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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.

169,051 papers · 148 categories

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0.7%1.3%2.0%2.7% · Sep 201819922001200920182026
48 results for Nested LSTM

LSTMs and GRUs are the most common recurrent neural network architectures used to solve temporal sequence problems. The two architectures have differing data flows dealing with a common component called the cell state (also referred to as the memory). We attempt to enhance the memory by presenting a modification that w…

2018-08-04abs ↗pdf ↗

FLDCRF improves sequence labeling performance with latent dynamics interactions.

problem Sequence labeling with improved performance and latent dynamics interactions.
method Factored Latent-Dynamic Conditional Random Fields (FLDCRF) with multiple latent dynamics interactions.
result FLDCRF outperforms state-of-the-art models across multiple datasets.

Study cobordisms of nested manifolds and their invariants.

problem Understanding cobordisms of nested manifolds and their invariants.
method Identify a nested analog of the Pontryagin-Thom construction and find spaces homotopy equivalent to nested Pontryagin-Thom spaces.
result Discover nested cobordism invariants and provide an alternative proof of Wall's splitting result.

HANET combines LSTM and attention mechanisms for better financial forecasting.

problem Lack of distinct macroeconomic regimes in financial datasets.
method Hierarchical Cross-Attention mechanism integrating long-run macro contexts with high-frequency market dynamics.
result HANET outperforms neural forecasters, especially during turbulent periods.

Quantum algorithm speeds up nested expectation estimation by nearly quadratically.

problem Estimating repeatedly nested expectations with quantum computing.
method Proposes a quantum algorithm achieving nearly quadratic speedup over classical methods.
result Achieves nearly quadratic speedup for RNEs, up to logarithmic factors.

Improved nested simulation for financial risk measurement.

problem Efficiently estimating nested risk measures in financial engineering.
method Reusing inner simulation outputs to improve efficiency and accuracy.
result The proposed approach outperforms standard nested simulation and regression methods.

Let R be an o-minimal expansion of the real field, and let L(R) be the language consisting of all nested Rolle leaves over R. We call a set nested subpfaffian over R if it is the projection of a boolean combination of definable sets and nested Rolle leaves over R. Assuming that R admits analytic cell decomposition, we …

2006-02-09abs ↗pdf ↗

Many problems in machine learning and statistics involve nested expectations and thus do not permit conventional Monte Carlo (MC) estimation. For such problems, one must nest estimators, such that terms in an outer estimator themselves involve calculation of a separate, nested, estimation. We investigate the statistica…

2017-09-18abs ↗pdf ↗

Nested model averaging improves high-dimensional linear regression performance.

problem High-dimensional linear regression with predictor ordering impact.
method Combining model averaging with regularized estimators on the solution path.
result Nested model averaging with lasso and SLOPE outperforms competing methods.

Gradient-guided nested sampling improves posterior inference efficiency.

problem Efficiently sampling from complex posterior distributions.
method Gradient-guided nested sampling combining differentiable programming, Hamiltonian slice sampling, clustering, mode separation, dynamic nested sampling, and parallelization.
result Significantly faster mode discovery and more accurate partition function estimates.

Nested Slice Sampling accelerates Nested Sampling for GPU acceleration.

problem Challenging inference for complex, multimodal targets.
method Vectorized Nested Slice Sampling using Hit-and-Run Slice Sampling.
result NSS maintains accurate evidence estimates and high-quality posterior samples, robust on multimodal problems.

New discrete cobordism category for nested manifolds and relations to algebraic structures.

problem Discrete cobordism category for nested manifolds.
method Stratified Morse theory, Cyl-objects, doubling construction, cylindrical bar construction.
result Relations between Cyl-objects and algebraic structures like Temperley-Lieb algebras.

NEST optimizes deep learning training by placing devices efficiently across networks and memory.

problem Inefficient device placement in distributed deep learning leads to high communication and memory overhead.
method NEST uses network-, compute-, and memory-aware dynamic programming to optimize device placement.
result NEST achieves up to 2.43 times higher throughput and better memory efficiency.

We propose doubly nested network(DNNet) where all neurons represent their own sub-models that solve the same task. Every sub-model is nested both layer-wise and channel-wise. While nesting sub-models layer-wise is straight-forward with deep-supervision as proposed in \cite{xie2015holistically}, channel-wise nesting has…

2018-06-20abs ↗pdf ↗

New methods for estimating complex causal effects in econometrics.

problem Estimating causal parameters in short panel data models using nested nonparametric instrumental variable regression.
method Introducing techniques to limit ill-posedness in nested NPIV, providing explicit mean square rates and efficient inference.
result Explicit mean square rates for nested NPIV and efficient inference for causal parameters.

