8 papers
Latent Laplace Diffusion for Irregular Multivariate Time Series
Zinuo You, Jin Zheng, John Cartlidge
Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models of…
VMDNet: Temporal Leakage-Free Variational Mode Decomposition for Electricity Demand Forecasting
Weibin Feng, Ran Tao, John Cartlidge +1
Accurate electricity demand forecasting is challenging due to the strong multi-periodicity of real-world demand series, which makes effective modeling of recurrent temporal pattern…
Market Regime Council for Dynamic Credit Assignment in Multi-Agent LLM Decision Systems
Yunhua Pei, Zerui Ge, Jin Zheng +1
Multi-agent LLM decision systems for portfolio management still lack a principled way to assign credit across specialist agents, remain vulnerable to cold-start dominance under reg…
Contrast to Detect: Dynamic Graph Contrastive Regularization for Unsupervised Anomaly Detection in Multivariate Time Series
Yunhua Pei, Zixing Song, Jin Zheng +1
Anomaly detection in multivariate time series (MTS) is hindered by dynamic inter-variable dependencies and feature entanglement under spectral noise, and in practice, is further co…
Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics
Shiyu Zhang, Zining Wang, Jin Zheng +1
Systemic risk refers to the overall vulnerability arising from the high degree of interconnectedness and interdependence within the financial system. In the rapidly developing dece…
How Wide and How Deep? Mitigating Over-Squashing of GNNs via Channel Capacity Constrained Estimation
Zinuo You, Jin Zheng, John Cartlidge
Existing graph neural networks typically rely on heuristic choices for hidden dimensions and propagation depths, which often lead to severe information loss during propagation, kno…