相关论文: Financial Assets Dependency Prediction Utilizing S…

We present a unified framework called deep dependency networks (DDNs) that combines dependency networks and deep learning architectures for multi-label classification, with a particular emphasis on image and video data. The primary…

Genetic programming (GP) is the state-of-the-art in financial automated feature construction task. It employs reverse polish expression to represent features and then conducts the evolution process. However, with the development of deep…

Recent research on generative models has primarily focused on creating product-ready visual outputs; however, designers often favor access to standardized asset libraries, a domain that has yet to be significantly enhanced by generative…

Spatiotemporal forecasting has various applications in neuroscience, climate and transportation domain. Traffic forecasting is one canonical example of such learning task. The task is challenging due to (1) complex spatial dependency on…

Stochastic gradient descent-based algorithms are widely used for training deep neural networks but often suffer from slow convergence. To address the challenge, we leverage the framework of the alternating direction method of multipliers…

Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of…

This study proposes a novel portfolio optimization framework that integrates statistical social network analysis with time series forecasting and risk management. Using daily stock data from the S&P 500 (2020-2024), we construct dependency…

Deep neural networks (DNNs) are known to perform well when deployed to test distributions that shares high similarity with the training distribution. Feeding DNNs with new data sequentially that were unseen in the training distribution has…

Spatio-temporal forecasting is a critical component of various smart city applications, such as transportation optimization, energy management, and socio-economic analysis. Recently, several automated spatio-temporal forecasting methods…

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Financial forecasting is an example of a signal processing problem which is challenging due to Small sample sizes, high noise, non-stationarity, and non-linearity,but fast forecasting of stock market price is very important for strategic…

Software-defined networking (SDN) and network function virtualization (NFV) have enabled the efficient provision of network service. However, they also raised new tasks to monitor and ensure the status of virtualized service, and anomaly…

As a crucial component in intelligent transportation systems, traffic flow prediction has recently attracted widespread research interest in the field of artificial intelligence (AI) with the increasing availability of massive traffic…

Predicting the future motion of surrounding road users is a crucial and challenging task for autonomous driving (AD) and various advanced driver-assistance systems (ADAS). Planning a safe future trajectory heavily depends on understanding…

Volatility for financial assets returns can be used to gauge the risk for financial market. We propose a deep stochastic volatility model (DSVM) based on the framework of deep latent variable models. It uses flexible deep learning models to…

Explosive growth in spatio-temporal data and its wide range of applications have attracted increasing interests of researchers in the statistical and machine learning fields. The spatio-temporal regression problem is of paramount importance…

Flow prediction (e.g., crowd flow, traffic flow) with features of spatial-temporal is increasingly investigated in AI research field. It is very challenging due to the complicated spatial dependencies between different locations and dynamic…

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

We introduce three adaptive time series learning methods, called Dynamic Model Selection (DMS), Adaptive Ensemble (AE), and Dynamic Asset Allocation (DAA). The methods respectively handle model selection, ensembling, and contextual…

This paper introduces a novel approach to Dynamic Artificial Neural Networks (D-ANNs) for multi-task demand forecasting called Neuroplastic Multi-Task Network (NMT-Net). Unlike conventional methods focusing on inference-time dynamics or…