相关论文: Timing is Important: Risk-aware Fund Allocation ba…

As foundation models grow in size, fine-tuning them becomes increasingly expensive. While GPU spot instances offer a low-cost alternative to on-demand resources, their volatile prices and availability make deadline-aware scheduling…

Robust planning in interactive scenarios requires predicting the uncertain future to make risk-aware decisions. Unfortunately, due to long-tail safety-critical events, the risk is often under-estimated by finite-sampling approximations of…

Time series forecasting is a relevant task that is performed in several real-world scenarios such as product sales analysis and prediction of energy demand. Given their accuracy performance, currently, Recurrent Neural Networks (RNNs) are…

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Test-Time Scaling (TTS) improves the performance of Large Language Models (LLMs) by using additional inference-time computation to explore multiple reasoning paths through search. Yet how to allocate a fixed rollout budget most effectively…

In this paper, we apply conformal prediction to time series data. Conformal prediction isa method that produces predictive regions given a confidence level. The regions outputs arealways valid under the exchangeability assumption. However,…

Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

Financial market analysis, especially the prediction of movements of stock prices, is a challenging problem. The nature of financial time-series data, being non-stationary and nonlinear, is the main cause of these challenges. Deep learning…

Spatio-temporal forecasting is essential for understanding future dynamics within real-world systems by leveraging historical data from multiple locations. Existing methods often prioritize the development of intricate neural networks to…

Test time adaptation (TTA) has emerged as a promising solution to adapt pre-trained models to new, unseen data distributions using unlabeled target domain data. However, most TTA methods are designed for independent data, often overlooking…

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Recent advances to combine structured regression models and deep neural networks for better interpretability, more expressiveness, and statistically valid uncertainty quantification demonstrate the versatility of semi-structured neural…

Portfolio management remains a crucial challenge in finance, with traditional methods often falling short in complex and volatile market environments. While deep reinforcement approaches have shown promise, they still face limitations in…

In this paper we introduce a Non-Stationary Fuzzy Time Series (NSFTS) method with time varying parameters adapted from the distribution of the data. In this approach, we employ Non-Stationary Fuzzy Sets, in which perturbation functions are…

Recurrent neural networks (RNNs) are state-of-the-art in several sequential learning tasks, but they often require considerable amounts of data to generalise well. For many time series forecasting (TSF) tasks, only a few dozens of…

Time series forecasting plays a vital role in various real-world applications and has attracted significant attention in recent decades. While recent methods have achieved remarkable accuracy by incorporating advanced inductive biases and…

This paper proposes TIP-Search, a time-predictable inference scheduling framework for real-time market prediction under uncertain workloads. Motivated by the strict latency demands in high-frequency financial systems, TIP-Search dynamically…

Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…

Neural Networks (NNs) have been extensively used for a wide spectrum of real-world regression tasks, where the goal is to predict a numerical outcome such as revenue, effectiveness, or a quantitative result. In many such tasks, the point…