On-device research index

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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2 results for “VLSTM”

VLSTM: Very Long Short-Term Memory Networks for High-Frequency Tradingcs.LG

VLSTM improves HFT by handling long sequences in financial trading.

problem Handling long sequences of thousands of data points in high-frequency trading.

method Proposed VLSTM, a variant of LSTM, to address long-term dependencies.

result 3.14\% increase in F1-score over state-of-the-art models.

VLSTM High-frequency trading Long-term dependencies Financial markets Time-series forecasting

2018-09-05abs ↗pdf ↗

Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modelingq-fin.ST

A new model integrates LSTM and copulas for high-dimensional financial data.

problem Modeling high-dimensional dependencies across financial markets.

method Variational LSTM with regular vine copulas.

result Outperforms benchmarks in cross-market portfolio forecasting.

financial modeling high-dimensional dependencies copulas variational LSTM portfolio forecasting

2023-05-09abs ↗pdf ↗