinberg

The problem of travel time estimation is widely considered as the fundamental challenge of modern logistics. The complex nature of interconnections between spatial aspects of roads and temporal dynamics of ground transport still preserves…

机器学习 · 计算机科学 2022-07-14 Natalia Semenova , Vadim Porvatov , Vladislav Tishin , Artyom Sosedka , Vladislav Zamkovoy

In this paper, we propose to tackle the problem of reducing discrepancies between multiple domains referred to as multi-source domain adaptation and consider it under the target shift assumption: in all domains we aim to solve a…

机器学习 · 统计学 2019-03-15 Ievgen Redko , Nicolas Courty , Rémi Flamary , Devis Tuia

Electricity price forecasting is an essential task in all the deregulated markets of the world. The accurate prediction of the day-ahead electricity prices is an active research field and available data from various markets can be used as…

信号处理 · 电气工程与系统科学 2022-11-18 Salih Gunduz , Umut Ugurlu , Ilkay Oksuz

Predicting the traffic incident duration is a hard problem to solve due to the stochastic nature of incident occurrence in space and time, a lack of information at the beginning of a reported traffic disruption, and lack of advanced methods…

机器学习 · 计算机科学 2022-09-20 Artur Grigorev , Adriana-Simona Mihaita , Khaled Saleh , Massimo Piccardi

Transport coding reduces message delay in packet-switched networks by introducing controlled redundancy at the transport layer: $k$ original packets are encoded into $n\ge k$ coded packets, and the message is reconstructed after the first…

信息论 · 计算机科学 2025-12-23 Ilya Petrovanov , Anton Sergeev

The Covid-19 pandemic has forced the workforce to switch to working from home, which has put significant burdens on the management of broadband networks and called for intelligent service-by-service resource optimization at the network…

网络与互联网体系结构 · 计算机科学 2022-03-07 Luyang Xu , Haoyu Liu , Junping Song , Rui Li , Yahui Hu , Xu Zhou , Paul Patras

Artificial intelligence (AI) is ushering in a new era for communication. As a result, the establishment of a semantic communication framework is putting on the agenda. Based on a realistic semantic communication model, this paper develops a…

信息论 · 计算机科学 2025-09-15 Yi-Qun Zhao , Zhi-Ming Ma , Geoffrey Ye Li , Shuai Yuan , Tong Ye , Chuan Zhou

Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, although theoretical results supporting the validity of these…

统计理论 · 数学 2025-12-11 Gonzalo Mena , Arun Kumar Kuchibhotla , Larry Wasserman

Traffic prediction is a crucial topic because of its broad scope of applications in the transportation domain. Recently, various studies have achieved promising results. However, most studies assume the prediction locations have complete or…

机器学习 · 计算机科学 2024-02-07 Hao Mei , Junxian Li , Zhiming Liang , Guanjie Zheng , Bin Shi , Hua Wei

Recently, deep learning methods have made great progress in traffic prediction, but their performance depends on a large amount of historical data. In reality, we may face the data scarcity issue. In this case, deep learning models fail to…

机器学习 · 计算机科学 2022-07-05 Xueyan Yin , Feifan Li , Yanming Shen , Heng Qi , Baocai Yin