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.
Paper develops a new model for forecasting ocean currents.
Paper proposes a novel approach to improve spatiotemporal precipitation forecasts.
Accurate taxi demand-supply forecasting is a challenging application of ITS (Intelligent Transportation Systems), due to the complex spatial and temporal patterns. We investigate the impact of different spatial partitioning techniques on the prediction performance of an LSTM (Long Short-Term Memory) network, in the con…
Proposes ACLAE-DT for unsupervised anomaly detection in multivariate time series.
As a crucial component in intelligent transportation systems, traffic flow prediction has recently attracted widespread research interest in the field of artificial intelligence (AI) with the increasing availability of massive traffic mobility data. Its key challenge lies in how to integrate diverse factors (such as te…
Paper develops a new model for predicting volatility surface.
For the weakly supervised task of electrocardiogram (ECG) rhythm classification, convolutional neural networks (CNNs) and long short-term memory (LSTM) networks are two increasingly popular classification models. This work investigates whether a combination of both architectures to so-called convolutional long short-te…
Spatiotemporal sequence prediction is an important problem in deep learning. We study next-frame(s) video prediction using a deep-learning-based predictive coding framework that uses convolutional, long short-term memory (convLSTM) modules. We introduce a novel reduced-gate convolutional LSTM(rgcLSTM) architecture that…
Paper proposes a framework for precise daily default risk prediction of Chinese credit bonds.
Recently, air pollution is one of the most concerns for big cities. Predicting air quality for any regions and at any time is a critical requirement of urban citizens. However, air pollution prediction for the whole city is a challenging problem. The reason is, there are many spatiotemporal factors affecting air pollut…
DISTANA predicts and denoises spatial wave dynamics.
Traffic flow prediction is crucial for urban traffic management and public safety. Its key challenges lie in how to adaptively integrate the various factors that affect the flow changes. In this paper, we propose a unified neural network module to address this problem, called Attentive Crowd Flow Machine~(ACFM), which …
Predicts financial asset dependencies using spatiotemporal patterns.
Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in certain time steps and pinpointing the root causes. Building such a system, how…
Taxi demand prediction has recently attracted increasing research interest due to its huge potential application in large-scale intelligent transportation systems. However, most of the previous methods only considered the taxi demand prediction in origin regions, but neglected the modeling of the specific situation of …