Dongwan Kang

Jaehoon Lee, Suhwan Park, Tae Yoon Lim et al.

The financial domain involves a variety of important time-series problems. Recently, time-series analysis methods that jointly leverage textual and numerical information have gained increasing attention. Accordingly, numerous efforts have been made to construct text-paired time-series datasets in the financial domain. However, financial markets are characterized by complex interdependencies, in which a company's stock price is influenced not only by company-specific events but also by events in other companies and broader macroeconomic factors. Existing approaches that pair text with financial time-series data based on simple keyword matching often fail to capture such complex relationships. To address this limitation, we propose a semantic-based and multi-level pairing framework. Specifically, we extract company-specific context for the target company from SEC filings and apply an embedding-based matching mechanism to retrieve semantically relevant news articles based on this context. Furthermore, we classify news articles into four levels (macro-level, sector-level, related company-level, and target-company level) using large language models (LLMs), enabling multi-level pairing of news articles with the target company. Applying this framework to publicly-available news datasets, we construct \textbf{FinTexTS}, a new large-scale text-paired stock price dataset. Experimental results on \textbf{FinTexTS} demonstrate the effectiveness of our semantic-based and multi-level pairing strategy in stock price forecasting. In addition to publicly-available news underlying \textbf{FinTexTS}, we show that applying our method to proprietary yet carefully curated news sources leads to higher-quality paired data and improved stock price forecasting performance.

Wooju Lee, Juhye Park, Dasol Hong et al.

Accurate localization is essential for autonomous driving, but GNSS-based methods struggle in challenging environments such as urban canyons. Cross-view pose optimization offers an effective solution by directly estimating vehicle pose using satellite-view images. However, existing methods primarily rely on cross-view features at a given pose, neglecting fine-grained contexts for precision and global contexts for robustness against large initial pose errors. To overcome these limitations, we propose PIDLoc, a novel cross-view pose optimization approach inspired by the proportional-integral-derivative (PID) controller. Using RGB images and LiDAR, the PIDLoc comprises the PID branches to model cross-view feature relationships and the spatially aware pose estimator (SPE) to estimate the pose from these relationships. The PID branches leverage feature differences for local context (P), aggregated feature differences for global context (I), and gradients of feature differences for precise pose adjustment (D) to enhance localization accuracy under large initial pose errors. Integrated with the PID branches, the SPE captures spatial relationships within the PID-branch features for consistent localization. Experimental results demonstrate that the PIDLoc achieves state-of-the-art performance in cross-view pose estimation for the KITTI dataset, reducing position error by $37.8\%$ compared with the previous state-of-the-art.

Jun Seo, Hyeokjun Choe, Seohui Bae et al.

Time series forecasting is a critical task for artificial intelligence with numerous real-world applications. Traditional approaches primarily rely on historical time series data to predict the future values. However, in practical scenarios, this is often insufficient for accurate predictions due to the limited information available. To address this challenge, multimodal time series forecasting methods which incorporate additional data modalities, mainly text data, alongside time series data have been explored. In this work, we introduce the Adaptive Information Routing (AIR) framework, a novel approach for multimodal time series forecasting. Unlike existing methods that treat text data on par with time series data as interchangeable auxiliary features for forecasting, AIR leverages text information to dynamically guide the time series model by controlling how and to what extent multivariate time series information should be combined. We also present a text-refinement pipeline that employs a large language model to convert raw text data into a form suitable for multimodal forecasting, and we introduce a benchmark that facilitates multimodal forecasting experiments based on this pipeline. Experiment results with the real world market data such as crude oil price and exchange rates demonstrate that AIR effectively modulates the behavior of the time series model using textual inputs, significantly enhancing forecasting accuracy in various time series forecasting tasks.