Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

Trend · papers per month

4048081,2121,616 · Jun 202019922001200920172026
48 results for temporal residual contrastive learning

FactorGCL uses hypergraph learning to predict stock returns by mining hidden factors.

problem Mining effective factors in data-driven models is challenging due to low signal-to-noise ratio in market data.
method FactorGCL employs a hypergraph structure and temporal residual contrastive learning to extract hidden factors.
result FactorGCL outperforms existing methods and mines effective hidden factors for predicting stock returns.

Temporal aggregation reveals latent default correlation from monthly data.

problem Understanding effective default correlation from monthly default data.
method Temporal coarse-graining of latent default-probability paths.
result Temporal coarse-graining improves identifiability and reduces over-allocation of long-horizon fluctuations.

Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.

problem Understanding effective default correlation in corporate defaults.
method Temporal coarse-graining of latent default-probability paths, applied to corporate default-count data.
result Temporal coarse-graining provides a scale-consistent baseline that improves identifiability and reduces over-allocation of long-horizon fluctuations.

A new principle minimizes residual and introduces momentum to improve PDE solution dynamics.

problem Ill-conditioning in Dirac-Frenkel residual minimization leads to non-unique parameter dynamics.
method Introduces a history variable (momentum) to select better-conditioned parameter velocities, preserving residual minimization while promoting smooth parameter evolutions.
result The approach leads to increased robustness in singular and near-singular PDE solution regimes.

DGRCL integrates dynamic and static graph relations for financial market prediction.

problem Capturing the evolving nature of stock markets while considering both temporal changes and static relational structures.
method Dynamic Graph Representation with Contrastive Learning (DGRCL) framework, including Embedding Enhancement (EE) and Contrastive Constrained Training (CCT) modules.
result DGRCL significantly outperforms state-of-the-art TGL baselines on NASDAQ and NYSE datasets.

New framework assesses deep learning models for spatio-temporal data with missing data.

problem Challenges in assessing deep learning models for spatio-temporal data with missing and heterogeneous data.
method Residual correlation analysis framework using spatio-temporal graphs and asymptotically distribution-free summary statistics.
result Identification and localization of regions where predictive performance can be improved.

Paper improves bike-sharing demand prediction by adapting to changing patterns.

problem Improving bike-sharing demand prediction under temporal domain shifts.
method Gen-ROTDA, a robust optimal transport-guided residual domain adaptation framework.
result Gen-ROTDA achieves the lowest MAE and is the best OT-family method on average.

DAGR improves navigation by refining goal representations conditioned on the current state.

problem Goal-conditioned reinforcement learning lacks state awareness, leading to inefficient policy recovery.
method DAGR refines static goal embeddings into state-conditioned ones using gated cross-attention with a state-goal discrepancy map.
result DAGR improves navigation tasks on OGBench, matching or outperforming base methods.

This paper describes a novel deep learning-based method for mitigating the effects of atmospheric distortion. We have built an end-to-end supervised convolutional neural network (CNN) to reconstruct turbulence-corrupted video sequence. Our framework has been developed on the residual learning concept, where the spatio-…

2019-12-22abs ↗pdf ↗

SoftCLT improves time series representation learning by soft contrastive loss.

problem Ignoring inherent correlations in time series leads to poor representation quality.
method SoftCLT introduces instance-wise and temporal contrastive loss with soft assignments.
result SoftCLT consistently improves various downstream tasks in time series learning.

Time-aware deep learning methods improve spatial downscaling of atmospheric pollutants.

problem Transform coarse satellite data of atmospheric pollutants into high-resolution fields.
method Super-resolution deep residual networks and UNet architectures are extended with a temporal module encoding observation time.
result Temporal modules significantly improve downscaling performance and convergence speed.

ST-MTM models complex time series by decomposing and masking seasonal and trend components.

problem Forecasting complex time series with intricate temporal variations.
method Seasonal-Trend Decomposition with Masking and Contrastive Learning.
result ST-MTM achieves superior forecasting performance compared to existing methods.

Deviance Voronoi residuals improve earthquake insurance risk assessment.

problem Assessing earthquake insurance risk using spatio-temporal point process models.
method Extended Voronoi residuals and created simulation-based approach.
result Proposed formula for country-wide minimum capital test.

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true value function VV. Two novel algorithms are proposed to approximate the true value…

2017-04-17abs ↗pdf ↗

TNC learns time series representations by leveraging temporal neighborhoods.

problem Complex, unlabeled time series data.
method Temporal Neighborhood Coding (TNC) with a debiased contrastive objective.
result TNC outperforms other unsupervised methods in time series clustering and classification.

New unsupervised deep learning method improves temporal resolution in tMRA.

problem Limited temporal resolution in tMRA due to fixed view-sharing scheme.
method Optimal transport driven cycle-consistent generative adversarial network (cycleGAN) without fully sampled k-space reference data.
result Can generate high quality reconstructions at various temporal resolutions.

We present the Video Ladder Network (VLN) for efficiently generating future video frames. VLN is a neural encoder-decoder model augmented at all layers by both recurrent and feedforward lateral connections. At each layer, these connections form a lateral recurrent residual block, where the feedforward connection repres…

2016-12-06abs ↗pdf ↗

Novel bio-inspired masking for robust speech emotion recognition.

problem Noise degradation in speech emotion recognition.
method Cochlear cepstrogram-based contrastive learning with temporal and frequency masking.
result Improved speech emotion recognition performance on K-EmoCon benchmark.

