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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.

168,978 papers · 148 categories

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13253850 · Oct 201919922001200920172026
48 results for Semantic ANN

System identifies and responds to help queries in personal assistants.

problem Difficulty in remembering command structures for various tasks in personal assistants.
method Proposes a C-BiLSTM based classifier and semantic ANN module to detect and respond to help queries.
result System outperforms other approaches in returning relevant responses for help queries.

Bayesian EnKF improves sentence comprehension uncertainty modeling.

problem Uncertainty in human language comprehension, especially with ambiguous inputs.
method Bayesian framework using ensemble Kalman filter (EnKF) for uncertainty quantification.
result Enhanced model's ability to approximate human cognitive processing with linguistic ambiguities.

Activities in reinforcement learning (RL) revolve around learning the Markov decision process (MDP) model, in particular, the following parameters: state values, V; state-action values, Q; and policy, pi. These parameters are commonly implemented as an array. Scaling up the problem means scaling up the size of the arra…

2018-07-23abs ↗pdf ↗

Study compares ANN and GARCH models for volatility prediction across sectors.

problem Comparing ANN and GARCH models for volatility prediction.
method Examined five sectors with low, medium, and high volatility, using three GARCH specifications and three ANN architectures.
result ANN model performs better for low volatility, GARCH for medium and high.

Study examines adversarial robustness of ANN variants, revealing differences in black-box settings.

problem Adversarial robustness of alternative neural network architectures.
method Analysis of conventional, stochastic ANNs, and SNNs across three datasets; experiments in white-box and black-box settings.
result Stochastic ANNs are more robust than conventional ANNs in black-box settings, especially with surrogate attacks.

New method converts ANN gates to SNNs with AMOS neurons for improved image classification.

problem Efficiently converting ANN gates to SNNs for neuromorphic hardware.
method Introducing AMOS conversion for gates in ANNs, improving accuracy and throughput.
result Improved accuracy of SNNs for ImageNet from 74.60% to 80.97%.

Improved ANN-based Monte Carlo simulation for Higgs decay events.

problem Accurate simulation of Higgs boson decay events.
method Monte Carlo simulation using an Artificial Neural Network (ANN) with improved training algorithm.
result The ANN simulation of Higgs decay is within 0.7% of the true value and achieves 26% unweighting efficiency.

Artificial neural networks (ANNs) have very successfully been used in numerical simulations for a series of computational problems ranging from image classification/image recognition, speech recognition, time series analysis, game intelligence, and computational advertising to numerical approximations of partial differ…

2018-09-07abs ↗pdf ↗

ANNs solve financial option valuation problems without numerical methods.

problem Valuation of European and American financial options.
method Unsupervised learning with artificial neural networks (ANNs) for solving PDEs.
result ANNs accurately compute option values for various stock scenarios.

ANN improves option pricing models by calibrating parameters faster and more accurately.

problem Calibration of GARCH-type option pricing models is computationally intensive and model-dependent.
method Trained ANN models on Monte Carlo simulation data to calibrate GARCH parameters.
result ANN outperforms traditional methods in calibration speed and accuracy.

New method converts conventional ANNs to SNNs with minimal loss and efficiency.

problem Difficulty in training SNNs directly from conventional ANNs due to discreteness.
method Proposes a novel pipeline combining threshold balance and soft-reset mechanisms for efficient conversion.
result Achieves almost no accuracy loss with only 1/10 of typical SNN simulation time.

Efficient ANN search for sparse embeddings in ads targeting.

problem Efficiently searching near neighbors in sparse data for applications like ads targeting.
method Graph-based ANN algorithms (HNSW, chi-square two-tower model, Sign Cauchy Projections).
result Sparse embeddings and ANN algorithms improve efficiency in EBR applications.

A new multilabel classification framework improves ANN search performance.

problem Efficiently finding approximate nearest neighbors in large datasets.
method Formulated ANN search as a multilabel classification problem, using partitioning classifiers.
result Natural classifier leads to strictly improved performance in ANN search.

In this paper, we propose the exponential Levy neural network (ELNN) for option pricing, which is a new non-parametric exponential Levy model using artificial neural networks (ANN). The ELNN fully integrates the ANNs with the exponential Levy model, a conventional pricing model. So, the ELNN can improve ANN-based model…

2018-02-19abs ↗pdf ↗

Novel PairNet speeds up ANN training with fast hyperparameter optimization.

problem Slow training of traditional ANNs with many hyperparameters.
method Partition inputs into subspaces, optimize hyperparameters via linear equations, train local PairNets in subspaces.
result PairNet achieves higher speeds and lower MSEs than traditional ANNs.

Study compares LSTM and ANN architectures for forex prediction, finding ANN more efficient.

problem Forex time series prediction efficiency and resource usage.
method Comparison of Long Short-Term Memory (LSTM) and specialized ANN architectures.
result Specialized ANN architecture performs better with fewer resources and faster execution.

ANNs overcome curse of dimensionality for heat equation uniform errors.

problem Approximating high-dimensional heat equations with neural networks.
method Developed techniques to estimate uniform LL^\infty-error.
result ANNs' parameters grow polynomially with dimension and precision.

Study compares forecasting models for European financial markets and cryptocurrencies, finding hybrid ETS-ANN model best.

problem Challenges in predicting financial market fluctuations and cryptocurrency prices.
method Comparative analysis of ARIMA, hybrid ETS-ANN, and kNN models on European financial markets and cryptocurrency data.
result Hybrid ETS-ANN model performs best over extended periods, with moderate accuracy.

ANNs predict SAFARI-1 neutron fluxes with uncertainties.

problem Uncertainty quantification in ANN predictions for SAFARI-1.
method Deep Neural Networks (DNNs) with Monte Carlo Dropout (MCD) and Bayesian Neural Networks (BNN VI) for uncertainty quantification.
result Uncertainty bands envelop noisy measurement data points, indicating good prediction and generalization.

Deep learning models predict chaotic Lorenz 96 system accurately.

problem Predicting short-term and long-term statistics of a multi-scale chaotic system.
method Reservoir computing (RC-ESN), ANN, RNN-LSTM.
result RC-ESN outperforms ANN and RNN-LSTM for short-term prediction.

This study evaluates methods for constructing prediction intervals with neural networks.

problem Lack of confidence measures in neural network predictions limits their applicability.
method Two-step experiment using bootstrapping and conformal inference methods.
result Cross-conformal method provides best performance with reasonable computational burden.

Enhanced Particle Swarm Optimization improves ANN classification accuracy and stability.

problem Improving classification accuracy of ANN models.
method Proposes an enhanced Particle Swarm Optimization for ANN training.
result Significant improvement in classification accuracy through stability analysis.

The paper monitors artificial neural networks using embeddings and multivariate control charts.

problem Ensuring the stability of artificial neural networks during deployment.
method Monitoring the latent feature representation (embedding) of ANN outputs using multivariate control charts based on data depth and ranks.
result The proposed method effectively detects nonstationary data streams in ANN outputs.