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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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2468 · Feb 202019922001200920172026
48 results for ANN

This paper expresses the structure of artificial neural network (ANN) as a functional form, using the activation integral concept derived from the activation function. In this way, the structure of ANN can be represented by a simple function, and it is possible to find the mathematical solutions of ANN. Thus, it can be…

2019-08-27abs ↗pdf ↗

Study compares ANN and GARCH models for volatility prediction across sectors.

problem Comparing ANN and GARCH models for volatility prediction.
method Examined five sectors with low, medium, and high volatility, using three GARCH specifications and three ANN architectures.
result ANN model performs better for low volatility, GARCH for medium and high.

Artificial neural network (ANN) provides superior accuracy for nonlinear alternating current (AC) state estimation (SE) in smart grid over traditional methods. However, research has discovered that ANN could be easily fooled by adversarial examples. In this paper, we initiate a new study of adversarial false data injec…

2019-06-26abs ↗pdf ↗

Improved ANN-based Monte Carlo simulation for Higgs decay events.

problem Accurate simulation of Higgs boson decay events.
method Monte Carlo simulation using an Artificial Neural Network (ANN) with improved training algorithm.
result The ANN simulation of Higgs decay is within 0.7% of the true value and achieves 26% unweighting efficiency.

Artificial neural networks (ANNs) have very successfully been used in numerical simulations for a series of computational problems ranging from image classification/image recognition, speech recognition, time series analysis, game intelligence, and computational advertising to numerical approximations of partial differ…

2018-09-07abs ↗pdf ↗

In order to port the performance of trained artificial neural networks (ANNs) to spiking neural networks (SNNs), which can be implemented in neuromorphic hardware with a drastically reduced energy consumption, an efficient ANN to SNN conversion is needed. Previous conversion schemes focused on the representation of the…

2019-12-30abs ↗pdf ↗

ANNs solve financial option valuation problems without numerical methods.

problem Valuation of European and American financial options.
method Unsupervised learning with artificial neural networks (ANNs) for solving PDEs.
result ANNs accurately compute option values for various stock scenarios.

ANN improves option pricing models by calibrating parameters faster and more accurately.

problem Calibration of GARCH-type option pricing models is computationally intensive and model-dependent.
method Trained ANN models on Monte Carlo simulation data to calibrate GARCH parameters.
result ANN outperforms traditional methods in calibration speed and accuracy.

Artificial neural networks (ANNs) suffer from catastrophic forgetting when trained on a sequence of tasks. While this phenomenon was studied in the past, there is only very limited recent research on this phenomenon. We propose a method for determining the contribution of individual parameters in an ANN to catastrophic…

2019-06-06abs ↗pdf ↗

New method converts conventional ANNs to SNNs with minimal loss and efficiency.

problem Difficulty in training SNNs directly from conventional ANNs due to discreteness.
method Proposes a novel pipeline combining threshold balance and soft-reset mechanisms for efficient conversion.
result Achieves almost no accuracy loss with only 1/10 of typical SNN simulation time.

Efficient ANN search for sparse embeddings in ads targeting.

problem Efficiently searching near neighbors in sparse data for applications like ads targeting.
method Graph-based ANN algorithms (HNSW, chi-square two-tower model, Sign Cauchy Projections).
result Sparse embeddings and ANN algorithms improve efficiency in EBR applications.

In this paper, we propose the exponential Levy neural network (ELNN) for option pricing, which is a new non-parametric exponential Levy model using artificial neural networks (ANN). The ELNN fully integrates the ANNs with the exponential Levy model, a conventional pricing model. So, the ELNN can improve ANN-based model…

2018-02-19abs ↗pdf ↗

Study compares LSTM and ANN architectures for forex prediction, finding ANN more efficient.

problem Forex time series prediction efficiency and resource usage.
method Comparison of Long Short-Term Memory (LSTM) and specialized ANN architectures.
result Specialized ANN architecture performs better with fewer resources and faster execution.

Study compares forecasting models for European financial markets and cryptocurrencies, finding hybrid ETS-ANN model best.

problem Challenges in predicting financial market fluctuations and cryptocurrency prices.
method Comparative analysis of ARIMA, hybrid ETS-ANN, and kNN models on European financial markets and cryptocurrency data.
result Hybrid ETS-ANN model performs best over extended periods, with moderate accuracy.

ANNs predict SAFARI-1 neutron fluxes with uncertainties.

problem Uncertainty quantification in ANN predictions for SAFARI-1.
method Deep Neural Networks (DNNs) with Monte Carlo Dropout (MCD) and Bayesian Neural Networks (BNN VI) for uncertainty quantification.
result Uncertainty bands envelop noisy measurement data points, indicating good prediction and generalization.

This study evaluates methods for constructing prediction intervals with neural networks.

problem Lack of confidence measures in neural network predictions limits their applicability.
method Two-step experiment using bootstrapping and conformal inference methods.
result Cross-conformal method provides best performance with reasonable computational burden.

The paper monitors artificial neural networks using embeddings and multivariate control charts.

problem Ensuring the stability of artificial neural networks during deployment.
method Monitoring the latent feature representation (embedding) of ANN outputs using multivariate control charts based on data depth and ranks.
result The proposed method effectively detects nonstationary data streams in ANN outputs.

The study evaluates the performance of ANNs in financial forecasting.

problem Mixed evidence on the predictive performance of ANNs for financial time-series data.
method Proposes a flexible nonparametric model and compares its performance to other estimators.
result The proposed model shows better performance than basic benchmarks in estimating Value-at-Risk.

A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training hidden neurons within a machine learning framework, based on available financial op…

2019-04-23abs ↗pdf ↗

We adapt the method of Simon [JDG '93] to prove a C1,αC^{1,α}-regularity theorem for minimal varifolds which resemble a cone C02\bf{C}_0^2 over an equiangular geodesic net. For varifold classes admitting a "no-hole" condition on the singular set, we additionally establish C1,αC^{1,α}-regularity near the cone $\bf{C}_0^2 \ti…

2017-09-28abs ↗pdf ↗

Recent approaches based on artificial neural networks (ANNs) have shown promising results for named-entity recognition (NER). In order to achieve high performances, ANNs need to be trained on a large labeled dataset. However, labels might be difficult to obtain for the dataset on which the user wants to perform NER: la…

2017-05-17abs ↗pdf ↗

New sublinear sketches improve ANN and KDE for massive data streams.

problem Efficiently approximate nearest neighbors and kernel density estimation in large datasets.
method Developed sublinear space and query time algorithms for ANN and A-KDE in streaming and sliding-window models.
result Achieved near-optimal trade-offs between memory size and approximation error for ANN.