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cs.LG2022
Real-time Forecasting of Time Series in Financial Markets Using Sequentially Trained Many-to-one LSTMs
Kelum Gajamannage, Yonggi Park
Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent r…
cs.LG2021
Reconstruction of Fragmented Trajectories of Collective Motion using Hadamard Deep Autoencoders
Kelum Gajamannage, Yonggi Park, Randy Paffenroth +1
Learning dynamics of collectively moving agents such as fish or humans is an active field in research. Due to natural phenomena such as occlusion and change of illumination, the mu…