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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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21436485 · Jun 202019922001200920172026
48 results for LSTM autoencoders

Analyze and predict complex 3D shape deformations using LSTM autoencoders and oriented bounding boxes.

problem Detecting and predicting patterns in sequences of deforming 3D shapes.
method Use LSTM autoencoders to create low-dimensional representations of 3D shapes, incorporating oriented bounding boxes for structural components.
result The method detects patterns in plastic deformation and predicts future states of 3D shapes with improved accuracy.

Framework predicts implied volatility surface without arbitrage.

problem Predicting implied volatility surface without static arbitrage.
method Two-step framework: feature selection and deep neural network (DNN) construction.
result DNN model for surface construction removes static arbitrage and reduces prediction error.

We improve a graph generation model to accurately recover Barabási-Albert graph parameters.

problem Recover Barabási-Albert graph parameters from graph data.
method Use a disentanglement-focused deep autoencoding framework with a sequential LSTM decoder trained on graph data.
result Successfully recover Barabási-Albert graph parameters.

New method reduces DSI complexity using RAE and LSTM for better posterior predictions.

problem Reducing complexity in data-space inversion for subsurface flow simulations.
method Recurrent Autoencoder (RAE) for dimension reduction and LSTM for flow-rate time series representation.
result RAE-based parameterization outperforms existing DSI treatments in statistical agreement with reference results.

A new autoencoder combines deep learning with SVD to reduce model complexity.

problem Overcoming the Kolmogorov barrier in high-dimensional systems.
method Learnable weighted hybrid autoencoder combining SVD and deep learning.
result Empirically, the model exhibits a sharpness thousands of times smaller than other models.

Proposes an ensemble framework combining VAE, Transformer, and LSTM for stock price prediction.

problem Predicting stock prices with high accuracy and reliability.
method Combines VAE, Transformer, and LSTM models to capture both linear and non-linear relationships in stock price movements.
result The ensemble framework outperforms individual models and classical methods in stock price prediction accuracy.

DeepLINK-T uses deep learning and knockoffs for time series data.

problem Interpreting and reproducible deep learning models for high-dimensional time series data.
method Combines deep learning with knockoffs for FDR control in feature selection for time series models.
result DeepLINK-T effectively controls FDR while demonstrating superior feature selection for high-dimensional longitudinal time series data.

Second-order methods for neural network optimization have several advantages over methods based on first-order gradient descent, including better scaling to large mini-batch sizes and fewer updates needed for convergence. But they are rarely applied to deep learning in practice because of high computational cost and th…

2017-12-20abs ↗pdf ↗

RegPred Net forecasts foreign exchange rates with improved accuracy and interpretability.

problem Multi-step forecasting of Foreign Exchange (FX) rates.
method Bayesian optimization for hyperparameter tuning of a multi-layered regression network.
result RegPred Net significantly outperforms other models in terms of RMSE and correlation metrics.

The problem of video frame prediction has received much interest due to its relevance to many computer vision applications such as autonomous vehicles or robotics. Supervised methods for video frame prediction rely on labeled data, which may not always be available. In this paper, we provide a novel unsupervised deep-l…

2019-08-28abs ↗pdf ↗

Proposes a model combining difference-attention and error-correction LSTMs for improved time series prediction.

problem Improving accuracy in time series prediction.
method Combines difference-attention LSTM and error-correction LSTM in a cascade approach.
result Improves prediction accuracy in time series.

Simplified LSTM models improve sentiment analysis on Twitter debate data.

problem Performing sentiment analysis on long sequence data from Twitter debates.
method Developed six parameter-reduced LSTM models (slim LSTM) for faster training and reduced computational cost.
result Slim LSTM models outperform standard LSTM model in sentiment analysis of GOP Debate Twitter dataset.

Long short-term memory (LSTM) has been widely used for sequential data modeling. Researchers have increased LSTM depth by stacking LSTM cells to improve performance. This incurs model redundancy, increases run-time delay, and makes the LSTMs more prone to overfitting. To address these problems, we propose a hidden-laye…

2018-05-30abs ↗pdf ↗

We present two simple ways of reducing the number of parameters and accelerating the training of large Long Short-Term Memory (LSTM) networks: the first one is "matrix factorization by design" of LSTM matrix into the product of two smaller matrices, and the second one is partitioning of LSTM matrix, its inputs and stat…

2017-03-31abs ↗pdf ↗

MTS-CycleGAN adapts multivariate time series data for ironmaking industry.

problem Creating a domain invariant dataset from multivariate time series data of different blast furnaces.
method Adversarial-based deep mapping learning network (CycleGAN) with LSTM-based AutoEncoder and discriminator.
result MTS-CycleGAN successfully translates multivariate time series data between different blast furnaces.

In this paper, we present Gamma-LSTM, an enhanced long short term memory (LSTM) unit, to enable learning of hierarchical representations through multiple stages of temporal abstractions. Gamma memory, a hierarchical memory unit, forms the central memory of Gamma-LSTM with gates to regulate the information flow into var…

2019-10-25abs ↗pdf ↗

LSTMs improve bond yield forecasting with unique signals.

problem Improving bond yield forecasting accuracy.
method Long short-term memory (LSTM) networks with sequence-to-sequence architectures and LSTM-LagLasso methodology.
result Univariate LSTM models with additional memory can achieve similar results as multivariate MLP models using exogenous information.

DALC customizes LSTM models for detectors in large-scale traffic networks.

problem Fine-grained traffic prediction for large-scale transportation networks.
method Formulated as a finite Markov decision process, introduced ALC algorithm for automatic customization, and developed DALC for distributed customization.
result DALC provides higher prediction accuracy than Apache Spark MLlib approaches.

Recurrent neural networks like long short-term memory (LSTM) are important architectures for sequential prediction tasks. LSTMs (and RNNs in general) model sequences along the forward time direction. Bidirectional LSTMs (Bi-LSTMs) on the other hand model sequences along both forward and backward directions and are gene…

2017-11-15abs ↗pdf ↗

This study provides benchmarks for different implementations of LSTM units between the deep learning frameworks PyTorch, TensorFlow, Lasagne and Keras. The comparison includes cuDNN LSTMs, fused LSTM variants and less optimized, but more flexible LSTM implementations. The benchmarks reflect two typical scenarios for au…

2018-06-05abs ↗pdf ↗

Recurrent neural networks are known for their notorious exploding and vanishing gradient problem (EVGP). This problem becomes more evident in tasks where the information needed to correctly solve them exist over long time scales, because EVGP prevents important gradient components from being back-propagated adequately …

2018-10-06abs ↗pdf ↗

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.