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We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

投资组合管理 · 定量金融 2024-11-22 Wee Ling Tan , Stephen Roberts , Stefan Zohren

Attention mechanisms, particularly channel attention, have become highly influential in numerous computer vision tasks. Despite their effectiveness, many existing methods primarily focus on optimizing performance through complex attention…

计算机视觉与模式识别 · 计算机科学 2024-10-14 Ronghui Zhang , Runzong Zou , Yue Zhao , Zirui Zhang , Junzhou Chen , Yue Cao , Chuan Hu , Houbing Song

Attention-based neural networks have achieved state-of-the-art results on a wide range of tasks. Most such models use deterministic attention while stochastic attention is less explored due to the optimization difficulties or complicated…

机器学习 · 计算机科学 2021-06-10 Shujian Zhang , Xinjie Fan , Bo Chen , Mingyuan Zhou

In this paper, we propose to incorporate convolutional neural networks with a multi-context attention mechanism into an end-to-end framework for human pose estimation. We adopt stacked hourglass networks to generate attention maps from…

计算机视觉与模式识别 · 计算机科学 2017-02-27 Xiao Chu , Wei Yang , Wanli Ouyang , Cheng Ma , Alan L. Yuille , Xiaogang Wang

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

机器学习 · 计算机科学 2025-11-26 Bowen Zhao , Huanlai Xing , Zhiwen Xiao , Jincheng Peng , Li Feng , Xinhan Wang , Rong Qu , Hui Li

In humans, Attention is a core property of all perceptual and cognitive operations. Given our limited ability to process competing sources, attention mechanisms select, modulate, and focus on the information most relevant to behavior. For…

机器学习 · 计算机科学 2021-04-01 Alana de Santana Correia , Esther Luna Colombini

Securities markets are quintessential complex adaptive systems in which heterogeneous agents compete in an attempt to maximize returns. Species of trading agents are also subject to evolutionary pressure as entire classes of strategies…

神经与进化计算 · 计算机科学 2019-12-23 David Rushing Dewhurst , Yi Li , Alexander Bogdan , Jasmine Geng

Predictive process monitoring aims to support the execution of a process during runtime with various predictions about the further evolution of a process instance. In the last years a plethora of deep learning architectures have been…

机器学习 · 计算机科学 2024-08-15 Martin Käppel , Lars Ackermann , Stefan Jablonski , Simon Härtl

Neural attention has become central to many state-of-the-art models in natural language processing and related domains. Attention networks are an easy-to-train and effective method for softly simulating alignment; however, the approach does…

机器学习 · 统计学 2018-11-09 Yuntian Deng , Yoon Kim , Justin Chiu , Demi Guo , Alexander M. Rush

Multivariate long-term time series forecasting is critical for applications such as weather prediction, and traffic analysis. In addition, the implementation of Transformer variants has improved prediction accuracy. Following these…

机器学习 · 计算机科学 2025-05-06 Minhyuk Lee , HyeKyung Yoon , MyungJoo Kang

This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

计算金融 · 定量金融 2023-11-21 Gang Hu

The neural attention mechanism has been incorporated into deep neural networks to achieve state-of-the-art performance in various domains. Most such models use multi-head self-attention which is appealing for the ability to attend to…

机器学习 · 计算机科学 2021-10-26 Shujian Zhang , Xinjie Fan , Huangjie Zheng , Korawat Tanwisuth , Mingyuan Zhou

In-context learning is a remarkable property of transformers and has been the focus of recent research. An attention mechanism is a key component in transformers, in which an attention matrix encodes relationships between words in a…

机器学习 · 计算机科学 2025-04-01 Katsuyuki Hagiwara

It has been shown that financial news leads to the fluctuation of stock prices. However, previous work on news-driven financial market prediction focused only on predicting stock price movement without providing an explanation. In this…

计算与语言 · 计算机科学 2019-02-14 Linyi Yang , Zheng Zhang , Su Xiong , Lirui Wei , James Ng , Lina Xu , Ruihai Dong

Writer identification due to its widespread application in various fields has gained popularity over the years. In scenarios where optimum handwriting samples are available, whether they be in the form of a single line, a sentence, or an…

计算机视觉与模式识别 · 计算机科学 2025-10-14 Vineet Kumar , Suresh Sundaram

We propose an end-to-end-trainable attention module for convolutional neural network (CNN) architectures built for image classification. The module takes as input the 2D feature vector maps which form the intermediate representations of the…

计算机视觉与模式识别 · 计算机科学 2018-05-01 Saumya Jetley , Nicholas A. Lord , Namhoon Lee , Philip H. S. Torr

The Transformer is a sequence model that forgoes traditional recurrent architectures in favor of a fully attention-based approach. Besides improving performance, an advantage of using attention is that it can also help to interpret a model…

人机交互 · 计算机科学 2019-06-14 Jesse Vig

This work presents a Convolutional Neural Network (CNN) for the prediction of next-day stock fluctuations using company-specific news headlines. Experiments to evaluate model performance using various configurations of word-embeddings and…

计算与语言 · 计算机科学 2020-06-23 Jonathan Readshaw , Stefano Giani

Attention mechanisms are ubiquitous components in neural architectures applied to natural language processing. In addition to yielding gains in predictive accuracy, attention weights are often claimed to confer interpretability, purportedly…

计算与语言 · 计算机科学 2020-04-08 Danish Pruthi , Mansi Gupta , Bhuwan Dhingra , Graham Neubig , Zachary C. Lipton

Transformer architecture has been showing its great strength in visual object tracking, for its effective attention mechanism. Existing transformer-based approaches adopt the pixel-to-pixel attention strategy on flattened image features and…

计算机视觉与模式识别 · 计算机科学 2022-05-10 Zikai Song , Junqing Yu , Yi-Ping Phoebe Chen , Wei Yang