相关论文: Convolutional Attention in Betting Exchange Market…

As a branch of time series forecasting, stock movement forecasting is one of the challenging problems for investors and researchers. Since Transformer was introduced to analyze financial data, many researchers have dedicated themselves to…

In this work, we aim to predict human eye fixation with view-free scenes based on an end-to-end deep learning architecture. Although Convolutional Neural Networks (CNNs) have made substantial improvement on human attention prediction, it is…

Derivatives, as a critical class of financial instruments, isolate and trade the price attributes of risk assets such as stocks, commodities, and indices, aiding risk management and enhancing market efficiency. However, traditional hedging…

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…

Graph embedding methods represent nodes in a continuous vector space, preserving information from the graph (e.g. by sampling random walks). There are many hyper-parameters to these methods (such as random walk length) which have to be…

This paper proposes an algorithm based on a staged sliding window Transformer architecture to detect abnormal behaviors in the microstructure of the foreign exchange market, focusing on high-frequency EUR/USD trading data. The method…

State-of-the-art results on neural machine translation often use attentional sequence-to-sequence models with some form of convolution or recursion. Vaswani et al. (2017) propose a new architecture that avoids recurrence and convolution…

We introduce the Momentum Transformer, an attention-based deep-learning architecture, which outperforms benchmark time-series momentum and mean-reversion trading strategies. Unlike state-of-the-art Long Short-Term Memory (LSTM)…

Attention mechanisms in neural networks have proved useful for problems in which the input and output do not have fixed dimension. Often there exist features that are locally translation invariant and would be valuable for directing the…

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

We consider the problem of predicting edges in a graph from node attributes in an e-commerce setting. Specifically, given nodes labelled with search query text, we want to predict links to related queries that share products. Experiments…

In recent years, channel attention mechanism has been widely investigated due to its great potential in improving the performance of deep convolutional neural networks (CNNs) in many vision tasks. However, in most of the existing methods,…

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

In this paper, we tackle the challenge of predicting stock movements in financial markets by introducing Higher Order Transformers, a novel architecture designed for processing multivariate time-series data. We extend the self-attention…

Student's academic performance prediction empowers educational technologies including academic trajectory and degree planning, course recommender systems, early warning and advising systems. Given a student's past data (such as grades in…

Deep neural networks are composed of layers of parametrised linear operations intertwined with non linear activations. In basic models, such as the multi-layer perceptron, a linear layer operates on a simple input vector embedding of the…

The paper addresses the problem of recognition of actions in video with low inter-class variability such as Table Tennis strokes. Two stream, "twin" convolutional neural networks are used with 3D convolutions both on RGB data and optical…

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…