相关论文: GS-FUSE: Granger-Supervised Gated Fusion and Multi…
We introduce M2VN: Multi-Modal Volatility Network, a novel deep learning-based framework for financial volatility forecasting that unifies time series features with unstructured news data. M2VN leverages the representational power of deep…
Emotion recognition is a challenging and actively-studied research area that plays a critical role in emotion-aware human-computer interaction systems. In a multimodal setting, temporal alignment between different modalities has not been…
Time series forecasting has traditionally focused on univariate and multivariate numerical data, often overlooking the benefits of incorporating multimodal information, particularly textual data. In this paper, we propose a novel framework…
Accurate traffic flow forecasting is essential for the development of intelligent transportation systems (ITS), supporting tasks such as traffic signal optimization, congestion management, and route planning. Traditional models often fail…
Multimodal sentiment analysis (MSA) aims to infer emotional states by effectively integrating textual, acoustic, and visual modalities. Despite notable progress, existing multimodal fusion methods often neglect modality-specific structural…
We propose X-Fusion, a framework that extends pretrained Large Language Models (LLMs) for multimodal tasks while preserving their language capabilities. X-Fusion employs a dual-tower design with modality-specific weights, keeping the LLM's…
Multimodal recommendation has emerged as a promising solution to alleviate the cold-start and sparsity problems in collaborative filtering by incorporating rich content information, such as product images and textual descriptions. However,…
Following the success of Transformer architectures in language modeling, particularly their ability to capture long-range dependencies, researchers have explored how these architectures can be adapted for time-series forecasting.…
Events such as the Financial Crisis of 2007-2008 or the COVID-19 pandemic caused significant losses to banks and insurance entities. They also demonstrated the importance of using accurate equity risk models and having a risk management…
Sensor fusion has wide applications in many domains including health care and autonomous systems. While the advent of deep learning has enabled promising multi-modal fusion of high-level features and end-to-end sensor fusion solutions,…
Multi-modal fusion methods often suffer from two types of representation collapse: feature collapse where individual dimensions lose their discriminative power (as measured by eigenspectra), and modality collapse where one dominant modality…
Estimating dense 2D optical flow and 3D scene flow is essential for dynamic scene understanding. Recent work combines images, LiDAR, and event data to jointly predict 2D and 3D motion, yet most approaches operate in separate heterogeneous…
The rapid growth of Internet services and mobile devices provides an excellent opportunity to satisfy the strong demand for the personalized item or product recommendation. However, with the tremendous increase of users and items,…
Recently, there has been growing interest in incorporating textual information into foundation models for time series forecasting. However, it remains unclear whether and under what conditions such multimodal integration consistently yields…
We present Multi-Baseline Gaussian Splatting (MuGS), a generalized feed-forward approach for novel view synthesis that effectively handles diverse baseline settings, including sparse input views with both small and large baselines.…
Large Language Models (LLMs) and Foundation Models (FMs) have recently become prevalent for time series forecasting tasks. While fine-tuning LLMs enables domain adaptation, they often struggle to generalize across diverse and unseen…
In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…
Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…
In quantitative investing, return prediction supports various tasks, including stock selection, portfolio optimization, and risk management. Quantitative factors, such as valuation, quality, and growth, capture various characteristics of…
Financial time series forecasting is fundamentally an information fusion challenge, yet most existing models rely on static architectures that struggle to integrate heterogeneous knowledge sources or adjust to rapid regime shifts.…