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Found 6 papers, 0 papers with code
DRNet: A Decision-Making Method for Autonomous Lane Changingwith Deep Reinforcement Learning
Machine learning techniques have outperformed numerous rule-based methods for decision-making in autonomous vehicles.
Successive Data Injection in Conditional Quantum GAN Applied to Time Series Anomaly Detection
In recent years, several quantum GAN architectures have been proposed in the literature.
Characterizing Financial Market Coverage using Artificial Intelligence
This paper scrutinizes a database of over 4900 YouTube videos to characterize financial market coverage.
Neural forecasting at scale
We study the problem of efficiently scaling ensemble-based deep neural networks for multi-step time series (TS) forecasting on a large set of time series.
Modeling Regime Shifts in Multiple Time Series
The originality of our approach lies in modeling interactions between time series in regime identification and in modeling time-dependent regime transition probabilities, usually assumed to be static in existing work.
Spatiotemporal Adaptive Neural Network for Long-term Forecasting of Financial Time Series
Optimal decision-making in social settings is often based on forecasts from time series (TS) data.