Paper proposes a new method for learning compact representations of sequential data.

problem Learning compact representations of sequential data capturing spatio-temporal cues.
method Contrastive representation learning via adversarial optimal transport on the Grassmann manifold.
result Empirical results show competitive performance in human action recognition.

Proposes a novel method for generating hard negatives near time series data boundaries.

problem Challenges in generating effective negative samples for time series anomaly detection.
method Reconstruction-driven boundary negative generation framework using reinforcement learning.
result Improves anomaly representation learning and achieves competitive detection performance.

New method uses observational data to improve trial design efficiency.

problem Scarce randomized controlled trials; inefficiency of using observational data.
method Active Residual Learning, R-Design framework, R-EPIG criterion.
result Efficiently estimating residuals to correct observational bias improves trial design.

KBB algorithm reduces sample complexity for policy evaluation in general state spaces.

problem Policy evaluation in large state spaces with high sample complexity.
method Alternates between fitting Bellman residual and estimating value function via adaptive feature set growth.
result Super-linear convergence rates demonstrated, with reductions in sample complexity.

Proposes log density gradient to improve reinforcement learning sample complexity.

problem Residual error in gradient estimation in policy gradient methods.
method Log density gradient method to correct residual error, using state-action discounted distributional formulation.
result Min-max optimization method to approximate log density gradient with on-policy samples, achieving sample complexity of m1/2m^{-1/2}.

Deep learning improves solar energy forecasting using physical and data-driven models.

problem Improving short-term solar energy forecasting accuracy.
method Injecting physical knowledge into deep learning models for spatio-temporal forecasting.
result Improved solar energy forecasting models using deep learning and physical criteria.

Temporal Functional Circuits explain KAN forecasts with interpretable edge functions.

problem Lack of mechanistic explanations in KAN forecasting.
method Transform KAN edge functions into faithful, temporally grounded explanations using a gated residual KAN.
result Gated KAN achieves lower MSE than linear-only models on regime-switching signals.

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an eigenvalue problem on the sample covariance matrix. In this paper we consider the situa…

2011-06-21abs ↗pdf ↗

New method for distributional off-policy evaluation using Bellman residual minimization.

problem Learning return distribution from offline data generated by a different policy.
method Energy Bellman Residual Minimizer (EBRM) method.
result Established finite-sample error bound for EBRM estimator.

New unsupervised learning task improves RL performance.

problem Reward-driven feature learning limitations in RL from images.
method Introduce Augmented Temporal Contrast (ATC) for unsupervised learning of image representations.
result Training encoders using ATC matches or outperforms end-to-end RL in most environments.

Capsule networks excel in understanding spatial relationships in 2D data for vision related tasks. Even though they are not designed to capture 1D temporal relationships, with TimeCaps we demonstrate that given the ability, capsule networks excel in understanding temporal relationships. To this end, we generate capsule…

2019-11-26abs ↗pdf ↗

Residually finite groups found in manifold automorphisms.

problem Residual finiteness of automorphism groups of high-dimensional manifolds.
method Embedding calculus, Weiss fibre sequence, convergence of embedding calculus tower, smoothing theory.
result Topological mapping class group of high-dimensional manifolds is residually finite.

PRISMA uses PDE residuals for fast, robust, and accurate inference.

problem Slow gradient-based optimization and instability in PDE residual-based methods.
method Integrates PDE residuals directly into the model's architecture via attention mechanisms in the spectral domain.
result Competitive accuracy with significantly lower inference costs and faster speeds.

We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting. The framework can be applied to estimate probability density under both parametric and non-parametric settings. More specifically, stacked residual blocks based on dilated causal convolut…

2019-06-11abs ↗pdf ↗

Interpretability has arisen as a key desideratum of machine learning models alongside performance. Approaches so far have been primarily concerned with fixed dimensional inputs emphasizing feature relevance or selection. In contrast, we focus on temporal modeling and the problem of tailoring the predictor, functionally…

2018-06-30abs ↗pdf ↗

Framework isolates causal effects from time series data, improving accuracy under non-stationarity and autocorrelation.

problem Causal inference in non-stationary, autocorrelated time series data.
method Decomposes time series into trend, seasonal, and residual components; performs component-specific causal analysis.
result Framework more accurately recovers ground-truth causal structure than state-of-the-art baselines, especially under strong non-stationarity and temporal autocorrelation.

This paper explains why ResNets generalize better than FFNets using neural tangent kernels.

problem Understanding why deep ResNets generalize better than deep FFNets.
method Using neural tangent kernels to compare the learnability of functions induced by the kernels of ResNets and FFNets.
result The kernel of ResNets does not exhibit degeneracy as depth increases, unlike FFNets.

In this work, we propose a modeling technique for jointly training image and video generation models by simultaneously learning to map latent variables with a fixed prior onto real images and interpolate over images to generate videos. The proposed approach models the variations in representations using residual vector…

2019-12-17abs ↗pdf ↗

A simple baseline outperforms deep learning methods in transportation forecasting.

problem The importance of stationarity and recurrent patterns in transportation data.
method A naive baseline based on average weekly patterns and linear regression.
result The baseline method achieves comparable or better results than state-of-the-art deep learning approaches.

As one of the important functions of the intelligent transportation system (ITS), supply-demand prediction for autonomous vehicles provides a decision basis for its control. In this paper, we present two prediction models (i.e. ARLP model and Advanced ARLP model) based on two system environments that only the current d…

2019-05-27abs ↗pdf ↗