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.
Time series forecasting gets much attention due to its impact on many practical applications. Higher-order neural network with recurrent feedback is a powerful technique which used successfully for forecasting. It maintains fast learning and the ability to learn the dynamics of the series over time. For that, in this p…
Spatio-temporal RBF neural networks improve chaotic time series prediction.
Fourier methods have a long and proven track record as an excellent tool in data processing. As memory and computational constraints gain importance in embedded and mobile applications, we propose to combine Fourier methods and recurrent neural network architectures. The short-time Fourier transform allows us to effici…
We present a deep learning model, DE-LSTM, for the simulation of a stochastic process with an underlying nonlinear dynamics. The deep learning model aims to approximate the probability density function of a stochastic process via numerical discretization and the underlying nonlinear dynamics is modeled by the Long Shor…
Time series forecasting is one of the challenging problems for humankind. Traditional forecasting methods using mean regression models have severe shortcomings in reflecting real-world fluctuations. While new probabilistic methods rush to rescue, they fight with technical difficulties like quantile crossing or selectin…
Global models outperform univariate benchmarks in complex time series forecasting.
Enhanced fuzzy system predicts chaotic time series with improved accuracy.