4 papers
Rethinking Cross-Channel Importance in Time-Series Forecasting
Yong-Hoon Choi, Kwang-Hyun Park, Youngjin Cho
Cross-channel modeling is central to multivariate time-series forecasting, yet channels that are statistically related, predictively useful, and actually used by a trained forecast…
Which Histories Matter for Time Series Forecasting? Learning Predictive Relevance with Future Supervision
Yong-Hoon Choi, Youngjin Cho, Kwang-Hyun Park
Retrieval-augmented time-series forecasting typically selects historical examples by similarity between observed pasts, although similar pasts can evolve differently. We propose Pr…
Making Pose Representations More Expressive and Disentangled via Residual Vector Quantization
Sukhyun Jeong, Hong-Gi Shin, Yong-Hoon Choi
Recent progress in text-to-motion has advanced both 3D human motion generation and text-based motion control. Controllable motion generation (CoMo), which enables intuitive control…
Synergistic Formulaic Alpha Generation for Quantitative Trading based on Reinforcement Learning
Hong-Gi Shin, Sukhyun Jeong, Eui-Yeon Kim +3
Mining of formulaic alpha factors refers to the process of discovering and developing specific factors or indicators (referred to as alpha factors) for quantitative trading in stoc…