相关论文: From Patterns to Predictions: A Shapelet-Based Fra…

We propose a unified multi-tasking framework to represent the complex and uncertain causal process of financial market dynamics, and then to predict the movement of any type of index with an application on the monthly direction of the…

Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic…

High-level shape understanding and technique evaluation on large repositories of 3D shapes often benefit from additional information known about the shapes. One example of such information is the semantic segmentation of a shape into…

Anticipating supply chain disruptions before they materialize is a core challenge for firms and policymakers alike. A key difficulty is learning to reason reliably about infrequent, high-impact events from noisy and unstructured inputs - a…

The problem of forecasting spatiotemporal events such as crimes and accidents is crucial to public safety and city management. Besides accuracy, interpretability is also a key requirement for spatiotemporal forecasting models to justify the…

We propose a deep learning approach to probabilistic forecasting of macroeconomic and financial time series. Being able to learn complex patterns from a data rich environment, our approach is useful for a decision making that depends on…

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

Seasonal forecasting remains challenging due to the inherent chaotic nature of atmospheric dynamics. This paper introduces DeepSeasons, a novel deep learning approach designed to enhance the accuracy and reliability of seasonal forecasts.…

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

There are inefficiencies in financial markets, with unexploited patterns in price, volume, and cross-sectional relationships. While many approaches use large-scale transformers, we take a domain-focused path: feed-forward and recurrent…

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…

When deployed for risk-sensitive tasks, deep neural networks must include an uncertainty estimation mechanism. Here we examine the relationship between deep architectures and their respective training regimes, with their corresponding…

Time series foundation models have recently gained a lot of attention due to their ability to model complex time series data encompassing different domains including traffic, energy, and weather. Although they exhibit strong average…

With the preponderance of pretrained deep learning models available off-the-shelf from model banks today, finding the best weights to fine-tune to your use-case can be a daunting task. Several methods have recently been proposed to find…

Conventional Time Series Classification (TSC) methods are often black boxes that obscure inherent interpretation of their decision-making processes. In this work, we leverage Multiple Instance Learning (MIL) to overcome this issue, and…

Accurate modelling and quantification of predictive uncertainty is crucial in deep learning since it allows a model to make safer decisions when the data is ambiguous and facilitates the users' understanding of the model's confidence in its…

Data in tabular format is frequently occurring in real-world applications. Graph Neural Networks (GNNs) have recently been extended to effectively handle such data, allowing feature interactions to be captured through representation…

Deep networks for image classification often rely more on texture information than object shape. While efforts have been made to make deep-models shape-aware, it is often difficult to make such models simple, interpretable, or rooted in…

Predicting stock returns remains a central challenge in quantitative finance, transitioning from traditional statistical methods to contemporary deep learning techniques. However, many current models struggle with effectively capturing…

Deep neural networks exhibit remarkable performance, yet their black-box nature limits their utility in fields like healthcare where interpretability is crucial. Existing explainability approaches often sacrifice accuracy and lack…