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.
Model combines long-term and short-term memory using conceptors.
QLSTM outperforms LSTM in predicting KSE 100 index movements.
Long short-term memory network outperforms seasonal model in JSE Top 40 forecasting.
Recurrent neural networks (RNN) are at the core of modern automatic speech recognition (ASR) systems. In particular, long-short term memory (LSTM) recurrent neural networks have achieved state-of-the-art results in many speech recognition tasks, due to their efficient representation of long and short term dependencies …
We focus on emergence of the power-law cross-correlations from processes with both short and long term memory properties. In the case of correlated error-terms, the power-law decay of the cross-correlation function comes automatically with the characteristics of separate processes. Bivariate Hurst exponent is then equa…
EnLSTM network improves log generation from small datasets.
Extended LSTMs improve volatility prediction by 20%.
We study the long-term memory in diverse stock market indices and foreign exchange rates using the Detrended Fluctuation Analysis(DFA). For all daily and high-frequency market data studied, no significant long-term memory property is detected in the return series, while a strong long-term memory property is found in th…
Deep learning predicts baseball home runs with better accuracy.
New method combines long-memory reservoirs for accurate dengue forecasting from short data.
Much sequential data exhibits highly non-uniform information distribution. This cannot be correctly modeled by traditional Long Short-Term Memory (LSTM). To address that, recent works have extended LSTM by adding more activations between adjacent inputs. However, the approaches often use a fixed depth, which is at the …
LSTMs improve demand forecasting for e-grocery products.
Fully convolutional neural networks (FCN) have been shown to achieve state-of-the-art performance on the task of classifying time series sequences. We propose the augmentation of fully convolutional networks with long short term memory recurrent neural network (LSTM RNN) sub-modules for time series classification. Our …
Cryptocurrency prices predicted using LSTM, SVM, and polynomial regression.
Stacked LSTM networks improve traffic volume forecasting.
NeuroMemFPP uses LSTM to estimate FPP parameters with high accuracy.
LEM efficiently models long-term sequences with gradients.
The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict the next-day Closing price (one step ahead). Based on a four-step approach, this …
Recurrent Neural Networks (RNN), Long Short-Term Memory Networks (LSTM), and Memory Networks which contain memory are popularly used to learn patterns in sequential data. Sequential data has long sequences that hold relationships. RNN can handle long sequences but suffers from the vanishing and exploding gradient probl…
Paper uses AI methods to forecast Bitcoin prices.
Paper proposes new method for time series confidence intervals using LSTM.
The paper uses HMM and LSTM for stock market trend analysis.
We introduce a general method to extract knowledge from a recurrent neural network (Long Short Term Memory) that has learnt to detect if a given input sequence is valid or not, according to an unknown generative automaton. Based on the clustering of the hidden states, we explain how to build and validate an automaton t…
We have applied a Long Short-Term Memory neural network to model S&P 500 volatility, incorporating Google domestic trends as indicators of the public mood and macroeconomic factors. In a held-out test set, our Long Short-Term Memory model gives a mean absolute percentage error of 24.2%, outperforming linear Ridge/Lasso…
Learning and adapting to new distributions or learning new tasks sequentially without forgetting the previously learned knowledge is a challenging phenomenon in continual learning models. Most of the conventional deep learning models are not capable of learning new tasks sequentially in one model without forgetting the…
Simplified LSTM models improve sentiment analysis on Twitter debate data.
Financial trading is at the forefront of time-series analysis, and has grown hand-in-hand with it. The advent of electronic trading has allowed complex machine learning solutions to enter the field of financial trading. Financial markets have both long term and short term signals and thus a good predictive model in fin…
Deep learning predicts currency volatility accurately.
In this paper we outline initial concepts for an immune inspired algorithm to evaluate price time series data. The proposed solution evolves a short term pool of trackers dynamically through a process of proliferation and mutation, with each member attempting to map to trends in price movements. Successful trackers fee…
Event-driven features improve forex price prediction accuracy.
Research uses SWT and BDLSTM to forecast stock and oil prices amid COVID-19.
Paper presents methods to create stock price confidence intervals using LSTM models.
With deep learning approaches becoming state-of-the-art in many speech (as well as non-speech) related machine learning tasks, efforts are being taken to delve into the neural networks which are often considered as a black box. In this paper it is analyzed how recurrent neural network (RNNs) cope with temporal dependen…
Action recognition has attracted increasing attention from RGB input in computer vision partially due to potential applications on somatic simulation and statistics of sport such as virtual tennis game and tennis techniques and tactics analysis by video. Recently, deep learning based methods have achieved promising per…
Long and short memory in economic processes is usually described by the so-called discrete fractional differencing and fractional integration. We prove that the discrete fractional differencing and integration are the Grunwald-Letnikov fractional differences of non-integer order d. Equations of ARIMA(p,d,q) and ARFIMA(…
In this paper, we present the results of Monte Carlo simulations for two popular techniques of long-range correlations detection - classical and modified rescaled range analyses. A focus is put on an effect of different distributional properties on an ability of the methods to efficiently distinguish between short and …
Study proposes a multimodal model for cardiovascular risk prediction using EHRs.
NANSDE-Net models time series with memory using neural ARMA-type noise.
We introduce for the first time the utilization of Long short-term memory (LSTM) neural network architectures for the compensation of fiber nonlinearities in digital coherent systems. We conduct numerical simulations considering either C-band or O-band transmission systems for single channel and multi-channel 16-QAM mo…
Deep learning models improve stock portfolio performance.
LSTMs improve bond yield forecasting with unique signals.
Deep learning model predicts wind-wave relationship.
Improved LSTM cell for high-frequency trading forecasts.
Long Short-Term Memory networks trained with gradient descent and back-propagation have received great success in various applications. However, point estimation of the weights of the networks is prone to over-fitting problems and lacks important uncertainty information associated with the estimation. However, exact Ba…
LSTM predicts COVID-19 growth patterns from global data.
Recurrent neural network (RNN) language models (LMs) and Long Short Term Memory (LSTM) LMs, a variant of RNN LMs, have been shown to outperform traditional N-gram LMs on speech recognition tasks. However, these models are computationally more expensive than N-gram LMs for decoding, and thus, challenging to integrate in…
Time series data constitutes a distinct and growing problem in machine learning. As the corpus of time series data grows larger, deep models that simultaneously learn features and classify with these features can be intractable or suboptimal. In this paper, we present feature learning via long short term memory (LSTM) …
Stuttering is a speech impediment affecting tens of millions of people on an everyday basis. Even with its commonality, there is minimal data and research on the identification and classification of stuttered speech. This paper tackles the problem of detection and classification of different forms of stutter. As oppose…