Research
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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.

168,742 papers · 148 categories

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4283125166 · Jun 202019922001200920172026
48 results for time-aware attention

Proposes a novel model for healthcare and SME credit risk prediction.

problem Lack of guidance from global view in sequence representation learning for time series modeling.
method Hierarchical Global View-guided (HGV) sequence representation learning framework with GGE and ββ-Attn modules.
result Competitive prediction performance compared with other known baselines.

LSTM improves cross-network recommendations by capturing user preference changes and irregular time intervals.

problem Offline cross-network recommender solutions fail to capture user preference changes and dynamic environments.
method Proposes a multi-layered LSTM network with attention mechanisms, higher order interactions, and time-aware gates.
result The model consistently outperforms state-of-the-art in accuracy, diversity, and novelty.

ConCare personalizes healthcare predictions by capturing EMR features.

problem Predicting patient outcomes from EMR data with personalization.
method Captures personal characteristics and time-aware distribution in EMR data.
result Improves healthcare prediction accuracy through personalized health context.

Study proposes a time-aware model to predict user conversion intent.

problem Weak predictive signals from users not suitable for conversion prediction.
method Time-aware approach to model user activities and capture conversion intent signals.
result Approach outperforms other models on real-world datasets.

Time-aware fact-checking improves veracity predictions for time-sensitive claims.

problem Fact-checking decisions should consider temporal information of claims and evidence.
method Investigated four temporal ranking methods to optimize evidence ranking for fact-checking models.
result Time-aware evidence ranking surpasses relevance assumptions and improves veracity predictions for time-sensitive claims.

Time-aware neural models improve system identification from unevenly sampled data.

problem Improving system identification from continuous variables with unevenly sampled time data.
method Introduced a time-aware and stationary extension of recurrent neural networks.
result Demonstrated improved performance on industrial input/output processes.

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.

SYNC learns time-aware causal representations to improve model generalization in evolving domains.

problem Spurious correlations and shortcut learning in existing EDG methods hinder model generalization.
method SYNC integrates dynamic causal factors and causal mechanism drifts into a sequential VAE framework.
result SYNC achieves superior temporal generalization performance on synthetic and real-world datasets.

A new method improves recommendation accuracy by learning from multiple networks and time-dependent user preferences.

problem Incomplete user profiles and dynamic user preferences degrade recommender quality.
method A cross-network time-aware recommender that learns from multiple source networks and develops current user models.
result The proposed solution achieves superior performance in accuracy, novelty, and diversity.

Financial fraud detection in digital banking requires reasoning over multiple heterogeneous event streams.

problem Financial fraud detection in digital banking requires reasoning over multiple heterogeneous event streams.
method Multi-Stream Fraud Transformer (MSFT) architecture that encodes each event stream with independent Transformer encoders and fuses their representations through configurable mechanisms.
result Sequence models significantly outperform gradient-boosted trees operating on aggregated features.

Proposes a new method to extract time-aware shapelets for better time series modeling.

problem Challenges in achieving reliable efficiency and interpretability in time series modeling.
method Designs a two-level timing factor to extract time-aware shapelets and constructs a shapelet evolution graph.
result Improves time series modeling by extracting time-aware shapelets and incorporating them into embeddings.

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.

TATD predicts missing entries in time-evolving tensors by exploiting temporal dependency and sparsity.

problem Predict missing entries in time-evolving tensors with temporal dependency and sparsity issues.
method TATD (Time-Aware Tensor Decomposition) integrates temporal dependency and time-varying sparsity through a smoothing regularization with Gaussian kernel and alternating optimization.
result TATD achieves state-of-the-art accuracy for decomposing temporal tensors.

FaStR improves scalability for time-aware RS with varying coefficients.

problem Limited applicability of structured regression models to large-scale data with categorical effects and many interactions.
method Combines structured additive regression and factorization approaches in a neural network-based model implementation.
result FaStR scales better and performs competitively with other time-aware RS in prediction performance.

Proposes a deep learning model for timely and accurate recommendations.

problem Inability to provide timely recommendations and ranking issues with implicit feedback.
method Unified cross-network solution using listwise ranking for implicit data.
result Superior performance in accuracy, novelty, and diversity compared to baselines.

FraudTransformer detects payment fraud by preserving event order and time gaps.

problem Detecting payment fraud in real-world banking streams with irregular time gaps.
method Augments a GPT-style architecture with a dedicated time encoder and a learned positional encoder.
result FraudTransformer outperforms classical and transformer baselines, achieving highest AUROC and PRAUC on held-out test set.

Word evolution refers to the changing meanings and associations of words throughout time, as a byproduct of human language evolution. By studying word evolution, we can infer social trends and language constructs over different periods of human history. However, traditional techniques such as word representation learni…

2017-03-02abs ↗pdf ↗

TASC improves synthetic control for time-series data with trends.

problem Inability of existing SC methods to fully utilize temporal structure in time-series data.
method TASC uses a state-space model with a constant trend and Kalman filter for counterfactual inference.
result TASC offers advantages in settings with strong temporal trends and high observation noise.

