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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.

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0111 · Sep 201219922001200920172026
16 results for STDP

Sleep-based regularization stabilizes STDP in recurrent neural networks.

problem Pathological weight dynamics in recurrent SNNs.
method Periodic offline phases with stochastic decay and spontaneous activity.
result Sleep-based renormalization prevents weight saturation and preserves learned structure.

Neural networks have shown great potential in many applications like speech recognition, drug discovery, image classification, and object detection. Neural network models are inspired by biological neural networks, but they are optimized to perform machine learning tasks on digital computers. The proposed work explores…

2017-10-30abs ↗pdf ↗

A brain-inspired spiking Transformer reduces energy consumption and enhances interpretability.

problem Energy inefficiency and lack of interpretability in Transformer models.
method Spiking STDP Transformer using spike-timing-dependent plasticity (STDP) for self-attention.
result Achieves 94.35% and 78.08% accuracy on CIFAR-10 and CIFAR-100 datasets respectively, with 88.47% energy reduction.

Spike-timing dependent plasticity (STDP) which observed in the brain has proven to be important in biological learning. On the other hand, artificial neural networks use a different way to learn, such as Back-Propagation or Contrastive Hebbian Learning. In this work, we propose a new framework called mstdp that learn a…

2019-11-29abs ↗pdf ↗

Bio-inspired neuromorphic hardware is a research direction to approach brain's computational power and energy efficiency. Spiking neural networks (SNN) encode information as sparsely distributed spike trains and employ spike-timing-dependent plasticity (STDP) mechanism for learning. Existing hardware implementations of…

2018-09-18abs ↗pdf ↗

SNNs enhance high-frequency price spike forecasting in HFT environments.

problem Conventional financial models fail to capture fine temporal structure in high-frequency price spikes.
method Application of Spiking Neural Networks (SNNs) with hyperparameter tuning via Bayesian Optimization (BO).
result SNN models optimized with PSA achieve significantly higher cumulative returns in backtesting.