arXiv research

While LSTMs show increasingly promising results for forecasting Financial Time Series (FTS), this paper seeks to assess if attention mechanisms can further improve performance. The hypothesis is that attention can help prevent long-term dependencies experienced by LSTM models. To test this hypothesis, the main contribu…

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

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…

A new LSTM architecture improves time series forecasting efficiency.

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

In this paper, we propose an interpretable LSTM recurrent neural network, i.e., multi-variable LSTM for time series with exogenous variables. Currently, widely used attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To th…

In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To …

As an important part of speech recognition technology, automatic speech keyword recognition has been intensively studied in recent years. Such technology becomes especially pivotal under situations with limited infrastructures and computational resources, such as voice command recognition in vehicles and robot interact…

Realistic music generation has always remained as a challenging problem as it may lack structure or rationality. In this work, we propose a deep learning based music generation method in order to produce old style music particularly JAZZ with rehashed melodic structures utilizing a Bi-directional Long Short Term Memory…

The Linear Attention Recurrent Neural Network (LARNN) is a recurrent attention module derived from the Long Short-Term Memory (LSTM) cell and ideas from the consciousness Recurrent Neural Network (RNN). Yes, it LARNNs. The LARNN uses attention on its past cell state values for a limited window size $k$. The formulas ar…

CLVSA predicts financial market trends using LSTM and attention mechanisms.

Bi-LSTM with attention predicts gold and bitcoin prices accurately.

The implied volatility smile surface is the basis of option pricing, and the dynamic evolution of the option volatility smile surface is difficult to predict. In this paper, attention mechanism is introduced into LSTM, and a volatility surface prediction method combining deep learning and attention mechanism is pioneer…

Improved stock price prediction using LSTM with customized loss function and analyst calls.

Action recognition greatly benefits motion understanding in video analysis. Recurrent networks such as long short-term memory (LSTM) networks are a popular choice for motion-aware sequence learning tasks. Recently, a convolutional extension of LSTM was proposed, in which input-to-hidden and hidden-to-hidden transitions…

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 …

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…

Study predicts stock transaction durations using LSTM and attention mechanism.

Over the past decade, multivariate time series classification has received great attention. We propose transforming the existing univariate time series classification models, the Long Short Term Memory Fully Convolutional Network (LSTM-FCN) and Attention LSTM-FCN (ALSTM-FCN), into a multivariate time series classificat…

RTFN extracts robust temporal features for time series analysis.

Hybrid model predicts stock prices with high accuracy.

LSTM improves cross-network recommendations by capturing user preference changes and irregular time intervals.

HANET combines LSTM and attention mechanisms for better financial forecasting.

The paper presents a neural machine translation system for Wolof.

With the increasing popularity of video sharing websites such as YouTube and Facebook, multimodal sentiment analysis has received increasing attention from the scientific community. Contrary to previous works in multimodal sentiment analysis which focus on holistic information in speech segments such as bag of words re…

Language Models (LMs) are important components in several Natural Language Processing systems. Recurrent Neural Network LMs composed of LSTM units, especially those augmented with an external memory, have achieved state-of-the-art results. However, these models still struggle to process long sequences which are more li…

Long Short Term Memory Fully Convolutional Neural Networks (LSTM-FCN) and Attention LSTM-FCN (ALSTM-FCN) have shown to achieve state-of-the-art performance on the task of classifying time series signals on the old University of California-Riverside (UCR) time series repository. However, there has been no study on why L…

As one of the important functions of the intelligent transportation system (ITS), supply-demand prediction for autonomous vehicles provides a decision basis for its control. In this paper, we present two prediction models (i.e. ARLP model and Advanced ARLP model) based on two system environments that only the current d…

For the weakly supervised task of electrocardiogram (ECG) rhythm classification, convolutional neural networks (CNNs) and long short-term memory (LSTM) networks are two increasingly popular classification models. This work investigates whether a combination of both architectures to so-called convolutional long short-te…

Intelligent Momentum Transformer outperforms traditional trading strategies.

Modeling student behaviors and multiple predictions for early intervention.

FAL improves formation resistivity prediction from cased boreholes with noise resistance.

Determining whether hypotensive patients in intensive care units (ICUs) should receive fluid bolus therapy (FBT) has been an extremely challenging task for intensive care physicians as the corresponding increase in blood pressure has been hard to predict. Our study utilized regression models and attention-based recurre…

Applying neural-networks on Question Answering has gained increasing popularity in recent years. In this paper, I implemented a model with Bi-directional attention flow layer, connected with a Multi-layer LSTM encoder, connected with one start-index decoder and one conditioning end-index decoder. I introduce a new end-…

Classifying limb movements using brain activity is an important task in Brain-computer Interfaces (BCI) that has been successfully used in multiple application domains, ranging from human-computer interaction to medical and biomedical applications. This paper proposes a novel solution for classification of left/right h…

Extended LSTM improves language modeling performance.

Deep learning models compare performance on Limit Order Book tasks.

Attention-based models have recently shown great performance on a range of tasks, such as speech recognition, machine translation, and image captioning due to their ability to summarize relevant information that expands through the entire length of an input sequence. In this paper, we analyze the usage of attention mec…

Anti-phishing aims to detect phishing content/documents in a pool of textual data. This is an important problem in cybersecurity that can help to guard users from fraudulent information. Natural language processing (NLP) offers a natural solution for this problem as it is capable of analyzing the textual content to per…

LSTMs show surprising few-shot learning ability, improving on MAML.

Enhanced portfolio selection using sentiment data and LSTM.

Traffic flow prediction is crucial for urban traffic management and public safety. Its key challenges lie in how to adaptively integrate the various factors that affect the flow changes. In this paper, we propose a unified neural network module to address this problem, called Attentive Crowd Flow Machine~(ACFM), which …

With widespread adoption of electronic health records, there is an increased emphasis for predictive models that can effectively deal with clinical time-series data. Powered by Recurrent Neural Network (RNN) architectures with Long Short-Term Memory (LSTM) units, deep neural networks have achieved state-of-the-art resu…

MRC-LSTM predicts Bitcoin prices using CNN and LSTM.

The paper uses GRU and self-attention for SPY option pricing.

LSTM-based speaker verification usually uses a fixed-length local segment randomly truncated from an utterance to learn the utterance-level speaker embedding, while using the average embedding of all segments of a test utterance to verify the speaker, which results in a critical mismatch between testing and training. T…

Driver vigilance estimation is an important task for transportation safety. Wearable and portable brain-computer interface devices provide a powerful means for real-time monitoring of the vigilance level of drivers to help with avoiding distracted or impaired driving. In this paper, we propose a novel multimodal archit…

Improved traffic forecasting model handles missing data.