Enhances stock movement prediction using Higher Order Transformers for multimodal time-series data.
problem Predicting stock movements in financial markets with complex dynamics.
method Introduced Higher Order Transformers, extending self-attention and transformer architecture to capture complex market dynamics. Employed low-rank tensor decomposition and kernel attention to manage computational complexity. Integrated technical and fundamental analysis from historical prices and tweets.
result Demonstrated effectiveness of the method on the Stocknet dataset, improving stock movement prediction.
Fidel-TS creates a new benchmark for time series forecasting models.
problem Lack of high-quality benchmarks for time series forecasting models.
method Formalized high-fidelity benchmark principles, including data sourcing integrity, leak-free design, and structural clarity. Created Fidel-TS, a new large-scale benchmark.
result Demonstrated the limitations of prior benchmarks and potential discrepancies in model evaluation.
Integrating deep learning with latent state space models has the potential to yield temporal models that are powerful, yet tractable and interpretable. Unfortunately, current models are not designed to handle missing data or multiple data modalities, which are both prevalent in real-world data. In this work, we introdu…
Framework detects anomalies in industrial processes using deep learning.
problem Detect anomalies in complex industrial processes.
method Causal-based framework with unsupervised deep learning.
result Successfully validated abstract contexts of blast furnace assets.
There has been an increased interest in multimodal language processing including multimodal dialog, question answering, sentiment analysis, and speech recognition. However, naturally occurring multimodal data is often imperfect as a result of imperfect modalities, missing entries or noise corruption. To address these c…
This study improves stock price prediction using multimodal data.
problem Improving financial asset price forecasting accuracy.
method Combining candlestick time series and textual news flow data using LSTM and pre-trained models.
result Textual modality reduces MAPE by 55%.
TAMA uses LMMs to detect and interpret anomalies in time series data with few labels.
problem Challenges in manual feature engineering and extensive labeled training data for TSAD.
method Leverages LMMs to convert time series into visual formats for few-shot in-context learning.
result Consistently outperforms state-of-the-art methods in TSAD tasks.
Unified model integrates text and time series for financial forecasting.
problem Challenges in integrating complementary modalities for improved forecasting.
method Modality-specific experts and cross-modal alignment framework.
result State-of-the-art performance on financial forecasting task.
FinZero improves financial time series forecasting accuracy with multimodal modeling.
problem Lack of interpretability, uncertainty, and scalability in financial time series forecasting.
method Developed a multimodal pre-trained model FinZero using UARPO method for reasoning, prediction, and uncertainty analysis.
result FinZero achieves an approximate 13.48% improvement in prediction accuracy over GPT-4o in high-confidence group.
RiskLabs uses LLMs to predict financial risks from multimodal data.
problem Financial risk prediction using AI techniques.
method Integrates multimodal financial data (textual, vocal, time series, news) into LLMs for prediction.
result Empirical results show effectiveness in forecasting market volatility and variance.
Unified framework for generating meteorological time series from text.
problem Lack of large-scale, physically grounded multimodal datasets and architectures ignoring spectral-temporal structure.
method Introduce MeteoCap-3B dataset and MTransformer model.
result State-of-the-art generation quality, accurate cross-modal alignment, strong semantic controllability.
This paper improves stock price prediction using multimodal data.
problem Accurate stock price prediction with diverse data integration.
method Combining financial metrics, tweets, and news articles through multimodal machine learning.
result Significant performance improvement in stock price prediction by up to 5%.
MAESTRO improves multimodal learning for dynamic time series with adaptive attention and robustness.
problem Challenges in multimodal learning, especially in healthcare and daily living.
method Dynamic intra- and cross-modal interactions, symbolic tokenization, adaptive attention budgeting, sparse cross-modal attention, MoE mechanism.
result Average relative improvements of 4% and 8% over existing multimodal and multivariate approaches, respectively, under complete observations.
Survey on LLMs for time series analytics across various domains.
problem Cross-modality gap between LLMs and time series data.
method Taxonomy of approaches, cross-modality strategies, and experiments on multimodal datasets.
result Effective combinations of textual data and cross-modality strategies enhance time series analytics.
BiN normalizes financial time-series for better forecasting.
problem Non-stationarity and multimodality in financial time-series data.
method Bilinear Normalization (BiN) incorporated into TABL networks.
result BiN-TABL outperforms other normalization methods in financial forecasting.
