FinMamba: Market-Aware Graph Enhanced Multi-Level Mamba for Stock Movement Prediction.
CoRR, February, 2025
MERA: Mixture of Experts with Retrieval-Augmented Representation for Modeling Diversified Stock Patterns.
Proceedings of the Companion Proceedings of the ACM on Web Conference 2025, 2025
CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning.
Proceedings of the AAAI-25, Sponsored by the Association for the Advancement of Artificial Intelligence, February 25, 2025
Node-Level Graph Regression With Deep Gaussian Process Models.
IEEE Trans. Artif. Intell., June, 2024
TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting.
CoRR, 2024
Generative Pre-Trained Diffusion Paradigm for Zero-Shot Time Series Forecasting.
CoRR, 2024
Taming Pre-trained LLMs for Generalised Time Series Forecasting via Cross-modal Knowledge Distillation.
CoRR, 2024
Periodicity Decoupling Framework for Long-term Series Forecasting.
Proceedings of the Twelfth International Conference on Learning Representations, 2024
WFTNet: Exploiting Global and Local Periodicity in Long-Term Time Series Forecasting.
Proceedings of the IEEE International Conference on Acoustics, 2024