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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.

169,291 papers · 148 categories

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14284155 · May 201919922001200920182026
48 results for LSTM RNN

Finite precision RNNs have varying computational power, with LSTMs and ReLU-RNNs being more powerful.

problem Understanding the computational limits of finite precision RNNs for language recognition.
method Comparison of different RNN variants with finite precision and linear computation time.
result LSTMs and ReLU-RNNs are strictly stronger than other RNN variants in terms of computational power.

Explains RNN and LSTM fundamentals, derives formulas, and addresses training issues.

problem Lack of detailed formulas and unrolling techniques in LSTM and RNN literature.
method Derives canonical RNN and LSTM formulas from differential equations, proposes unrolling technique, addresses training difficulties.
result Provides a comprehensive understanding of RNN and LSTM, including detailed formulas and unrolling techniques.

LSTMs are explained as a weighted sum of context-independent functions.

problem Vanishing gradients in simple RNNs.
method Decouple LSTM gates from simple RNNs, computing an element-wise weighted sum of context-independent functions.
result Gating mechanism alone performs as well as an LSTM in most settings, suggesting more representational power.

Recurrent Neural Networks (RNNs) have long been recognized for their potential to model complex time series. However, it remains to be determined what optimization techniques and recurrent architectures can be used to best realize this potential. The experiments presented take a deep look into Hessian free optimization…

2015-10-16abs ↗pdf ↗

We stabilize the activations of Recurrent Neural Networks (RNNs) by penalizing the squared distance between successive hidden states' norms. This penalty term is an effective regularizer for RNNs including LSTMs and IRNNs, improving performance on character-level language modeling and phoneme recognition, and outperfor…

2015-11-26abs ↗pdf ↗

Improved traffic forecasting model handles missing data.

problem Short-term traffic forecasting with missing values.
method Proposed SBU-LSTM architecture with bidirectional and unidirectional LSTM.
result Superior performance in accuracy and robustness for network-wide traffic prediction.

Deep learning models predict chaotic Lorenz 96 system accurately.

problem Predicting short-term and long-term statistics of a multi-scale chaotic system.
method Reservoir computing (RC-ESN), ANN, RNN-LSTM.
result RC-ESN outperforms ANN and RNN-LSTM for short-term prediction.

New RNN model handles long-term dependencies in irregularly-sampled time series.

problem Handling long-term dependencies in irregularly-sampled time series data.
method Designing ODE-LSTMs that separate memory from continuous-time state.
result ODE-LSTMs outperform other RNN-based models on non-uniformly sampled data with long-term dependencies.

New approach predicts stock price synchronization using RNNs and LSTMs.

problem Forecasting synchronization of stock prices in the Indian market.
method Utilizing recurrence plots and CRQA for non-linear analysis, RNNs and LSTMs for prediction.
result Accuracy of 0.98 and F1 score of 0.83 in predicting stock price synchronization.

Automatically builds a vehicle passage classifier using LSTM-RNNs.

problem Vehicle passage detection using complex sensor data.
method Automatic construction of a binary classifier based on LSTM-RNNs.
result Demonstrated that automatic RNN training can replace handcrafted classifiers.

Paper addresses LSTM stability for thermal systems using infinity-norm.

problem Stability of LSTM networks in thermal systems.
method Derived ISS_{\infty} condition for LSTM, developed training strategy.
result ISS_{\infty}-promoted LSTM outperforms other models in thermal system case study.

ARIMA-LSTM hybrid model predicts stock price correlation coefficients.

problem Predicting future stock price correlation coefficients for portfolio optimization.
method ARIMA-LSTM hybrid model combining ARIMA for linear tendencies and LSTM for non-linear temporal dependencies.
result ARIMA-LSTM model outperforms other models in predicting stock price correlation coefficients.

Gating units in GRUs and LSTMs create slow modes and control phase-space complexity.

problem Training challenges in RNNs due to exploding or vanishing gradients.
method Random matrix theory and mean-field theory applied to GRUs and LSTMs.
result Gates in GRUs and LSTMs lead to accumulation of slow modes and control phase-space complexity.

Improved patient risk stratification with relaxed parameter sharing in clinical time-series data.

problem Learning time-varying relationships in clinical time-series data with limited training data.
method Proposed a novel RNN formulation based on a mixture model with relaxed parameter sharing over time.
result Relaxed parameter sharing leads to improved patient risk stratification performance in settings with limited data.

Proposes ECLSTM for more accurate RUL estimation from time series data.

problem Predicting Remaining Useful Life (RUL) from multivariate time series data.
method Embedded Convolutional LSTM (ECLSTM) with automated hyperparameter optimization.
result ECLSTM outperforms state-of-the-art approaches on benchmark data sets.

Model uses RNNs to forecast similar time series groups.

problem Forecasting similar time series databases with traditional methods.
method Time series clustering and LSTM networks.
result Outperforms baseline LSTM model and other methods in forecasting competitions.

Proposes POPQORN to quantify robustness of RNNs, including LSTMs and GRUs.

problem Vulnerability to adversarial attacks in recurrent neural networks.
method Develops POPQORN, a general algorithm to quantify robustness of RNNs.
result Demonstrates effectiveness on different network architectures and shows insights from robustness quantification on individual steps.

Study compares LSTM and Transformer models in financial time series prediction.

problem Comparing LSTM and Transformer models for financial time series prediction.
method Various LSTM-based and Transformer-based models compared on financial tasks; DLSTM and new Transformer architecture designed.
result Transformer-based models show limited advantage in absolute price sequence prediction, while LSTM-based models perform better on difference sequences.

Bayesian model predicts sequences better than LSTMs by identifying underlying rules.

problem Current RNNs struggle to generalize from limited training data and identify underlying rules in sequences.
method Bayesian model that learns underlying concepts from sequences and generalizes to new data.
result Bayesian model predicts sequences better than traditional LSTMs.