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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.

169,181 papers · 148 categories

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255075100 · Jun 202019922001200920182026
48 results for Tree LSTMs

Tree-based LSTM improves sequential regression with missing data.

problem Regression for variable-length sequential data with missing samples.
method Tree architecture of LSTM networks, selecting LSTM networks based on presence-pattern of previous inputs.
result Significant performance improvements on financial and real-life datasets.

Study evaluates how limited training data affects streamflow predictions.

problem Limited historical meteorological and streamflow data affects streamflow prediction accuracy.
method Evaluated tree- and LSTM-based models on CAMELS dataset with varying training data sizes and time spans.
result Tree- and LSTM-based models provide similarly accurate predictions on small datasets, but LSTMs are superior with more training data.

In this paper, we propose a probabilistic parsing model, which defines a proper conditional probability distribution over non-projective dependency trees for a given sentence, using neural representations as inputs. The neural network architecture is based on bi-directional LSTM-CNNs which benefits from both word- and …

2017-01-04abs ↗pdf ↗

Framework combines symbolic expressions and black-box function evaluations for neural programming.

problem Lack of generalization performance on complex programs and large domains.
method Tree LSTMs and tree encoding for integrating symbolic expressions and function evaluations.
result Framework achieves high accuracies and better generalization to higher depth expressions.

Paper combines LSTM and Random Forest for better stock market predictions.

problem Improving stock market trading predictions by integrating technical and fundamental data.
method Integrates LSTM networks with Random Forest algorithms using financial and microeconomic data.
result Hybrid approach outperforms traditional methods combining both technical and fundamental variables.

The paper introduces a tensor-based approach to improve neural models' aggregation of structural context.

problem Sub-optimal use of simple aggregation functions in neural models for structured data.
method Tensor-based formulation and Tucker tensor decomposition to control parameter space size.
result Effective regulation of trade-off between expressivity, computational complexity, and generalisation.

Proposes D2D-LSTM for predicting mobile social network content diffusion paths.

problem Lack of accurate content popularity prediction considering time and location in mobile social networks.
method D2D-LSTM, a deep neural network combining user social features and files features.
result Significantly improved prediction accuracy (up to 85.858%) and faster convergence (less than 100 steps).

Paper predicts stock market values using machine learning.

problem Predicting stock market values for Tehran stock exchange groups.
method Used machine learning algorithms including Decision Tree, Bagging, Random Forest, Adaptive Boosting, Gradient Boosting, XGBoost, Artificial neural network, Recurrent Neural Network, and Long short-term memory (LSTM).
result LSTM shows highest accuracy among all algorithms tested.

Study improves stock index prediction accuracy using TPE-GRNN models.

problem Enhancing prediction of stock index prices in volatile markets.
method Gated recurrent neural networks (LSTM, GRU) combined with TPE Bayesian optimization.
result TPE-LSTM method shows lowest MAPE (best accuracy) for NIFTY 50 index prediction.

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.

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.

CTRNNs improve blood glucose forecasting in ICU, outperforming traditional models.

problem Forecasting blood glucose in ICU with irregular measurements.
method Continuous time autoregressive recurrent neural networks (CTRNNs) using neural ODE or neural flow layers.
result CTRNNs generally outperform traditional autoregressive models in probabilistic forecasting of blood glucose.

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.

Proposes a model combining difference-attention and error-correction LSTMs for improved time series prediction.

problem Improving accuracy in time series prediction.
method Combines difference-attention LSTM and error-correction LSTM in a cascade approach.
result Improves prediction accuracy in time series.

Simplified LSTM models improve sentiment analysis on Twitter debate data.

problem Performing sentiment analysis on long sequence data from Twitter debates.
method Developed six parameter-reduced LSTM models (slim LSTM) for faster training and reduced computational cost.
result Slim LSTM models outperform standard LSTM model in sentiment analysis of GOP Debate Twitter dataset.

ARIMA-LSTM hybrid model predicts stock price correlation coefficients.

problem Predicting future stock price correlation coefficients for portfolio optimization.
method ARIMA-LSTM hybrid model combining ARIMA for linear tendencies and LSTM for non-linear temporal dependencies.
result ARIMA-LSTM model outperforms other models in predicting stock price correlation coefficients.

State Space LSTM models improve interpretability of LSTM with efficient SMC inference.

problem Combining interpretability of state space models with LSTM's performance.
method Introducing State Space LSTM models and an efficient SMC sampler for direct posterior sampling.
result Efficient SMC inference confirms superior and stable performance on various domains.

Deep neural nets predict aircraft flight paths from weather data.

problem Accurate prediction of aircraft trajectories for aviation efficiency.
method Deep generative convolutional recurrent neural network with tree-based matching.
result Model accurately predicts aircraft flight paths from weather data.

Solves exploding and vanishing gradient problem in LSTMs.

problem Exploding and vanishing gradient problem in LSTM optimization.
method Introduces a simple stochastic algorithm (h-detach) to prevent suppression of gradient components through the cell state path in LSTM.
result Significant improvements in convergence speed, robustness, and generalization over vanilla LSTM training.

Explains RNN and LSTM fundamentals, derives formulas, and addresses training issues.

problem Lack of detailed formulas and unrolling techniques in LSTM and RNN literature.
method Derives canonical RNN and LSTM formulas from differential equations, proposes unrolling technique, addresses training difficulties.
result Provides a comprehensive understanding of RNN and LSTM, including detailed formulas and unrolling techniques.

DA-LSTM adapts LSTM depth to non-uniform data, improving efficiency.

problem Non-uniform information distribution in sequential data cannot be accurately modeled by traditional LSTM.
method Developed DA-LSTM architecture that dynamically adjusts LSTM depth based on information distribution.
result DA-LSTM reduces computation resource usage and convergence time by 41.78% and 46.01% respectively.

Enhanced LSTM with multiple kernels and attention improves video action recognition.

problem Improving motion understanding in video analysis.
method Proposed a Network-in-LSTM approach with multiple convolutional kernels and layers, and an attention-based mechanism.
result Improves accuracy in supervised classification on UCF-101 and Sports-1M datasets.

EA-LSTM improves LSTM for time series prediction by evolving attention.

problem LSTMs struggle with assigning varying attention to sub-windows in time series data.
method Evolutionary attention-based LSTM with competitive random search.
result EA-LSTM achieves competitive performance in multivariate time series prediction.

Proposes an interpretable LSTM for time series with exogenous variables.

problem Lack of variable importance characterization in recurrent neural networks.
method Develops a multi-variable LSTM with tensorized hidden states for learning variable-specific representations.
result Variable attention in real datasets is highly aligned with statistical causality.

We present two simple ways of reducing the number of parameters and accelerating the training of large Long Short-Term Memory (LSTM) networks: the first one is "matrix factorization by design" of LSTM matrix into the product of two smaller matrices, and the second one is partitioning of LSTM matrix, its inputs and stat…

2017-03-31abs ↗pdf ↗

DP-LSTM predicts stock prices using financial news with improved accuracy and privacy.

problem Predicting stock prices with financial news articles.
method Integrates financial news articles into a sentiment-ARMA model, then uses an LSTM network with differential privacy.
result Achieves up to 65.79% improvement in MSE for S&P 500 prediction.

A new framework improves LSTM performance without adding more parameters.

problem Improving LSTM performance without increasing model complexity.
method A unifying framework of bilinear LSTMs that balances hidden state vector size and weight matrix approximation quality.
result Bilinear LSTMs achieve superior performance compared to linear LSTMs without additional parameters.