相关论文: Convolutional Attention in Betting Exchange Market…
Sponsored search is an important monetization channel for search engines, in which an auction mechanism is used to select the ads shown to users and determine the prices charged from advertisers. There have been several pieces of work in…
Time-series classification is one of the most frequently performed tasks in industrial data science, and one of the most widely used data representation in the industrial setting is tabular representation. In this work, we propose a novel…
Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…
This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…
In many repeated auction settings, participants care not only about how frequently they win but also how their winnings are distributed over time. This problem arises in various practical domains where avoiding congested demand is crucial,…
Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…
Neural Machine Translation has lately gained a lot of "attention" with the advent of more and more sophisticated but drastically improved models. Attention mechanism has proved to be a boon in this direction by providing weights to the…
Network embedding has recently emerged as a promising technique to embed nodes of a network into low-dimensional vectors. While fairly successful, most existing works focus on the embedding techniques for static networks. But in practice,…
High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…
We present a neural network for predicting purchasing intent in an Ecommerce setting. Our main contribution is to address the significant investment in feature engineering that is usually associated with state-of-the-art methods such as…
Human action recognition is one of the challenging tasks in computer vision. The current action recognition methods use computationally expensive models for learning spatio-temporal dependencies of the action. Models utilizing RGB channels…
Traditional approaches to financial asset allocation start with returns forecasting followed by an optimization stage that decides the optimal asset weights. Any errors made during the forecasting step reduce the accuracy of the asset…
Transformers have achieved state-of-the-art results across a range of domains, but their quadratic attention mechanism poses significant challenges for long-sequence modelling. Recent efforts to design linear-time attention mechanisms have…
With the advancements of sensor hardware, traffic infrastructure and deep learning architectures, trajectory prediction of vehicles has established a solid foundation in intelligent transportation systems. However, existing solutions are…
Research in human action recognition has accelerated significantly since the introduction of powerful machine learning tools such as Convolutional Neural Networks (CNNs). However, effective and efficient methods for incorporation of…
Bidding in real-time auctions can be a difficult stochastic control task; especially if underdelivery incurs strong penalties and the market is very uncertain. Most current works and implementations focus on optimally delivering a campaign…
This paper introduces new attention-based convolutional neural networks for selecting bands from hyperspectral images. The proposed approach re-uses convolutional activations at different depths, identifying the most informative regions of…
Attention-based neural networks, such as Transformers, have become ubiquitous in numerous applications, including computer vision, natural language processing, and time-series analysis. In all kinds of attention networks, the attention maps…
Attention mechanisms are widely used in artificial intelligence to enhance performance and interpretability. In this paper, we investigate their utility in modeling classical dynamical systems -- specifically, a noisy predator-prey…
In Europe, balance responsible parties can deliberately take out-of-balance positions to support transmission system operators (TSOs) in maintaining grid stability and earn profit, a practice called implicit balancing. Model predictive…