2 papers
cs.IR2025
Multi-Item-Query Attention for Stable Sequential Recommendation
Mingshi Xu, Haoren Zhu, Wilfred Siu Hung Ng
The inherent instability and noise in user interaction data challenge sequential recommendation systems. Prevailing masked attention models, relying on a single query from the most…
q-fin.ST2024
From GARCH to Neural Network for Volatility Forecast
Pengfei Zhao, Haoren Zhu, Wilfred Siu Hung NG +1
Volatility, as a measure of uncertainty, plays a crucial role in numerous financial activities such as risk management. The Econometrics and Machine Learning communities have devel…