4 papers
When Alpha Disappears: A One-Switch Benchmark for Decision-Time Leakage in Financial Backtests
Fan Zhang, Zhen Li, Sijia Peng +1
We introduce When Alpha Disappears, a paired evaluation benchmark for diagnosing decision-time leakage in financial machine-learning backtests. Rather than treating leakage as a bi…
ShapeCond: Fast Shapelet-Guided Dataset Condensation for Time Series Classification
Sijia Peng, Yun Xiong, Xi Chen +5
Time series data supports many domains (e.g., finance and climate science), but its rapid growth strains storage and computation. Dataset condensation can alleviate this by synthes…
The Faraday rotation measure of the M87 jet at 3.5mm with the Atacama Large Millimeter/submillimeter Array
Sijia Peng, Ru-Sen Lu, Ciriaco Goddi +9
Faraday rotation is an important probe of the magnetic fields and magnetized plasma around active galactic nuclei (AGN) jets. We present a Faraday rotation measure image of the M87…
Mamba or Transformer for Time Series Forecasting? Mixture of Universals (MoU) Is All You Need
Sijia Peng, Yun Xiong, Yangyong Zhu +1
Time series forecasting requires balancing short-term and long-term dependencies for accurate predictions. Existing methods mainly focus on long-term dependency modeling, neglectin…