Long sequence time-series forecasting with deep learning: A survey

Z Chen, M Ma, T Li, H Wang, C Li - Information Fusion, 2023 - Elsevier
The development of deep learning technology has brought great improvements to the field
of time series forecasting. Short sequence time-series forecasting no longer satisfies the …

[HTML][HTML] Multimodal data integration for oncology in the era of deep neural networks: a review

A Waqas, A Tripathi, RP Ramachandran… - Frontiers in Artificial …, 2024 - frontiersin.org
Cancer research encompasses data across various scales, modalities, and resolutions, from
screening and diagnostic imaging to digitized histopathology slides to various types of …

Deep attentive learning for stock movement prediction from social media text and company correlations

R Sawhney, S Agarwal, A Wadhwa… - Proceedings of the 2020 …, 2020 - aclanthology.org
In the financial domain, risk modeling and profit generation heavily rely on the sophisticated
and intricate stock movement prediction task. Stock forecasting is complex, given the …

Stock price prediction using a frequency decomposition based GRU transformer neural network

C Li, G Qian - Applied Sciences, 2022 - mdpi.com
Stock price prediction is crucial but also challenging in any trading system in stock markets.
Currently, family of recurrent neural networks (RNNs) have been widely used for stock …

Personalized blood glucose prediction for type 1 diabetes using evidential deep learning and meta-learning

T Zhu, K Li, P Herrero… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
The availability of large amounts of data from continuous glucose monitoring (CGM),
together with the latest advances in deep learning techniques, have opened the door to a …

Exploring the efficacy of automatically generated counterfactuals for sentiment analysis

L Yang, J Li, P Cunningham, Y Zhang, B Smyth… - arXiv preprint arXiv …, 2021 - arxiv.org
While state-of-the-art NLP models have been achieving the excellent performance of a wide
range of tasks in recent years, important questions are being raised about their robustness …

Financial sentiment analysis: an investigation into common mistakes and silver bullets

F Xing, L Malandri, Y Zhang… - Proceedings of the 28th …, 2020 - aclanthology.org
The recent dominance of machine learning-based natural language processing methods
has fostered the culture of overemphasizing model accuracies rather than studying the …

A rationale-centric framework for human-in-the-loop machine learning

J Lu, L Yang, B Mac Namee, Y Zhang - arXiv preprint arXiv:2203.12918, 2022 - arxiv.org
We present a novel rationale-centric framework with human-in-the-loop--Rationales-centric
Double-robustness Learning (RDL)--to boost model out-of-distribution performance in few …

Generating plausible counterfactual explanations for deep transformers in financial text classification

L Yang, EM Kenny, TLJ Ng, Y Yang, B Smyth… - arXiv preprint arXiv …, 2020 - arxiv.org
Corporate mergers and acquisitions (M&A) account for billions of dollars of investment
globally every year, and offer an interesting and challenging domain for artificial intelligence …

Stock market prediction via deep learning techniques: A survey

J Zou, Q Zhao, Y Jiao, H Cao, Y Liu, Q Yan… - arXiv preprint arXiv …, 2022 - arxiv.org
Existing surveys on stock market prediction often focus on traditional machine learning
methods instead of deep learning methods. This motivates us to provide a structured and …