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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.

168,657 papers · 148 categories

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155311466621 · Jun 202019922001200920172026
48 results for attention prediction

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.

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial problems, with better prediction than machine learning methods. Moreover, many resea…

2019-02-28abs ↗pdf ↗

Investor attention predicts global equity market volatility during Ukraine invasion.

problem Predicting global equity market volatility during geopolitical events.
method Event-specific attention indices based on Google Trends, analyzed across 51 global equity markets.
result Investor attention significantly predicts volatility in countries with higher economic openness to Russia and closer to it.

Paper proposes integrating wavelet transform, channel attention, and LSTM for better stock price prediction.

problem Inherently difficult stock price prediction due to low signal-to-noise ratio.
method Wavelet transform convolution, channel attention, and LSTM integration.
result Robust performance in post-pandemic market conditions.

Attention mechanism is effective in both focusing the deep learning models on relevant features and interpreting them. However, attentions may be unreliable since the networks that generate them are often trained in a weakly-supervised manner. To overcome this limitation, we introduce the notion of input-dependent unce…

2018-05-24abs ↗pdf ↗

SurvBESA predicts survival times using ensemble methods with self-attention.

problem Challenges in survival analysis due to censored data and unstable predictions.
method SurvBESA combines Beran estimators with a self-attention mechanism to predict survival times.
result SurvBESA outperforms state-of-the-art models in predicting survival times.

Time series prediction with deep learning methods, especially long short-term memory neural networks (LSTMs), have scored significant achievements in recent years. Despite the fact that the LSTMs can help to capture long-term dependencies, its ability to pay different degree of attention on sub-window feature within mu…

2018-11-09abs ↗pdf ↗

Attention mechanisms in deep neural networks have achieved excellent performance on sequence-prediction tasks. Here, we show that these recently-proposed attention-based mechanisms---in particular, the Transformer with its parallelizable self-attention layers, and the Memory Fusion Network with attention across modalit…

2019-07-08abs ↗pdf ↗

News attention to financial intermediaries and crises predicts excess bond premium and macroeconomic movements.

problem Drivers of the excess bond premium (EBP).
method News attention to 180 topics captures up to 80% of EBP variation and forecasts macroeconomic movements.
result News attention to financial intermediaries and crises drives up the EBP and predicts macroeconomic downturns.

KFAtt improves CTR prediction by modeling user behavior with Kalman filtering attention.

problem Improving CTR prediction in personalized e-commerce search engines.
method KFAtt combines Kalman filtering with attention mechanisms to model user behavior.
result KFAtt outperforms existing methods in CTR prediction, achieving better performance in both offline and online settings.

New techniques improve channel prediction in noisy wireless systems.

problem Predicting channels in wireless communication systems from noisy observations.
method Adapted sequence-to-sequence models and transformers with reverse positional encoding and reversed encoder outputs.
result Improved robustness and relationship capture in channel prediction models.

TSAM predicts directed temporal links using GCN and self-attention.

problem Predicting links in directed temporal networks.
method GCN, self-attention mechanism, autoencoder architecture, graph attentional layers, graph convolutional layers, graph recurrent unit layer.
result TSAM outperforms benchmarks on four realistic networks.

A neural network predicts drug interactions using attention mechanisms.

problem Predicting drug-drug interactions from massive combinations of drugs.
method Siamese self-attention multi-modal neural network integrating drug characteristics.
result The model achieves AUPR scores ranging from 0.77 to 0.92 on various benchmark datasets.

Hybrid model predicts flow and pressure in water systems.

problem Predicting flow and pressure in water distribution systems with complex spatial-temporal correlations.
method Hybrid dual-stage spatial-temporal attention-based recurrent neural networks (hDS-RNN).
result Our model outperformed 9 baseline models in flow and pressure series prediction.

Modeling student behaviors and multiple predictions for early intervention.

problem Predicting student outcomes and interactions among multiple tasks.
method Proposes a variant of LSTM and soft-attention mechanism for heterogeneous behaviors, and co-attention mechanism for task interactions.
result Demonstrated effectiveness in predicting student outcomes and interactions.

Proposes new methods for interpreting document classification models.

problem Interpretation fragility of attention-based neural networks.
method Corpus-level and concept-based explanation methods using attention weights.
result Extracts semantically meaningful keywords and concepts for model predictions.

Study integrates attentional and spacing factors to improve category learning models.

problem Understanding the impact of training sequences on category learning.
method Introduced a novel integration of attentional factors and spacing into logistic knowledge tracing models.
result Enhanced model predicts students' learning outcomes better than existing models.

A new method calibrates scientific models by adding randomness to their predictions.

problem Current scientific foundation models lack calibrated uncertainty.
method Stochastic Attention, which randomizes attention weights using multinomial samples.
result Stochastic Attention achieves the strongest native calibration and sharpest prediction intervals.

DanSmp predicts stock movement using a hybrid-relational MKG and dual attention networks.

problem Predicting stock price trends in volatile financial markets.
method Constructs a bi-typed MKG with hybrid-relations and uses DanSmp, a dual attention network, to learn momentum spillover signals.
result DanSmp improves stock prediction accuracy using the MKG.

Enhances stock movement prediction using Higher Order Transformers for multimodal time-series data.

problem Predicting stock movements in financial markets with complex dynamics.
method Introduced Higher Order Transformers, extending self-attention and transformer architecture to capture complex market dynamics. Employed low-rank tensor decomposition and kernel attention to manage computational complexity. Integrated technical and fundamental analysis from historical prices and tweets.
result Demonstrated effectiveness of the method on the Stocknet dataset, improving stock movement prediction.

NGAT predicts long-term stock trends using graph attention networks.

problem Lack of effective corporate relationship graph comparison methods and model complexity in stock prediction.
method Developed a Node-level Graph Attention Network (NGAT) for corporate relationship graphs.
result Demonstrated the effectiveness of NGAT across two datasets.

ATS2S model predicts RUL of industrial equipment using attention mechanism.

problem Accurate estimation of RUL for industrial equipment to improve maintenance schedules and reduce costs.
method ATS2S model that optimizes reconstruction and RUL prediction losses, uses attention mechanism, and integrates encoder and decoder features.
result ATS2S model achieves superior performance over 13 state-of-the-art methods on four real datasets.

This paper proposes a multi-head attention model for predicting RUL in IIoT environments.

problem Estimating RUL for complex industrial equipment using IIoT data.
method Multi-Head Attention Mechanism combined with LSTM for multi-dimensional time-series data.
result The proposed model outperforms state-of-the-art models on benchmark datasets.

STAM learns important time steps and variables for multivariate time series prediction.

problem Accurate interpretation of multivariate time series predictions.
method Spatiotemporal attention mechanism (STAM) for multivariate time series modeling.
result STAM maintains state-of-the-art prediction accuracy with improved interpretability.

Proposes a multi-modal attention network for better stock price prediction.

problem Predicting future stock movements using historical records and social media.
method Extracts semantic information from social media, estimates credibility, and integrates with numeric features.
result Significantly improved prediction accuracy and trading profits compared to previous methods.

Self-attention models benefit equally from width and depth, but beyond a certain point, depth becomes less efficient.

problem Understanding the optimal balance between depth and width in self-attention models.
method Theoretical predictions and empirical ablations on networks of varying depths and widths.
result An optimal width of 30K is recommended for a 1-Trillion parameter network, marking a significant width for self-attention models.