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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.

168,742 papers · 148 categories

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3777541,1311,508 · Jun 202019922001200920172026
48 results for deep-learning models

Quantile deep learning improves time series prediction accuracy and uncertainty quantification.

problem Uncertainty in multi-step time series prediction.
method Developed a novel quantile regression deep learning framework for multi-step time series prediction.
result Integrating quantile loss function with deep learning provides additional predictions for selected quantiles without loss in accuracy.

New deep learning model interprets tabular data with variable selection and explainability.

problem Deep learning models lack interpretability and variable selection.
method Proposes a new network architecture that combines deep learning with generalized linear models.
result The model provides superior predictive power and interpretable results.

Deep learning improves option pricing for a non-martingale asset model.

problem Computing call option prices for the Barndorff-Nielsen and Shephard model with infinite jumps.
method Developed a supervised deep-learning scheme using Monte Carlo teaching data and a Black-Scholes-derived variable.
result Significant improvement in accuracy of option pricing.

Proposes model-based robust deep learning to handle natural variation in data.

problem Deep learning's fragility to natural variation in data.
method Develops model-based robust training algorithms using deep generative models to learn natural variation.
result Deep neural networks trained with model-based algorithms outperform standard and norm-bounded robust algorithms.

Deep learning models improve financial price forecasting accuracy.

problem Accurately predicting financial time series prices.
method Review of recent advancements in deep learning models for price forecasting.
result Deep learning models outperform traditional methods in financial price forecasting.

Probabilistic deep learning uses neural networks and models to handle uncertainty.

problem Handling uncertainty in deep learning models.
method Two approaches: probabilistic neural networks and deep probabilistic models.
result TensorFlow Probability library supports both approaches.

Deep learning models outperform classical methods in text classification.

problem Improving text classification accuracy using deep learning.
method Comprehensive review of deep learning models and datasets for text classification.
result Deep learning models outperform classical methods on various text classification tasks.

The study compares econometric and deep learning models for forecasting COMEX copper futures volatility.

problem Forecasting volatility of COMEX copper futures across different time intervals.
method Econometric models (GARCH, HAR) and deep learning models (RNN, LSTM, GRU) applied to daily and hourly data.
result Deep learning models outperform econometric models in hourly data, but HAR remains the best overall for daily data.

Bayesian methods enhance deep learning models by improving reliability and uncertainty.

problem Improving reliability and uncertainty awareness in deep learning models.
method Approximate Bayesian inference techniques, including SG-MCMC and VI, applied to deep learning models.
result Enhanced posterior inference for deep learning models, particularly in neural networks and generative models.

Paper tackles interpretability issues in deep learning models.

problem Lack of understanding of deep learning models' decision-making processes.
method Integrates concepts from machine learning, quantum computation, and quantum field theory.
result Demonstrates a many valued quantum logic system in Convolutional Deep Belief Networks.

Study evaluates deep learning models for cryptocurrency price prediction.

problem Accurate cryptocurrency price forecasting models are needed due to market volatility.
method Reviewed and evaluated deep learning models including LSTM, CNN, and Transformer.
result Convolutional LSTM with multivariate approach provides best prediction accuracy.

Develops deep learning model for detecting anomalies in transportation data.

problem Anomaly detection in temporal data of transportation networks.
method Proposes EVT-LSTM model combining LSTM and EVT, trained with an objective function.
result EVT-LSTM model outperforms other models in anomaly detection.

This paper reviews methods for interpreting deep learning models with sequential data.

problem Limited interpretability of deep learning models in sequential data domains.
method Reviews and compares techniques for sequential interpretability.
result Current techniques have limitations and future research is needed.

A theoretical framework for deep learning is proposed to explain its effectiveness.

problem Lack of a comprehensive theory explaining deep learning's effectiveness.
method Integrates three characteristics into a graphical model called neurashed.
result Explains common empirical patterns in deep learning and provides insights into regularization and elasticity.

Paper explores physics-informed deep learning for system reliability assessment.

problem Limited study on deep learning for system reliability assessment.
method Physics-informed deep learning approach for system reliability assessment.
result Physics-informed deep learning can alleviate computational challenges and combine measurement data and mathematical models.

Adapts linearised Laplace method for deep learning models.

problem Incompatibility of linearised Laplace method with modern deep learning tools.
method Examines and adapts linearised Laplace method for model selection in deep learning.
result Recommendations for better adapting linearised Laplace method to modern deep learning.

New deep learning model uses self-attention to consider entire dataset for predictions.

problem Traditional deep learning models focus on single input datapoints; this model considers the whole dataset.
method Introduces self-attention mechanism to reason about relationships between datapoints.
result Models solve cross-datapoint lookup and complex reasoning tasks.

Deep learning is increasingly being used in high-stake decision making applications that affect individual lives. However, deep learning models might exhibit algorithmic discrimination behaviors with respect to protected groups, potentially posing negative impacts on individuals and society. Therefore, fairness in deep…

2019-08-23abs ↗pdf ↗

Deep learning framework predicts streamflow and flood probabilities in Australian catchments.

problem Large-scale flooding prediction challenges due to model calibration and missing data.
method Ensemble quantile-based deep learning framework using quantile regression and CAMELS dataset.
result Notable efficacy and uncertainties in streamflow forecasts with varied catchment properties.

Deep learning has arguably achieved tremendous success in recent years. In simple words, deep learning uses the composition of many nonlinear functions to model the complex dependency between input features and labels. While neural networks have a long history, recent advances have greatly improved their performance in…

2019-04-10abs ↗pdf ↗

In recent years, China, the United States and other countries, Google and other high-tech companies have increased investment in artificial intelligence. Deep learning is one of the current artificial intelligence research's key areas. This paper analyzes and summarizes the latest progress and future research direction…

2018-04-05abs ↗pdf ↗

Deep learning models perform variably across continents/seasons in land cover mapping.

problem Variability in deep learning model performance across different continents/seasons.
method Clustering techniques on satellite imagery from different continents.
result Model performance varies significantly between different continents/seasons.

Deep learning models, especially CNNs, can predict radio frequency power faster than traditional methods.

problem Accurate radio frequency power prediction for optimal transmitter location.
method Empirical analysis of deep learning models including CNNs and UNET variations for power prediction.
result Deep learning models, particularly CNNs, are effective and generalize well to new regions for power prediction.

While perception tasks such as visual object recognition and text understanding play an important role in human intelligence, the subsequent tasks that involve inference, reasoning and planning require an even higher level of intelligence. The past few years have seen major advances in many perception tasks using deep …

2016-08-24abs ↗pdf ↗

Deep learning improves macroeconomic forecasting and risk assessment.

problem Improving accuracy in macroeconomic forecasting and sovereign risk assessment.
method Nowcasting and forecasting using deep learning techniques.
result Deep learning methods outperform traditional econometric techniques in out-of-sample performance.

This paper identifies duplicate questions on Quora using machine and deep learning models.

problem Detecting semantically identical questions on Quora to improve user experience.
method Applied machine learning and deep learning techniques on Quora's dataset.
result Xgboost model with character level term frequency and inverse term frequency achieved 85.82% accuracy.

User smeznar achieved 8th place in PGDL by predicting generalization of deep learning models.

problem Understanding and predicting generalization in deep learning models.
method Creating simple metrics and finding their best combination for automatic testing on a dataset.
result Combination of various properties of neural network architectures can be used for generalization prediction.