The success of large-scale pre-training paradigm, exemplified by Large Language Models (LLMs), has inspired the development of Time Series Foundation Models (TSFMs). However, their application to financial candlestick (K-line) data remains limited, often underperforming non-pre-trained architectures. Moreover, existing TSFMs often overlook crucial downstream tasks such as volatility prediction and synthetic data generation. To address these limitations, we propose Kronos, a unified, scalable pre-training framework tailored to financial K-line modeling. Kronos introduces a specialized tokenizer that discretizes continuous market information into token sequences, preserving both price dynamics and trade activity patterns. We pre-train Kronos using an autoregressive objective on a massive, multi-market corpus of over 12 billion K-line records from 45 global exchanges, enabling it to learn nuanced temporal and cross-asset representations. Kronos excels in a zero-shot setting across a diverse set of financial tasks. On benchmark datasets, Kronos boosts price series forecasting RankIC by 93% over the leading TSFM and 87% over the best non-pre-trained baseline. It also achieves a 9% lower MAE in volatility forecasting and a 22% improvement in generative fidelity for synthetic K-line sequences. These results establish Kronos as a robust, versatile foundation model for end-to-end financial time series analysis.

Understanding how species are distributed across landscapes over time is a fundamental question in biodiversity research. Unfortunately, most species distribution models only target a single species at a time, despite strong ecological evidence that species are not independently distributed. We propose Deep Multi-Species Embedding (DMSE), which jointly embeds vectors corresponding to multiple species as well as vectors representing environmental covariates into a common high-dimensional feature space via a deep neural network. Applied to bird observational data from the citizen science project eBird, we demonstrate how the DMSE model discovers inter-species relationships to outperform single-species distribution models (random forests and SVMs) as well as competing multi-label models. Additionally, we demonstrate the benefit of using a deep neural network to extract features within the embedding and show how they improve the predictive performance of species distribution modelling. An important domain contribution of the DMSE model is the ability to discover and describe species interactions while simultaneously learning the shared habitat preferences among species. As an additional contribution, we provide a graphical embedding of hundreds of bird species in the Northeast US.

We present a general probabilistic framework for predicting the outcome of pairwise matchups (e.g. two-player sport matches) and pairwise preferences (e.g. product preferences), both of which have widespread applications ranging from matchmaking in computer games to recommendation in e-commerce. Unlike existing models for these tasks, our model not only learns representations of the items in a more expressive latent vector space, but also models how context modifies matchup and preference outcomes. For example, the context "weather" may alter the winning probability in a tennis match, or the fact that the user is on a mobile device may alter his preferences among restaurants. More generally, the model is capable of handling any symmetric game/comparison problem that can be described by vectorized player/item and game/context features. We provide a comprehensive evaluation of its predictive performance with real datasets from both domains to show its ability to predict preference and game outcomes more accurately than existing models. Furthermore, we demonstrate on synthetic datasets the expressiveness of the model when compared against theoretical limits.

We present a method for learning potentially intransitive preference relations from pairwise comparison and matchup data. Unlike standard preference-learning models that represent the properties of each item/player as a single number, our method infers a multi-dimensional representation for the different aspects of each item/player's strength. We show that our model can represent any pairwise stochastic preference relation and provide a comprehensive evaluation of its predictive performance on a wide range of pairwise comparison tasks and matchup problems from online video games and sports, to peer grading and election. We find that several of these task -- especially matchups in online video games -- show substantial intransitivity that our method can model effectively.

Learning algorithms that embed objects into Euclidean space have become the methods of choice for a wide range of problems, ranging from recommendation and image search to playlist prediction and language modeling. Probabilistic embedding methods provide elegant approaches to these problems, but can be expensive to train and store as a large monolithic model. In this paper, we propose a method that trains not one monolithic model, but multiple local embeddings for a class of pairwise conditional models especially suited for sequence and co-occurrence modeling. We show that computation and memory for training these multi-space models can be efficiently parallelized over many nodes of a cluster. Focusing on sequence modeling for music playlists, we show that the method substantially speeds up training while maintaining high model quality.

Digital storage of personal music collections and cloud-based music services (e.g. Pandora, Spotify) have fundamentally changed how music is consumed. In particular, automatically generated playlists have become an important mode of accessing large music collections. The key goal of automated playlist generation is to provide the user with a coherent listening experience. In this paper, we present Latent Markov Embedding (LME), a machine learning algorithm for generating such playlists. In analogy to matrix factorization methods for collaborative filtering, the algorithm does not require songs to be described by features a priori, but it learns a representation from example playlists. We formulate this problem as a regularized maximum-likelihood embedding of Markov chains in Euclidian space, and show how the resulting optimization problem can be solved efficiently. An empirical evaluation shows that the LME is substantially more accurate than adaptations of smoothed n-gram models commonly used in natural language processing.

As the Internet-based crowdsourcing services become more and more popular, learning from multiple teachers or sources has received more attention of the researchers in the machine learning area. In this setting, the learning system is dealing with samples and labels provided by multiple teachers, who in common cases, are non-expert. Their labeling styles and behaviors are usually diverse, some of which are even detrimental to the learning system. Thus, simply putting them together and utilizing the algorithms designed for single-teacher scenario would be not only improper, but also damaging. The problem calls for more specific methods. Our work focuses on a case where the teachers are composed of good ones and irresponsible ones. By irresponsible, we mean the teacher who takes the labeling task not seriously and label the sample at random without inspecting the sample itself. This behavior is quite common when the task is not attractive enough and the teacher just wants to finish it as soon as possible. Sometimes, the irresponsible teachers could take a considerable part among all the teachers. If we do not take out their effects, our learning system would be ruined with no doubt. In this paper, we propose a method for picking out the good teachers with promising experimental results. It works even when the irresponsible teachers are dominating in numbers.

Aggregate outputs learning differs from the classical supervised learning setting in that, training samples are packed into bags with only the aggregate outputs (labels for classification or real values for regression) known. This setting of the problem is associated with several kinds of application background. We focus on the aggregate outputs classification problem in this paper, and set up a manifold regularization framework to deal with it. The framework can be of both instance level and bag level for different testing goals. We propose four concrete algorithms based on our framework, each of which can cope with both binary and multi-class scenarios. The experimental results on several datasets suggest that our algorithms outperform the stateof-art technique.

In this paper, we consider a recently proposed supervised learning problem, called online multiclass prediction with bandit setting model. Aiming at learning from partial feedback of online classification results, i.e. ¿true¿ when the predicting label is right or ¿false¿ when the predicting label is wrong, this new kind of problems arouses much of researchers' interest due to its close relations to real world internet applications and human cognitive procedure. While some algorithms have been brought forward, we propose a novel algorithm to deal with such problems. First, we reduce the multiclass prediction problem to binary based on Conservative one-versus-all others Reduction scheme; Then Online Passive-Aggressive Algorithm is embedded as binary learning algorithm to solve the reduced problem. Also we derive a pleasing cumulative mistake bound for our algorithm and a time complexity bound linear to the sample size. Further experimental evaluation on several real world multiclass datasets including RCV1, MNIST, 20 Newsgroups and USPS shows that our method outperforms the existing algorithms with a great improvement.

Inspired by the fact that the final decision rule is mainly affected by a small subset of the training samples, i.e., Support Vector Machine (SVM) shows that the decision function relies on the few samples that are on or over the margin. We propose a new framework that explicitly strengthen this intuitive fact by adding an l1-norm regularizer. We give different formulations for our framework in different scenarios, and the experiments show that our framework can not only lead to high sparse solutions but also better performance than traditional methods.