Stacked LSTM improves weather forecasting accuracy by incorporating spatial information.

problem Improving temperature prediction accuracy in weather forecasting.
method 2-layer spatio-temporal stacked LSTM model with independent LSTM models per location in the first layer and combined hidden states in the second layer.
result The stacked LSTM model outperforms single LSTM models in most cases by utilizing spatial information.

We formalize the notion of nesting probabilistic programming queries and investigate the resulting statistical implications. We demonstrate that while query nesting allows the definition of models which could not otherwise be expressed, such as those involving agents reasoning about other agents, existing systems take …

2018-03-16abs ↗pdf ↗

There is an increasing interest in estimating expectations outside of the classical inference framework, such as for models expressed as probabilistic programs. Many of these contexts call for some form of nested inference to be applied. In this paper, we analyse the behaviour of nested Monte Carlo (NMC) schemes, for w…

2016-12-03abs ↗pdf ↗

Paper tackles robust model training with a new stochastic algorithm.

problem Training robust models against data distribution shift.
method Derives a novel dual formulation and proposes a nested stochastic gradient descent algorithm.
result Establishes polynomial iteration and sample complexities for large-scale DRO problems.

EENNs improve inference efficiency but need nested prediction sets for reliable uncertainty estimates.

problem Non-nested prediction sets from standard uncertainty quantification methods in EENNs.
method Introduced anytime-valid confidence sequences (AVCSs) tailored for EENNs.
result AVCSs generate nested prediction sets across EENN exits, addressing the issue of non-nested sets.

Paper tackles robust optimization under uncertainty using nested distance.

problem Optimizing under distributionally robust uncertainty with nested distance.
method Equivalent recursive and dynamic programming reformulations for tractable optimization.
result Optimal robust policies can be found efficiently using convex optimization.

Proposes Dirichlet Simplex Nest for probabilistic modeling of various data types.

problem Modeling and inference for diverse data types.
method Probabilistic models based on Dirichlet distribution and Voronoi tessellation, with fast and accurate inference algorithms exploiting convex geometry and simplicial structure.
result Inference algorithms achieve consistency and strong error bounds across various settings and data distributions.

This paper compares LSTMs and attention mechanisms for financial time series forecasting.

problem Improving financial time series forecasting accuracy.
method Implemented an LSTM with attention mechanism and compared it to a standard LSTM.
result An LSTM with attention can outperform standalone LSTMs, but further investigation is needed.

New unbiased gradient estimators for complex optimization problems.

problem Unbiased and variance-limited gradient estimation for conditional stochastic optimization.
method Developed multilevel Monte Carlo gradient estimators for conditional stochastic optimization problems.
result Unbiased and finite variance gradient estimators for conditional stochastic optimization problems.

New estimator reduces nested expectation estimation costs.

problem Estimating repeatedly nested expectations is computationally expensive.
method Recursive Estimator for Arbitrary Depth (READ) using randomized multilevel Monte Carlo.
result Optimal computational cost of O(ε^(-2)) for every fixed D.

LSTM-FCN and ALSTM-FCN improve time series classification performance.

problem Improving time series classification performance.
method Ablation tests on LSTM-FCN and ALSTM-FCN, comparing z-normalizing techniques, dimension shuffle impact, and GRU replacement.
result LSTM and FCN blocks perform better together, and z-normalizing the whole dataset is more effective.

DeepBlip estimates treatment effects over time using neural networks.

problem Estimating treatment effects over time with interpretable blip effects.
method DeepBlip uses a novel double optimization trick to enable simultaneous learning of blip functions with sequential neural networks.
result DeepBlip achieves state-of-the-art performance across various clinical datasets.

We show that deliberately introducing a nested simulation stage can lead to significant variance reductions when comparing two stopping times by Monte Carlo. We derive the optimal number of nested simulations and prove that the algorithm is remarkably robust to misspecifications of this number. The method is applied to…

2014-02-02abs ↗pdf ↗

Nested dichotomies are used as a method of transforming a multiclass classification problem into a series of binary problems. A tree structure is induced that recursively splits the set of classes into subsets, and a binary classification model learns to discriminate between the two subsets of classes at each node. In …

2018-09-08abs ↗pdf ↗

A system of nested dichotomies is a method of decomposing a multi-class problem into a collection of binary problems. Such a system recursively applies binary splits to divide the set of classes into two subsets, and trains a binary classifier for each split. Many methods have been proposed to perform this split, each …

2018-09-08abs ↗pdf ↗