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Financial time series forecasting faces a fundamental challenge: predicting optimal asset allocations requires understanding regime-dependent correlation structures that transform during crisis periods. Existing graph-based spatio-temporal…

机器学习 · 计算机科学 2025-10-27 Zan Li , Rui Fan

Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of…

机器学习 · 计算机科学 2026-05-12 Fanpu Cao , Shu Yang , Zhengjian Chen , Ye Liu , Laizhong Cui

Scene graph generation aims to capture detailed spatial and semantic relationships between objects in an image, which is challenging due to incomplete labelling, long-tailed relationship categories, and relational semantic overlap. Existing…

计算机视觉与模式识别 · 计算机科学 2024-03-25 Zeeshan Hayder , Xuming He

Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this…

机器学习 · 计算机科学 2026-02-16 Xingyu Zhang , Hanyun Du , Zeen Song , Siyu Zhao , Changwen Zheng , Wenwen Qiang

State-space models (SSM) are central to describe time-varying complex systems in countless signal processing applications such as remote sensing, networks, biomedicine, and finance to name a few. Inference and prediction in SSMs are…

统计计算 · 统计学 2022-10-26 Víctor Elvira , Émilie Chouzenoux

In this paper we seek to demonstrate the predictability of stock market returns and explain the nature of this return predictability. To this end, we introduce investors with different investment horizons into the news-driven, analytic,…

综合金融 · 定量金融 2016-03-30 Dimitri Kroujiline , Maxim Gusev , Dmitry Ushanov , Sergey V. Sharov , Boris Govorkov

Transformer models rely on self-attention to capture token dependencies but face challenges in effectively integrating positional information while allowing multi-head attention (MHA) flexibility. Prior methods often model semantic and…

机器学习 · 计算机科学 2025-05-28 Jintian Shao , Hongyi Huang , Jiayi Wu , Beiwen Zhang , ZhiYu Wu , You Shan , MingKai Zheng

Deep learning, especially convolutional neural networks (CNNs) and Transformer architectures, have become the focus of extensive research in medical image segmentation, achieving impressive results. However, CNNs come with inductive biases…

图像与视频处理 · 电气工程与系统科学 2024-09-20 Xiao Liu , Peng Gao , Tao Yu , Fei Wang , Ru-Yue Yuan

Transformer-based methods have shown impressive performance in image restoration tasks, such as image super-resolution and denoising. However, we find that these networks can only utilize a limited spatial range of input information through…

计算机视觉与模式识别 · 计算机科学 2025-11-04 Xiangyu Chen , Xintao Wang , Wenlong Zhang , Xiangtao Kong , Yu Qiao , Jiantao Zhou , Chao Dong

Recent interest in the external validity of prediction models (i.e., the problem of different train and test distributions, known as dataset shift) has produced many methods for finding predictive distributions that are invariant to dataset…

机器学习 · 统计学 2022-07-20 Adarsh Subbaswamy , Bryant Chen , Suchi Saria

Images tell powerful stories but cannot always be trusted. Matching images back to trusted sources (attribution) enables users to make a more informed judgment of the images they encounter online. We propose a robust image hashing algorithm…

计算机视觉与模式识别 · 计算机科学 2021-10-22 Eric Nguyen , Tu Bui , Vishy Swaminathan , John Collomosse

While convolutional neural networks have shown a tremendous impact on various computer vision tasks, they generally demonstrate limitations in explicitly modeling long-range dependencies due to the intrinsic locality of the convolution…

计算机视觉与模式识别 · 计算机科学 2021-08-06 Guanglei Yang , Hao Tang , Mingli Ding , Nicu Sebe , Elisa Ricci

ChatGPT has demonstrated remarkable capabilities across various natural language processing (NLP) tasks. However, its potential for inferring dynamic network structures from temporal textual data, specifically financial news, remains an…

统计金融 · 定量金融 2023-09-20 Zihan Chen , Lei Nico Zheng , Cheng Lu , Jialu Yuan , Di Zhu

Leveraging spatio-temporal correlations among wind farms can significantly enhance the accuracy of ultra-short-term wind power forecasting. However, the complex and dynamic nature of these correlations presents significant modeling…

机器学习 · 计算机科学 2024-12-17 Xiaochong Dong , Xuemin Zhang , Ming Yang , Shengwei Mei

Traffic flow prediction plays a critical role in the intelligent transportation system, and it is also a challenging task because of the underlying complex Spatio-temporal patterns and heterogeneities evolving across time. However, most…

人工智能 · 计算机科学 2024-12-24 Jiyao Wang , Zehua Peng , Yijia Zhang , Dengbo He , Lei Chen

Although spatio-temporal graph neural networks have achieved great empirical success in handling multiple correlated time series, they may be impractical in some real-world scenarios due to a lack of sufficient high-quality training data.…

信号处理 · 电气工程与系统科学 2021-02-10 Chao Pan , Siheng Chen , Antonio Ortega

We propose a novel Transformer-based architecture for the task of generative modelling of 3D human motion. Previous work commonly relies on RNN-based models considering shorter forecast horizons reaching a stationary and often implausible…

计算机视觉与模式识别 · 计算机科学 2021-11-30 Emre Aksan , Manuel Kaufmann , Peng Cao , Otmar Hilliges

Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering…

机器学习 · 计算机科学 2022-06-06 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

The rapidly changing landscape of technology and industries leads to dynamic skill requirements, making it crucial for employees and employers to anticipate such shifts to maintain a competitive edge in the labor market. Existing efforts in…

机器学习 · 计算机科学 2024-02-01 Wenshuo Chao , Zhaopeng Qiu , Likang Wu , Zhuoning Guo , Zhi Zheng , Hengshu Zhu , Hao Liu

We introduce a novel self-attention mechanism, which we call CSA (Chromatic Self-Attention), which extends the notion of attention scores to attention _filters_, independently modulating the feature channels. We showcase CSA in a…

机器学习 · 计算机科学 2023-04-24 Romain Menegaux , Emmanuel Jehanno , Margot Selosse , Julien Mairal