We analyse multimodal time-series data corresponding to weight, sleep and steps measurements. We focus on predicting whether a user will successfully achieve his/her weight objective. For this, we design several deep long short-term memory (LSTM) architectures, including a novel cross-modal LSTM (X-LSTM), and demonstra…
Open-FinLLMs tackle financial tasks with multimodal capabilities.
problem Financial LLMs lack multimodal capabilities and real-world applicability.
method Developed Open-FinLLMs, an open-source multimodal financial LLM suite.
result Open-FinLLMs outperform advanced financial and general LLMs in diverse tasks.
EMDLOT predicts bond defaults better than traditional methods.
problem Lack of interpretability and irregular temporal dependencies in financial data.
method Integrates time-series and textual data, uses Time-Aware LSTM, soft clustering, and multi-level attention.
result EMDLOT outperforms traditional and deep learning benchmarks in recall, F1-score, and mAP.
Unified model predicts stock and systemic risks from diverse financial data.
problem Isolating financial tasks leads to missed cross-scale dependencies.
method Shared Transformer backbone with modular task heads for cross-modal attention and multi-task optimization.
result Uni-FinLLM significantly outperforms baselines in stock forecasting, credit-risk assessment, and systemic-risk detection.
Novel SVAE learns interpretable discrete data representations from deep learning.
problem Learning interpretable discrete data representations from deep learning.
method Structured variational autoencoder (SVAE) with novel optimization algorithms.
result First competitive comparisons with state-of-the-art time series models.
DMSTF models spatio-temporal data with deep Markov priors.
problem Analyzing nonlinear multimodal spatio-temporal dynamics.
method Deep Markov spatio-temporal factorization with stochastic variational inference.
result DMSTF outperforms other methods in predictive performance and clustering.
DAM improves cryptocurrency trend forecasting using multimodal data.
problem Simplistic merging of sentiment data in cryptocurrency trend forecasting.
method Dual Attention Mechanism (DAM) integrating financial metrics and sentiment analysis.
result DAM outperforms conventional models by up to 20% in prediction accuracy.
Paper tackles imbalanced time series classification with a novel oversampling method.
problem Imbalanced time series classification challenges due to high dimensionality and correlation.
method Density-ratio based clustering followed by shrinkage technique for covariance estimation, then generating synthetic samples.
result OHIT outperforms state-of-the-art methods in F1, G-mean, and AUC metrics.
Late fusion of clinical notes and physiological data improves ICU mortality prediction.
problem Improving ICU mortality prediction using multimodal data.
method Late fusion of clinical notes and physiological time series data with a deep learning architecture.
result Late fusion approach provides statistically significant improvement in mortality prediction performance.
Model predicts Bitcoin's future movements using multimodal pattern matching.
problem Challenges in predicting Bitcoin's volatile future movements.
method Ranking similar past chart patterns given current chart information.
result Improves directional prediction of Bitcoin's future movements.
Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when DL is used for financial time series forecasting tasks, where the non-stationary…
Develops a contrastive framework for data-efficient multimodal learning.
problem Expensive training of multimodal generative models requiring related multimodal data.
method Contrastive framework for multimodal learning, distinguishing related from unrelated data.
result Data-efficient multimodal learning on challenging datasets for various VAE models.
Multimodal analysis that uses numerical time series and textual corpora as input data sources is becoming a promising approach, especially in the financial industry. However, the main focus of such analysis has been on achieving high prediction accuracy while little effort has been spent on the important task of unders…
Survey of multimodal deep generative models for diverse data types.
problem Inference of shared representations and cross-modal generation from heterogeneous multimodal data.
method Variational autoencoders and other deep generative models.
result A comprehensive survey of multimodal deep generative models.
StockTime predicts stock prices more accurately using LLMs and time series data.
problem Challenges in integrating time series data and natural language for stock price prediction.
method StockTime is a specialized LLM architecture that integrates textual and time series data to predict stock prices.
result StockTime outperforms recent LLMs in predicting stock prices with more accuracy.
Proposes a method to apply conformal prediction to probabilistic time series forecasting models.
problem Obtaining accurate prediction regions for multi-step time series forecasting with probabilistic models.
method Conformalises conditional normalising flows to generate potentially disjoint prediction regions.
result Improves predictive efficiency in time series forecasting with multimodal distributions.
