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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.

169,181 papers · 148 categories

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35810 · Apr 202019922001200920182026
48 results for LSTM-networks

Tree-based LSTM improves sequential regression with missing data.

problem Regression for variable-length sequential data with missing samples.
method Tree architecture of LSTM networks, selecting LSTM networks based on presence-pattern of previous inputs.
result Significant performance improvements on financial and real-life datasets.

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 ↗

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.

Novel LSTM network predicts pulsar timing residuals with few-shot data.

problem Predicting pulsar timing residuals with limited data.
method Long Short-Term Memory (LSTM) network optimized with model-agnostic meta-learning and particle swarm optimization.
result Robust generalization and accurate predictions across high-frequency test domains with minimal data.

Unified statistical framework for LSTM model selection.

problem Model selection and hyperparameter tuning in LSTM networks is heuristic and computationally expensive.
method Proposes a statistical framework extending classical model selection ideas to LSTM networks.
result Improved performance of the proposed framework demonstrated on biomedical data.

Paper shows comparing single performance scores is insufficient for non-deterministic systems, proposing to compare score distributions.

problem Insufficient comparison of non-deterministic sequence tagging systems.
method Compare score distributions based on multiple executions of LSTM-networks.
result LSTM-networks produce superior and more stable performance when compared using score distributions.

New activation function BrownianReLU improves LSTM network performance on financial time series.

problem Gradient instability in noisy financial time series data.
method Introduces BrownianReLU, a stochastic activation function based on Brownian motion.
result Significantly improved predictive accuracy and generalization on financial datasets.

Enhanced LSTM with multiple kernels and attention improves video action recognition.

problem Improving motion understanding in video analysis.
method Proposed a Network-in-LSTM approach with multiple convolutional kernels and layers, and an attention-based mechanism.
result Improves accuracy in supervised classification on UCF-101 and Sports-1M datasets.

Symbolic LSTM improves time series forecasting by reducing hyperparameter sensitivity.

problem High sensitivity to hyperparameters and random initialization in numerical time series forecasting.
method Combining LSTM with a dimension-reducing symbolic representation.
result Symbolic representation alleviates forecasting problems and speeds up training.

Deep neural networks predict electricity consumption accurately.

problem Predicting future electricity consumption for better management.
method Used Recurrent Neural Networks (RNN) and Long Short Term Memory (LSTM) networks to predict electricity consumption based on past data.
result Both RNN and LSTM achieved an average Root Mean Square error of 0.1.

LSTM model predicts stock prices with high accuracy in stable sectors but struggles with volatile ones.

problem Predicting stock prices in emerging markets with limited data.
method Developed and evaluated an LSTM network on historical OHLCV data and technical indicators.
result Strong predictive performance (R2>0.87R^2 > 0.87) for stable sectors, but challenges for volatile ones.

A framework for clustering evolving high-dimensional data using LSTM networks.

problem Clustering evolving high-dimensional data with temporal evolution patterns.
method LSTM-ESCM framework exploiting self-expressive trait and LSTM networks.
result The proposed algorithm outperforms other methods in terms of run time and accuracy.

LSTM improves cross-network recommendations by capturing user preference changes and irregular time intervals.

problem Offline cross-network recommender solutions fail to capture user preference changes and dynamic environments.
method Proposes a multi-layered LSTM network with attention mechanisms, higher order interactions, and time-aware gates.
result The model consistently outperforms state-of-the-art in accuracy, diversity, and novelty.

LSTM model predicts rainfall runoff with high temporal resolution.

problem Accurate and efficient rainfall runoff simulations for flood risk management.
method Data-driven rainfall runoff model using Long-short-Term-Memory (LSTM) networks.
result LSTM model achieves high-resolution discharge predictions with improved performance.

Paper combines LSTM and Random Forest for better stock market predictions.

problem Improving stock market trading predictions by integrating technical and fundamental data.
method Integrates LSTM networks with Random Forest algorithms using financial and microeconomic data.
result Hybrid approach outperforms traditional methods combining both technical and fundamental variables.

Paper explores activity recognition and prediction in real homes using sensor data and video.

problem Improving accuracy of activity recognition and prediction in real home environments.
method Binary sensor data, depth video data, field trial, probabilistic methods, LSTM networks, transfer learning, IIR filter.
result Achieved good accuracy in predicting next sensor event and its mean time of occurrence using LSTM model.

Tikhonov regularization improves LSTM network performance without dropout issues.

problem Improving LSTM network performance without dropout-induced memory loss.
method Derives a Tikhonov regularizer for LSTM networks, considering interactions between weights.
result Proposes a regularizer with three parameters for LSTM networks, maintaining stability during training.

Deep learning improves Hurst parameter estimation for fractional processes.

problem Estimating the Hurst parameter in fractional stochastic processes.
method Training Long Short-Term Memory (LSTM) networks on extensive datasets of fBm, fOU, and lfsm processes.
result LSTM outperforms traditional methods in fBm and fOU processes but has limited accuracy on lfsm.

The study uses LSTM and random forests to forecast stock price movements for intraday trading.

problem Forecasting directional movements of stock prices for intraday trading.
method Employed random forests and LSTM networks to analyze S&P 500 constituent stocks.
result Multi-feature setting provided higher daily returns (0.64% using LSTM, 0.54% using random forests) compared to single-feature setting.

Study predicts stock transaction durations using LSTM and attention mechanism.

problem Estimating the probability density function of transaction durations in financial markets.
method Proposes a hybrid model combining LSTM networks and attention mechanism to extend ACD model.
result Demonstrates superior performance of the hybrid model on large-scale financial data.

Predicts hard disk failure with LSTM networks.

problem Improving system reliability of backend data servers.
method Deep LSTM Network for pattern recognition, hyper-parameter tuning, feature extraction, online predictions.
result Average precision of 0.8435 in predicting disk failure 10 days in advance.

Paper benchmarks Bengali language classification tasks using MConv-LSTM network.

problem Lack of computational resources for NLP tasks in under-resourced languages like Bengali.
method Built three datasets, BengFastText word embeddings, and MConv-LSTM network for hate speech detection, document classification, and sentiment analysis.
result BengFastText yields up to 92.30%, 82.25%, and 90.45% F1-scores in document classification, sentiment analysis, and hate speech detection respectively.

A new DRL system using LSTM improves stock trading performance.

problem Adapting DRL to financial data with low signal-to-noise ratios.
method Cascaded LSTM networks for feature extraction and reinforcement learning.
result Our model outperforms previous models in cumulative returns and Sharp ratio.

This paper classifies tweets into positive and negative sentiments using distributed word and sentence representations.

problem Classifying tweets into positive and negative sentiments.
method Used distributed representations of words and sentences, and LSTM and CNN networks for classification.
result Achieved accuracies as high as 81%.

Survey on LSTM-based anomaly detection for technical systems.

problem Detect anomalies in technical systems due to complex dynamics.
method Use LSTM networks and other AI techniques to detect anomalies considering temporal and contextual characteristics.
result Demonstrates the potential of LSTM networks and graph-based approaches for anomaly detection.

Convolutional LSTM networks outperform GRU in EEG seizure detection.

problem Seizure detection in EEG signals.
method Comparison of LSTM and GRU units, hybrid CNN-RNN architecture, various initialization and regularization methods.
result Convolutional LSTM networks achieve 30% sensitivity at 6 false alarms per 24 hours.