arXiv Machine Learning

Zero-Copy Semantic Contagion: An In-Memory Streaming Architecture for Evolving Attention Graphs

arXiv:2606. 05733v1 Announce Type: new Abstract: Per-ticker forecasting models dominate financial time-series work yet remain blind to cross-company propagation: a foundry disruption in Taiwan does not register in a single-asset model until Apple's own price has already moved.

arXiv Machine Learning
Jul 17

GAttNHP: Group Attention Neural Hawkes Process for Extrapolation Reasoning in Temporal Knowledge Graphs

arXiv:2607. 14733v1 Announce Type: new Abstract: Temporal Knowledge Graphs (TKGs) record how facts evolve over time, but forecasting future events on a TKG remains difficult for three reasons: (i) long-range temporal dependencies are hard to encode; (ii) events on different chains mutually excite or inhibit one another in ways that snapshot-level models cannot express; and (iii) inter-arrival times are heavy-tailed and statistically sparse, so deterministic time predictors are unreliable.

By Xiangni Tian, Kaixian Yu, Runpeng Dai, Niansheng Tang, Hongtu Zhu
arXiv AI
Jun 3

From Long News to Accurate Forecast: Importance-Aware Fusion and PRM-Guided Reflection for Time Series Forecasting

arXiv:2606. 03097v1 Announce Type: new Abstract: Incorporating news into time series forecasting is appealing because news can reveal abrupt exogenous events that historical values alone cannot recover.

By Mingyang Liu, Qingcan Kang, Yuke Wang, Shixiong Kai, Kaichao Liang, Hui-Ling Zhen, Tao Zhong, Mingxuan Yuan, Linqi Song
arXiv Machine Learning
22h ago

Temporal Leakage in Financial News NLP: A Multi-Architecture Audit with a Regime-Specific M&A Signal

arXiv:2608. 17223v1 Announce Type: cross Abstract: Financial-news direction prediction has become a popular NLP benchmark, yet reported gains depend critically on whether the train-test split is chronological or random, i.

By Chenhao Xue, Raslen Guesmi, Siwei Feng, Yucheng Gong, Jacob Xavier Sundram, Jordan Pang, Lan Wang, Julian Kaljuvee
arXiv Machine Learning
Jun 5

Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models

arXiv:2508. 19006v2 Announce Type: replace-cross Abstract: This study investigates the pre-trained RNN attention models with the mainstream attention mechanisms, such as additive attention, Luong's three attentions, global self-attention and sliding window sparse attention, for the empirical asset pricing research on the top 420 large-cap US stocks.

By Shanyan Lai
arXiv Machine Learning
Jun 5

Incremental Transformer Neural Processes

arXiv:2602. 18955v2 Announce Type: replace Abstract: Neural Processes (NPs), and specifically Transformer Neural Processes (TNPs), have demonstrated remarkable performance across tasks ranging from spatiotemporal forecasting to tabular data modelling.

By Philip Mortimer, Cristiana Diaconu, Tommy Rochussen, Bruno Mlodozeniec, Richard E. Turner
arXiv Machine Learning
Jun 11

NetBurst: Event-Centric Forecasting of Bursty, Intermittent Time Series

arXiv:2510. 22397v2 Announce Type: replace-cross Abstract: Network operators monitor their infrastructure by collecting telemetry data such as packet counts, byte rates, or flow volumes, yet answering the questions that effective operations demand -- forecasting future load, diagnosing and characterizing anomalies, and searching for and retrieving historical precedents -- requires more than raw measurements.

By Satyandra Guthula, Jaber Daneshamooz, Charles Fleming, Kesheng Wu, Walter Willinger, Arpit Gupta
arXiv AI
Jun 9

Capacity-Controlled Global Attention for Graph Transformers

arXiv:2604. 17324v2 Announce Type: replace-cross Abstract: Global self-attention drives modern graph transformers, yet the softmax at its core imposes a structural constraint rarely examined directly: every attention row is non-negative and sums to one, so each per-head output is a mass-conserving convex combination of value vectors.

By Yang Liu, Dongxin Guo, Tom Zheng, Siu Ming Yiu, Liam Ning, Jikun Wu