most citedData-driven Neural Architecture Learning For Financial Time-series Forecasting

8 citations · 18 across the 3 of their papers we have counts for

collaborators

6 papers

cs.CV2020

Performance Indicator in Multilinear Compressive Learning

Dat Thanh Tran, Moncef Gabbouj, Alexandros Iosifidis

Recently, the Multilinear Compressive Learning (MCL) framework was proposed to efficiently optimize the sensing and learning steps when working with multidimensional signals, i.e.…

cs.LG20206 cited

Attention-based Neural Bag-of-Features Learning for Sequence Data

Dat Thanh Tran, Nikolaos Passalis, Anastasios Tefas +2

In this paper, we propose 2D-Attention (2DA), a generic attention formulation for sequence data, which acts as a complementary computation block that can detect and focus on releva…

cs.CE2020

Data Normalization for Bilinear Structures in High-Frequency Financial Time-series

Dat Thanh Tran, Juho Kanniainen, Moncef Gabbouj +1

Financial time-series analysis and forecasting have been extensively studied over the past decades, yet still remain as a very challenging research topic. Since the financial marke…

cs.CV20204 cited

Multilinear Compressive Learning with Prior Knowledge

Dat Thanh Tran, Moncef Gabbouj, Alexandros Iosifidis

The recently proposed Multilinear Compressive Learning (MCL) framework combines Multilinear Compressive Sensing and Machine Learning into an end-to-end system that takes into accou…

cs.LG2020

Subset Sampling For Progressive Neural Network Learning

Dat Thanh Tran, Moncef Gabbouj, Alexandros Iosifidis

Progressive Neural Network Learning is a class of algorithms that incrementally construct the network's topology and optimize its parameters based on the training data. While this…

cs.LG20198 cited

Data-driven Neural Architecture Learning For Financial Time-series Forecasting

Dat Thanh Tran, Juho Kanniainen, Moncef Gabbouj +1

Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data…