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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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2845678511,134 · Jun 202019922001200920172026
48 results for Deep Recurrent Neural Networks

Deep neural networks solve stochastic control problems with delay.

problem Challenges in stochastic control problems with delay due to path-dependence and high dimensions.
method Employing recurrent neural networks (RNNs) to parameterize policies and optimize objectives.
result RNNs, especially LSTMs, efficiently capture path-dependence and outperform feedforward networks in training and performance.

Deep neural nets approximate random dynamical system trajectories uniformly in time.

problem Approximating trajectories of random dynamical systems over infinite time horizons.
method Recurrent neural networks with simple feedback structures.
result Certain random trajectories can be approximated uniformly in time to any desired accuracy.

Deep neural nets can estimate regression with dependent data without the curse of dimensionality.

problem Regression with dependent data and structural assumptions on the regression function.
method Deep recurrent neural network estimate under suitable structural assumptions.
result Deep neural nets can circumvent the curse of dimensionality for regression with dependent data.

We address the efficiency issue for the construction of a deep graph neural network (GNN). The approach exploits the idea of representing each input graph as a fixed point of a dynamical system (implemented through a recurrent neural network), and leverages a deep architectural organization of the recurrent units. Effi…

2019-11-20abs ↗pdf ↗

The study of deep recurrent neural networks (RNNs) and, in particular, of deep Reservoir Computing (RC) is gaining an increasing research attention in the neural networks community. The recently introduced Deep Echo State Network (DeepESN) model opened the way to an extremely efficient approach for designing deep neura…

2017-12-12abs ↗pdf ↗

DeepBayes uses neural networks to efficiently estimate parameters in complex dynamical models.

problem Estimating parameters in stochastic, nonlinear dynamical models is challenging.
method DeepBayes leverages deep recurrent neural networks to learn an estimator that minimizes mean-squared error.
result DeepBayes achieves asymptotically equivalent performance to Bayesian estimation methods.

This paper develops a novel deep recurrent neural network for sequential signal reconstruction.

problem Sequential signal reconstruction from low-dimensional measurements.
method Unfolding a reweighted 1\ell_1-1\ell_1 minimization algorithm to design a deep recurrent neural network.
result The proposed reweighted-RNN significantly outperforms existing RNN models in sequential frame reconstruction.

In recent years, China, the United States and other countries, Google and other high-tech companies have increased investment in artificial intelligence. Deep learning is one of the current artificial intelligence research's key areas. This paper analyzes and summarizes the latest progress and future research direction…

2018-04-05abs ↗pdf ↗

Convolutional and Recurrent, deep neural networks have been successful in machine learning systems for computer vision, reinforcement learning, and other allied fields. However, the robustness of such neural networks is seldom apprised, especially after high classification accuracy has been attained. In this paper, we …

2018-04-30abs ↗pdf ↗

Optimal stock price prediction model using recurrent neural networks with RMSprop optimizer.

problem Stock price prediction using neural networks.
method Comparison of fully connected, convolutional, and recurrent architectures; inclusion of three optimization techniques.
result Single layer recurrent neural network with RMSprop optimizer produces optimal results with validation and test MAE of 0.0150 and 0.0148 respectively.

In this paper, we explore different ways to extend a recurrent neural network (RNN) to a \textit{deep} RNN. We start by arguing that the concept of depth in an RNN is not as clear as it is in feedforward neural networks. By carefully analyzing and understanding the architecture of an RNN, however, we find three points …

2013-12-20abs ↗pdf ↗

This study compares RNN and CNN for predicting wave propagation using the Saint-Venant equations.

problem Predicting wave propagation over long time periods using deep learning.
method Investigated recurrent and convolutional neural networks for their performance in predicting surface waves governed by the Saint-Venant equations.
result Convolutional networks perform at least as well as recurrent networks in predicting wave propagation.

Two solutions for multi-modal record linkage using Deep Learning inspired by Visual Question Answering.

problem Matching records from multiple sources representing the same entity.
method Two fusion modules: Recurrent Neural Network + Convolutional Neural Network and Stacked Attention Network. A Siamese Neural Network computes similarity.
result Recurrent Neural Network + Convolutional Neural Network fusion module outperforms a simple model.

Deep RNNs excel at capturing long-term dependencies in sequential data.

problem Lack of a formal measure for RNNs' long-term memory capacity.
method Introduced a measure called Start-End separation rank to quantify RNNs' ability to model long-term dependencies.
result Deep RNNs support Start-End separation ranks that are combinatorially higher than shallow ones.

Proposes a new model for time-to-event prediction with uncertainty quantification.

problem Lack of uncertainty in time-to-event predictions using recurrent neural networks.
method Deep Kernel Accelerated Failure Time models combining RNN and sparse Gaussian Process.
result Model delivers better uncertainty estimates compared to related methods.

