1 citations · 1 across the 2 of their papers we have counts for
2 papers
cs.LG2026
RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting
Cheng He, Zhenyu Guan, Xijie Liang +6
Financial time series forecasting presents structural challenges absent from standard benchmarks. Log-returns are non-stationary, exhibit exceptionally low signal-to-noise (SNR) ra…
cs.LG2022★ 1 cited
HigeNet: A Highly Efficient Modeling for Long Sequence Time Series Prediction in AIOps
Jiajia Li, Feng Tan, Cheng He +4
Modern IT system operation demands the integration of system software and hardware metrics. As a result, it generates a massive amount of data, which can be potentially used to mak…