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.
Long short-term memory network outperforms seasonal model in JSE Top 40 forecasting.
EnLSTM network improves log generation from small datasets.
RNN beats Lee-Carter in forecasting mortality rates.
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 …
Method extracts knowledge from LSTM for sequence validation.
Extended LSTMs improve volatility prediction by 20%.
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 …
Stacked LSTM networks improve traffic volume forecasting.
QLSTM outperforms LSTM in predicting KSE 100 index movements.
LSTMs improve demand forecasting for e-grocery products.
Paper tackles stutter detection using deep learning.
New kernel-based models improve on traditional neural methods in sequence modeling.
We propose a max-pooling based loss function for training Long Short-Term Memory (LSTM) networks for small-footprint keyword spotting (KWS), with low CPU, memory, and latency requirements. The max-pooling loss training can be further guided by initializing with a cross-entropy loss trained network. A posterior smoothin…
Study combines CNNs and LSTMs for ECG classification, improving performance with attention mechanisms.
Paper proposes new method for time series confidence intervals using LSTM.
In this paper, we introduce a novel method to interpret recurrent neural networks (RNNs), particularly long short-term memory networks (LSTMs) at the cellular level. We propose a systematic pipeline for interpreting individual hidden state dynamics within the network using response characterization methods. The ranked …
Deep learning predicts baseball home runs with better accuracy.
Study proposes a multimodal model for cardiovascular risk prediction using EHRs.
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…
Develops deep learning model for detecting anomalies in transportation data.
NeuroMemFPP uses LSTM to estimate FPP parameters with high accuracy.
Deep learning predicts currency volatility accurately.
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 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…
In this work, we first analyze the memory behavior in three recurrent neural networks (RNN) cells; namely, the simple RNN (SRN), the long short-term memory (LSTM) and the gated recurrent unit (GRU), where the memory is defined as a function that maps previous elements in a sequence to the current output. Our study show…
Improved LSTM cell for high-frequency trading forecasts.
Multivariate techniques based on engineered features have found wide adoption in the identification of jets resulting from hadronic top decays at the Large Hadron Collider (LHC). Recent Deep Learning developments in this area include the treatment of the calorimeter activation as an image or supplying a list of jet con…
New models improve language generation by sharing intermediate states.
This paper improves radar performance against jammers using RL.
LSTM-MDNs improve risk forecasting during turbulent periods.
Intense volatility in financial markets affect humans worldwide. Therefore, relatively accurate prediction of volatility is critical. We suggest that massive data sources resulting from human interaction with the Internet may offer a new perspective on the behavior of market participants in periods of large market move…
It is a well-known fact that adding noise to the input data often improves network performance. While the dropout technique may be a cause of memory loss, when it is applied to recurrent connections, Tikhonov regularization, which can be regarded as the training with additive noise, avoids this issue naturally, though …
Neural Turing Machines (NTMs) are an instance of Memory Augmented Neural Networks, a new class of recurrent neural networks which decouple computation from memory by introducing an external memory unit. NTMs have demonstrated superior performance over Long Short-Term Memory Cells in several sequence learning tasks. A n…
LSTM neural networks improve fiber nonlinearities in coherent systems.
LSTMs improve bond yield forecasting with unique signals.
Neural networks predict airport passenger behavior using WiFi traces.
In this paper, a taxonomy for memory networks is proposed based on their memory organization. The taxonomy includes all the popular memory networks: vanilla recurrent neural network (RNN), long short term memory (LSTM ), neural stack and neural Turing machine and their variants. The taxonomy puts all these networks und…
We present our first efforts in building an automatic speech recognition system for Somali, an under-resourced language, using 1.57 hrs of annotated speech for acoustic model training. The system is part of an ongoing effort by the United Nations (UN) to implement keyword spotting systems supporting humanitarian relief…
Although deep learning models have proven effective at solving problems in natural language processing, the mechanism by which they come to their conclusions is often unclear. As a result, these models are generally treated as black boxes, yielding no insight of the underlying learned patterns. In this paper we conside…
Paper presents methods to create stock price confidence intervals using LSTM models.
Develops LSTM for predicting neuronal dynamics over long time-horizons.
Simplified LSTM models improve sentiment analysis on Twitter debate data.
Motivated by the need to automate medical information extraction from free-text radiological reports, we present a bi-directional long short-term memory (BiLSTM) neural network architecture for modelling radiological language. The model has been used to address two NLP tasks: medical named-entity recognition (NER) and …
Graph neural networks improve volatility forecasts and portfolio performance.
Novel LSTM network predicts pulsar timing residuals with few-shot data.
Many different classification tasks need to manage structured data, which are usually modeled as graphs. Moreover, these graphs can be dynamic, meaning that the vertices/edges of each graph may change during time. Our goal is to jointly exploit structured data and temporal information through the use of a neural networ…
Long Short-Term Memory (LSTM) is a recurrent neural network (RNN) architecture that has been designed to address the vanishing and exploding gradient problems of conventional RNNs. Unlike feedforward neural networks, RNNs have cyclic connections making them powerful for modeling sequences. They have been successfully u…
PDGM uses neural nets to solve complex financial equations.