Much combinatorial optimisation problems constitute a non-polynomial (NP) hard optimisation problem, i.e., they can not be solved in polynomial time. One such problem is finding the shortest route between two nodes on a graph. Meta-heuristic algorithms such as AA^{*} along with mixed-integer programming (MIP) methods …

2017-09-07abs ↗pdf ↗

The study compares econometric and deep learning models for forecasting COMEX copper futures volatility.

problem Forecasting volatility of COMEX copper futures across different time intervals.
method Econometric models (GARCH, HAR) and deep learning models (RNN, LSTM, GRU) applied to daily and hourly data.
result Deep learning models outperform econometric models in hourly data, but HAR remains the best overall for daily data.

Paper introduces RNTK for recurrent neural networks, improving performance across various datasets.

problem Understanding and optimizing overparametrized recurrent neural networks.
method Developed the Recurrent Neural Tangent Kernel (RNTK) to compare inputs of different lengths.
result RNTK offers significant performance gains over other kernels, including standard NTKs, across multiple datasets.

This paper applies deep learning to ordinal regression, modeling it as a binary search.

problem Ordinal regression with deep learning models.
method Formulated ordinal regression as a binary search problem, using recurrent neural networks.
result Deep learning model shows comparable or better predictive power compared to traditional methods.

We present a novel deep Recurrent Neural Network (RNN) model for acoustic modelling in Automatic Speech Recognition (ASR). We term our contribution as a TC-DNN-BLSTM-DNN model, the model combines a Deep Neural Network (DNN) with Time Convolution (TC), followed by a Bidirectional Long Short-Term Memory (BLSTM), and a fi…

2015-04-07abs ↗pdf ↗

Stochastic recurrent neural networks with latent random variables of complex dependency structures have shown to be more successful in modeling sequential data than deterministic deep models. However, the majority of existing methods have limited expressive power due to the Gaussian assumption of latent variables. In t…

2019-10-28abs ↗pdf ↗

We focus on the problem of streaming recommender system and explore novel collaborative filtering algorithms to handle the data dynamicity and complexity in a streaming manner. Although deep neural networks have demonstrated the effectiveness of recommendation tasks, it is lack of explorations on integrating probabilis…

2019-06-11abs ↗pdf ↗

RED detects sleep EEG events using deep neural networks, outperforming previous methods.

problem Manual detection of sleep EEG events is time-consuming and variable.
method Deep Recurrent Neural Networks (RNNs) with convolutional and recurrent components.
result RED outperforms state-of-the-art methods in sleep spindle and K-complex detection.

Study improves stock price prediction using advanced ML models.

problem Improving financial forecasting accuracy in stock markets.
method Evaluation of RNN architectures including LSTM, GRU, and attention-based models.
result Attention-based models outperform others in capturing complex dependencies.

AdaptiveNet tackles disease progression prediction in rheumatoid arthritis using deep neural networks.

problem Predicting disease progression in rheumatoid arthritis using clinical data.
method AdaptiveNet, a novel recurrent neural network architecture, that handles multiple lists of different events and missing data.
result AdaptiveNet outperforms classical baselines in disease progression prediction.

Develops a deep non-stationary kernel for non-stationary spatio-temporal point processes.

problem Capturing non-stationary dependencies in point process data.
method Approximates the influence kernel with a novel low-rank decomposition and introduces a log-barrier penalty to maintain non-negativity.
result Demonstrates superior performance and computational efficiency compared to state-of-the-art methods.

Deep neural networks predict earthquake locations with high accuracy.

problem Predicting the location of earthquakes with high precision.
method Recurrent Convolutional Neural Networks (R-CNN) model that accounts for spatio-temporal dependencies.
result Neural networks model outperforms baseline models in predicting earthquakes with ROC AUC 0.975 and PR AUC 0.0890.

This research tackles balancing exploration and exploitation in deep RL for partially observable systems.

problem Balancing exploration and exploitation in deep RL for partially observable systems.
method Deployed and tested several techniques including adaptive and deterministic exploration strategies, and a modified quadratic loss function.
result Adaptive methods better approximate the trade-off between exploration and exploitation.

Recursive KalmanNet combines neural networks with Kalman filters for precise state estimation.

problem State estimation in systems with noisy measurements and non-Gaussian noise.
method Recursive KalmanNet uses a recurrent neural network to estimate states with consistent error covariance, optimizing for Gaussian negative log-likelihood.
result Recursive KalmanNet outperforms conventional Kalman filters and deep learning-based estimators in non-Gaussian noise conditions.