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Showing 2776–2800 of 9169 papers

TitleStatusHype
Modality-aware Transformer for Financial Time series Forecasting—0
Automated regime detection in multidimensional time series data using sliced Wasserstein k-means clustering—0
Non-Exchangeable Conformal Risk ControlCode1
Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting—0
TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time SeriesCode1
Embedded Temporal Feature Selection for Time Series Forecasting Using Deep LearningCode0
Study of Stylized Facts in Stock Market Data—0
PatchMixer: A Patch-Mixing Architecture for Long-Term Time Series ForecastingCode2
Determining the Optimal Number of Clusters for Time Series Datasets with Symbolic Pattern Forest—0
NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading—0
Universality of almost periodic orbits in certain composite functions—0
Unravel Anomalies: An End-to-end Seasonal-Trend Decomposition Approach for Time Series Anomaly DetectionCode1
Efficient Interpretable Nonlinear Modeling for Multiple Time Series—0
Asynchronous Graph GeneratorCode0
Algorithmic Recourse for Anomaly Detection in Multivariate Time Series—0
Beyond Gut Feel: Using Time Series Transformers to Find Investment Gems—0
Message Propagation Through Time: An Algorithm for Sequence Dependency Retention in Time Series Modeling—0
Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections—0
Asset Bundling for Wind Power Forecasting—0
ShapeDBA: Generating Effective Time Series Prototypes using ShapeDTW Barycenter AveragingCode0
A parsimonious, computationally efficient machine learning method for spatial regression—0
Generating Personalized Insulin Treatments Strategies with Deep Conditional Generative Time Series Models—0
Mixup Your Own PairsCode1
Investigating the changes in BOLD responses during viewing of images with varied complexity: An fMRI time-series based analysis on human visionCode0
Unified Long-Term Time-Series Forecasting BenchmarkCode1
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