DatedGPT prevents lookahead bias in financial forecasting models.

problem Lookahead bias in large language models trained on internet-scale data.
method Time-aware pretraining with annual data cutoffs and instruction fine-tuning.
result Models' knowledge is effectively bounded by their data cutoff year, improving forecasting validity.

HAMLET optimizes algorithm selection for machine learning tasks.

problem Limited time budgets and computational resources make traditional bandit approaches ineffective for automated algorithm selection.
method HAMLET incorporates learning curve extrapolation and time-awareness to select machine learning algorithms.
result HAMLET variants outperform other bandit-based strategies in experiments with recorded hyperparameter tuning traces.

Z-GCNETs uses topological data to improve time series forecasting.

problem Improving time series forecasting accuracy.
method Integrates topological data into graph convolutional networks (GCNs) using zigzag persistence.
result Z-GCNETs outperforms 13 state-of-the-art methods in traffic forecasting and Ethereum price prediction.

SurvFD and SurvSHAP-IQ provide interpretable survival models by analyzing feature interactions.

problem Non-additivity of hazard and survival functions limits standard additive explanation methods.
method SurvFD decomposes higher-order effects into time-dependent and time-independent components, extending Shapley interactions to time-indexed functions.
result SurvFD and SurvSHAP-IQ offer a new perspective on survival explanations, explicitly characterizing feature interactions.

Effective representation learning of electronic health records is a challenging task and is becoming more important as the availability of such data is becoming pervasive. The data contained in these records are irregular and contain multiple modalities such as notes, and medical codes. They are preempted by medical co…

2019-08-11abs ↗pdf ↗

Unified framework for reliable uncertainty quantification in RL.

problem Uncertainty quantification in high-stakes reinforcement learning.
method Unified conformal prediction framework integrating distributional RL and conformal calibration.
result Significantly improved coverage and reliability over standard methods.

Entity relatedness has emerged as an important feature in a plethora of applications such as information retrieval, entity recommendation and entity linking. Given an entity, for instance a person or an organization, entity relatedness measures can be exploited for generating a list of highly-related entities. However,…

2018-10-23abs ↗pdf ↗

Simple tabular event prediction model outperforms existing methods.

problem Predicting events from tabular data with historic events.
method Standard autoregressive LLM-style transformers with elementary positional embeddings and causal language modeling.
result Simple model outperforms existing approaches across various datasets and use-cases.

New interpretation of attention in Transformers and Graph Attention Networks.

problem Understanding and improving attention mechanisms in deep learning models.
method Decomposed attention into a kernel and a normalization term; generalized the kernel function and norm.
result Generalized attention leads to better performance on various tasks.

New approach improves multi-head attention by making heads less similar.

problem Multi-head attention can lead to similar features, reducing model expressiveness.
method Proposes a non-parametric approach using Bayesian techniques to make heads repel each other.
result Improves feature diversity, leading to better representations and performance.

Aligns attention distributions for improved accuracy and robustness.

problem Improving the accuracy and robustness of neural networks using attention mechanisms.
method Alignment attention that encourages key and query distributions to match within each head.
result Alignment attention leads to better accuracy, uncertainty estimation, and robustness across various tasks.

Elliptical Attention improves transformer performance by focusing on contextually relevant features.

problem Transformer models suffer from representation collapse and are vulnerable to contaminated samples.
method Uses Mahalanobis distance to define hyper-ellipsoidal neighborhoods for attention weights.
result Elliptical Attention reduces representation collapse and enhances model robustness.

Kernel PCA explains self-attention mechanisms in deep learning models.

problem Understanding and explaining self-attention mechanisms in deep learning models.
method Deriving self-attention from kernel principal component analysis (kernel PCA).
result RPC-Attention, a robust attention mechanism, outperforms softmax attention in various tasks.

Study examines asset pricing using various attention models, finding global self-attention and sliding window sparse attention models perform well.

problem Traditional asset pricing models miss temporal dependency and short memory issues.
method Investigates RNN attention models with various attention mechanisms for large-cap US stocks.
result Global self-attention and sliding window sparse attention models outperform in deriving returns and hedging risks, especially during the pandemic.

LARF improves random forests with attention mechanisms and contamination models.

problem Improving accuracy in classification tasks with random forests.
method Introduces a two-level attention mechanism and uses a mixture of contamination models.
result Significantly improved classification performance on various datasets.

Gated attention improves performance by using a hierarchical mixture of experts.

problem Improving performance of self-attention mechanisms in Transformers.
method Rigorously show that gated attention can be modeled as a hierarchical mixture of experts, providing a theoretical justification for its benefits.
result Gated attention is more sample-efficient than multi-head self-attention, requiring fewer data points to achieve the same estimation error.