1 citations · 1 across the 6 of their papers we have counts for
6 papers
Frequency-Guided Deformable Networks for Continuous Phase Alignment
Wangye Jiang, Haoming Yang, Jian Xu +1
The core of time series analysis lies in effectively modeling the physical laws within complex signals. Existing Transformer and Convolution Neural Network (CNN) architectures are…
FactorMiner: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery
Yanlong Wang, Jian Xu, Hongkang Zhang +3
Formulaic alpha factor mining is a critical yet challenging task in quantitative investment, characterized by a vast search space and the need for domain-informed, interpretable si…
VFEM: Visual Feature Empowered Multivariate Time Series Forecasting with Cross-Modal Fusion
Yanlong Wang, Hang Yu, Jian Xu +7
Large time series foundation models often adopt channel-independent architectures to handle varying data dimensions, but this design ignores crucial cross-channel dependencies. Mea…
FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
Yanlong Wang, Jian Xu, Fei Ma +8
Financial time series forecasting is both highly significant and challenging. Previous approaches typically standardized time series data before feeding it into forecasting models,…
Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method
Yanlong Wang, Jian Xu, Shao-Lun Huang +2
This study seeks to advance the understanding and prediction of stock market return uncertainty through the application of advanced deep learning techniques. We introduce a novel d…
FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models
Yanlong Wang, Jian Xu, Tiantian Gao +4
Despite the growing attention to time series forecasting in recent years, many studies have proposed various solutions to address the challenges encountered in time series predicti…