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.
Model combines long-term and short-term memory using conceptors.
QLSTM outperforms LSTM in predicting KSE 100 index movements.
Long short-term memory network outperforms seasonal model in JSE Top 40 forecasting.
We focus on emergence of the power-law cross-correlations from processes with both short and long term memory properties. In the case of correlated error-terms, the power-law decay of the cross-correlation function comes automatically with the characteristics of separate processes. Bivariate Hurst exponent is then equa…
ENRNN uses eigenvalue normalization for short-term memory in RNNs.
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 …
EnLSTM network improves log generation from small datasets.
Method extracts knowledge from LSTM for sequence validation.
The extension of deep learning towards temporal data processing is gaining an increasing research interest. In this paper we investigate the properties of state dynamics developed in successive levels of deep recurrent neural networks (RNNs) in terms of short-term memory abilities. Our results reveal interesting insigh…
Deep learning predicts baseball home runs with better accuracy.
Extended LSTMs improve volatility prediction by 20%.
Much sequential data exhibits highly non-uniform information distribution. This cannot be correctly modeled by traditional Long Short-Term Memory (LSTM). To address that, recent works have extended LSTM by adding more activations between adjacent inputs. However, the approaches often use a fixed depth, which is at the …
LSTMs improve demand forecasting for e-grocery products.
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 …
Cryptocurrency prices predicted using LSTM, SVM, and polynomial regression.
Stacked LSTM networks improve traffic volume forecasting.
We study the long-term memory in diverse stock market indices and foreign exchange rates using the Detrended Fluctuation Analysis(DFA). For all daily and high-frequency market data studied, no significant long-term memory property is detected in the return series, while a strong long-term memory property is found in th…
We introduce a Vasicek-type short rate model which has two additional parameters representing memory effect. This model presents better results in yield curve fitting than the classical Vasicek model. We derive closed-form expressions for the prices of bonds and bond options. Though the model is non-Markov, there exist…
Learning and adapting to new distributions or learning new tasks sequentially without forgetting the previously learned knowledge is a challenging phenomenon in continual learning models. Most of the conventional deep learning models are not capable of learning new tasks sequentially in one model without forgetting the…
Paper uses AI methods to forecast Bitcoin prices.
With deep learning approaches becoming state-of-the-art in many speech (as well as non-speech) related machine learning tasks, efforts are being taken to delve into the neural networks which are often considered as a black box. In this paper it is analyzed how recurrent neural network (RNNs) cope with temporal dependen…
Paper proposes new method for time series confidence intervals using LSTM.
The paper uses HMM and LSTM for stock market trend analysis.
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…
New method combines long-memory reservoirs for accurate dengue forecasting from short data.
We investigated distributions of short term price trends for high frequency stock market data. A number of trends as a function of their lengths was measured. We found that such a distribution does not fit to results following from an uncorrelated stochastic process. We proposed a simple model with a memory that gives …
Research uses SWT and BDLSTM to forecast stock and oil prices amid COVID-19.
NeuroMemFPP uses LSTM to estimate FPP parameters with high accuracy.
LSTMs improve bond yield forecasting with unique signals.
Deep learning predicts currency volatility accurately.
Event-driven features improve forex price prediction accuracy.
Extended LSTM improves language modeling performance.
Paper presents methods to create stock price confidence intervals using LSTM models.
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…
In this paper we outline initial concepts for an immune inspired algorithm to evaluate price time series data. The proposed solution evolves a short term pool of trackers dynamically through a process of proliferation and mutation, with each member attempting to map to trends in price movements. Successful trackers fee…
The ability to look multiple times through a series of pose-adjusted glimpses is fundamental to human vision. This critical faculty allows us to understand highly complex visual scenes. Short term memory plays an integral role in aggregating the information obtained from these glimpses and informing our interpretation …
Study combines CNNs and LSTMs for ECG classification, improving performance with attention mechanisms.
Enhanced LSTM model learns complex temporal dependencies.
New LSTM model predicts stock market prices with improved accuracy.
Study proposes a multimodal model for cardiovascular risk prediction using EHRs.
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…
NANSDE-Net models time series with memory using neural ARMA-type noise.
The existing literature provides evidence that limit order book data can be used to predict short-term price movements in stock markets. This paper proposes a new neural network architecture for predicting return jump arrivals in equity markets with high-frequency limit order book data. This new architecture, based on …
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…
Develops deep learning model for detecting anomalies in transportation data.
Improved LSTM cell for high-frequency trading forecasts.
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…
LSTM predicts COVID-19 growth patterns from global data.