Paper proposes multimodal contrastive learning for EHR data.
problem Separate treatment of structured and unstructured EHR data.
method Proposes a multimodal feature embedding generative model and a multimodal contrastive loss.
result Multimodal learning yields better feature representation than single-modality learning.
Benchmark assesses forecasting models' ability to use textual context.
problem Forecasting models struggle with integrating textual context.
method Introduces a benchmark with numerical and textual data, evaluates various models.
result LLM prompting method outperforms other models.
Human Activity Recognition (HAR) based on motion sensors has drawn a lot of attention over the last few years, since perceiving the human status enables context-aware applications to adapt their services on users' needs. However, motion sensor fusion and feature extraction have not reached their full potentials, remain…
VAEs struggle with surjective multimodal data, especially class labels describing images.
problem VAEs struggle to capture variability in surjective multimodal data.
method Theoretical and empirical demonstration of VAEs with a mixture of experts posterior.
result VAEs with a mixture of experts posterior can disregard variation in surjective multimodal data.
Study quantifies interactions between unlabeled multimodal data.
problem Understanding how modalities combine in semi-supervised settings.
method Information-theoretic definitions and bounds derivation.
result Validated lower and upper bounds accurately track true interactions.
Learning multimodal representations is a fundamentally complex research problem due to the presence of multiple heterogeneous sources of information. Although the presence of multiple modalities provides additional valuable information, there are two key challenges to address when learning from multimodal data: 1) mode…
Plug-and-play multimodal controller improves class-conditional image generation.
problem Generating class-conditional images from user-specified labels.
method Introduces a `multimodal controller` to generate multimodal data without additional learning parameters.
result Multimodal controlled generative models produce higher quality class-conditional images and novel modalities.
New method handles missing data in multimodal brain imaging.
problem Missing data in multimodal brain imaging.
method Full Information Linked ICA (FI-LICA) algorithm.
result FI-LICA outperforms current practices in classification and prediction.
Proposes MR-SNE for multimodal data visualization.
problem Visualizing data from multiple domains with relations across them.
method Extends t-SNE to compute augmented relations and jointly embed them in a low-dimensional space.
result Demonstrates promising performance in visualizing Flickr and Animal with Attributes 2 datasets.
Proposes a new method for analyzing multimodal neuroimaging data.
problem Combining interpretability and flexibility in multimodal data analysis.
method Orthogonalized kernel debiased machine learning approach.
result Established consistency and asymptotic normality of the estimated primary parameter.
Survey of financial foundation models for diverse applications.
problem Challenges in applying general-purpose FMs to financial tasks.
method Review of financial foundation models (FFMs) in three modalities.
result Emergence of FFMs designed specifically for finance.
NewsNet-SDF uses deep learning to integrate financial news with financial data for better asset pricing.
problem Combining unstructured text with structured financial data for accurate asset pricing.
method Adversarial networks and pretrained language model embeddings.
result Substantially outperforms alternatives with a Sharpe ratio of 2.80.
Combines deep state space models with diffusion models for better forecasting and capturing latent dynamics
problem Forecasting and capturing latent dynamics in time series
method DDSSM: Diffusion-driven state space model
result Empirically outperforms state-of-the-art deep SSM
Classification using multimodal data arises in many machine learning applications. It is crucial not only to model cross-modal relationship effectively but also to ensure robustness against loss of part of data or modalities. In this paper, we propose a novel deep learning-based multimodal fusion architecture for class…
New framework estimates graph from multimodal functional data.
problem Estimating graph from joint multimodal functional data.
method Integrative framework using partial correlation operator.
result Estimator converges to stationary point with quantifiable error.
Unified approach for multimodal data prediction using synthetic data generation.
problem Challenges in integrating heterogeneous data types for accurate predictive performance.
method Generative Distribution Prediction (GDP) framework that uses multimodal synthetic data generation.
result Empirical validation across four tasks demonstrates versatility and effectiveness of GDP.
Improved multimodal variational models capture more complex joint distributions.
problem Limited expressiveness of multimodal variational models.
method Used normalizing flows to approximate and transform a simple parametric joint posterior into a more complex one.
result The model improves on state-of-the-art multimodal variational methods on various tasks.