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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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14284155 · Jun 202019922001200920172026
48 results for contextual LSTM

A model integrates CNN and LSTM with LLM for better stock forecasting.

problem Complex stock market prediction with volatile patterns and multifaceted data.
method Two-Level Conv-LSTM Neural Network with LLM for holistic stock advising.
result Improved prediction accuracy and contextual insights.

We introduce a new deep learning architecture for predicting price movements from limit order books. This architecture uses a causal convolutional network for feature extraction in combination with masked self-attention to update features based on relevant contextual information. This architecture is shown to significa…

2020-02-29abs ↗pdf ↗

Recurrent neural networks have become ubiquitous in computing representations of sequential data, especially textual data in natural language processing. In particular, Bidirectional LSTMs are at the heart of several neural models achieving state-of-the-art performance in a wide variety of tasks in NLP. However, BiLSTM…

2018-05-18abs ↗pdf ↗

Cortical circuits exhibit intricate recurrent architectures that are remarkably similar across different brain areas. Such stereotyped structure suggests the existence of common computational principles. However, such principles have remained largely elusive. Inspired by gated-memory networks, namely long short-term me…

2017-11-07abs ↗pdf ↗

Survey on LSTM-based anomaly detection for technical systems.

problem Detect anomalies in technical systems due to complex dynamics.
method Use LSTM networks and other AI techniques to detect anomalies considering temporal and contextual characteristics.
result Demonstrates the potential of LSTM networks and graph-based approaches for anomaly detection.

Meta-learning is a tool that allows us to build sample-efficient learning systems. Here we show that, once meta-trained, LSTM Meta-Learners aren't just faster learners than their sample-inefficient deep learning (DL) and reinforcement learning (RL) brethren, but that they actually pursue fundamentally different learnin…

2019-05-03abs ↗pdf ↗

Text segmentation plays an important role in various Natural Language Processing (NLP) tasks like summarization, context understanding, document indexing and document noise removal. Previous methods for this task require manual feature engineering, huge memory requirements and large execution times. To the best of our …

2018-08-29abs ↗pdf ↗

The problem of video frame prediction has received much interest due to its relevance to many computer vision applications such as autonomous vehicles or robotics. Supervised methods for video frame prediction rely on labeled data, which may not always be available. In this paper, we provide a novel unsupervised deep-l…

2019-08-28abs ↗pdf ↗

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.

Long short-term memory (LSTM) has been widely used for sequential data modeling. Researchers have increased LSTM depth by stacking LSTM cells to improve performance. This incurs model redundancy, increases run-time delay, and makes the LSTMs more prone to overfitting. To address these problems, we propose a hidden-laye…

2018-05-30abs ↗pdf ↗

SADCBO optimizes contextual variables by balancing relevance and cost.

problem Optimizing contextual variables with varying costs and unknown relevance.
method Adaptive selection of relevant contextual variables using sensitivity analysis and early stopping.
result Consistent improvement in optimization across various examples.

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 ↗

The bundle approach and n-contextuality reveal quantum model contextuality.

problem Understanding contextuality in quantum models using topology.
method Using the bundle approach, we describe contextuality as the non-existence of global sections in the measure bundle. We introduce n-contextuality to explore model dependence on scenario topology.
result Quantum theory and GHZ models exhibit all levels of n-contextuality, showing contextuality is related to holonomy group non-triviality.

In this paper, we present Gamma-LSTM, an enhanced long short term memory (LSTM) unit, to enable learning of hierarchical representations through multiple stages of temporal abstractions. Gamma memory, a hierarchical memory unit, forms the central memory of Gamma-LSTM with gates to regulate the information flow into var…

2019-10-25abs ↗pdf ↗

LSTMs improve bond yield forecasting with unique signals.

problem Improving bond yield forecasting accuracy.
method Long short-term memory (LSTM) networks with sequence-to-sequence architectures and LSTM-LagLasso methodology.
result Univariate LSTM models with additional memory can achieve similar results as multivariate MLP models using exogenous information.

Recurrent neural networks like long short-term memory (LSTM) are important architectures for sequential prediction tasks. LSTMs (and RNNs in general) model sequences along the forward time direction. Bidirectional LSTMs (Bi-LSTMs) on the other hand model sequences along both forward and backward directions and are gene…

2017-11-15abs ↗pdf ↗

Proposes a neural network for contextual regression.

problem Improving model efficiency and interpretability in regression with contextual features.
method Simple contextual neural network (SCtxtNN) that separates context identification from context-specific regression.
result SCtxtNN achieves lower excess mean squared error and more stable performance than feed-forward neural networks.

This study provides benchmarks for different implementations of LSTM units between the deep learning frameworks PyTorch, TensorFlow, Lasagne and Keras. The comparison includes cuDNN LSTMs, fused LSTM variants and less optimized, but more flexible LSTM implementations. The benchmarks reflect two typical scenarios for au…

2018-06-05abs ↗pdf ↗

Recurrent neural networks are known for their notorious exploding and vanishing gradient problem (EVGP). This problem becomes more evident in tasks where the information needed to correctly solve them exist over long time scales, because EVGP prevents important gradient components from being back-propagated adequately …

2018-10-06abs ↗pdf ↗

Transformers model contextual relations using probabilistic measures, revealing their expressive power.

problem Lack of clear understanding of Transformer's ability to model contextual relations.
method Introduced a measure-theoretic framework connecting softmax attention and entropy-regularized optimal transport.
result Transformer architectures can approximate arbitrary contextual relations, and the choice of normalization affects how these relations are represented.

Paper solves stochastic contextual linear bandits using linear bandit algorithms.

problem Stochastic contextual linear bandits with unknown context distribution.
method Establishes a reduction framework to convert to linear bandit problems.
result Achieves nearly optimal regret bound of O(dTlogT)O(d\sqrt{T\log T}).