6 accepted papers
Pre-trained models have demonstrated exceptional generalization capabilities in time-series forecasting; however, adapting them to evolving data distributions remains a significant challenge. A key hurdle lies in accessing the original training data, as fine-tuning solely on new data often leads to
Encoding time series into tokens and using language models for processing has been shown to substantially augment the models' ability to generalize to unseen tasks. However, existing language models for time series forecasting encounter several obstacles, including aliasing distortion and prolonged…
Crafting a convincing financial market analysis report necessitates a wealth of market information and the expertise of financial analysts, posing a highly challenging task. While large language models (LLMs) have enabled the automated generation of financial market analysis text, they still face is…
Integrating first-order logic constraints (FOLCs) with neural networks is a crucial but challenging problem since it involves modeling intricate correlations to satisfy the constraints. This paper proposes a novel neural layer, LogicMP, which performs mean-field variational inference over a Markov L…
The stock market is a crucial component of the financial system, but predicting the movement of stock prices is challenging due to the dynamic and intricate relations arising from various aspects such as economic indicators, financial reports, global news, and investor sentiment. Traditional sequent…
Visual Simultaneous Localization and Mapping (SLAM) has been widely adopted in autonomous driving and robotics. While most SLAM systems operate effectively in static or low-dynamic environments, achieving precise pose estimation in diverse unknown dynamic environments continues to pose a significant