Elizabeth Fons

Orcid: 0000-0002-9315-2067

According to our database1, Elizabeth Fons authored at least 21 papers between 2020 and 2026.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

On csauthors.net:

Bibliography

2026
Dynamic Linear Coregionalization for Realistic Synthetic Multivariate Time Series.
CoRR, April, 2026

DiffCATS: Causally Associated Time-Series Generation through Diffusion Models.
Trans. Mach. Learn. Res., 2026

Adapting Language Models to Produce Good Class Probabilities for Classification Tasks.
Trans. Mach. Learn. Res., 2026

2025
TS-Agent: A Time Series Reasoning Agent with Iterative Statistical Insight Gathering.
CoRR, October, 2025

AI Analyst: Framework and Comprehensive Evaluation of Large Language Models for Financial Time Series Report Generation.
CoRR, July, 2025

LSCD: Lomb-Scargle Conditioned Diffusion for Time series Imputation.
Proceedings of the Forty-second International Conference on Machine Learning, 2025

2024
iHyperTime: Interpretable Time Series Generation with Implicit Neural Representations.
Trans. Mach. Learn. Res., 2024

A Language Model-Guided Framework for Mining Time Series with Distributional Shifts.
CoRR, 2024

Evaluating Large Language Models on Time Series Feature Understanding: A Comprehensive Taxonomy and Benchmark.
CoRR, 2024

Synthetic Data Applications in Finance.
CoRR, 2024

Augment on Manifold: Mixup Regularization with UMAP.
Proceedings of the IEEE International Conference on Acoustics, 2024

TADACap: Time-series Adaptive Domain-Aware Captioning.
Proceedings of the 5th ACM International Conference on AI in Finance, 2024

Evaluating Large Language Models on Time Series Feature Understanding: A Comprehensive Taxonomy and Benchmark.
Proceedings of the 2024 Conference on Empirical Methods in Natural Language Processing, 2024

2023
MADS: Modulated Auto-Decoding SIREN for time series imputation.
CoRR, 2023

Deep Gaussian mixture ensembles.
Proceedings of the Uncertainty in Artificial Intelligence, 2023

Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections.
Proceedings of the 4th ACM International Conference on AI in Finance, 2023

2022
HyperTime: Implicit Neural Representation for Time Series.
CoRR, 2022

2021
A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing.
Expert Syst. Appl., 2021

Adaptive Weighting Scheme for Automatic Time-Series Data Augmentation.
CoRR, 2021

Augmenting Transferred Representations for Stock Classification.
Proceedings of the IEEE International Conference on Acoustics, 2021

2020
Evaluating data augmentation for financial time series classification.
CoRR, 2020


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