4 papers
PMDformer: Patch-Mean Decoupling Information Transformer for Long-term Forecasting
Ao Hu, Liangjian Wen, Jiang Duan +7
Long-term time series forecasting (LTSF) plays a crucial role in fields such as energy management, finance, and traffic prediction. Transformer-based models have adopted patch-base…
The Alpha Illusion: Reported Alpha from LLM Trading Agents Should Not Be Treated as Deployment Evidence
Yuxuan Ye, Jun Han, Ao Hu +7
End-to-end LLM trading agents have moved quickly from research curiosity to a small ecosystem of named systems, including FinCon, FinMem, TradingAgents, FinAgent, QuantAgent, and F…
IndexNet: Timestamp and Variable-Aware Modeling for Time Series Forecasting
Beiliang Wu, Peiyuan Liu, Yifan Hu +3
Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent…
TimeCNN: Refining Cross-Variable Interaction on Time Point for Time Series Forecasting
Ao Hu, Dongkai Wang, Yong Dai +7
Time series forecasting is extensively applied across diverse domains. Transformer-based models demonstrate significant potential in modeling cross-time and cross-variable interact…