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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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0111 · Jan 202219922001200920172026
1 result for “fSDE-Net”
Fractional SDE-Net: Generation of Time Series Data with Long-term Memorycs.LG

fSDE-Net generates time series with long-term memory using neural networks.

problem Generating time series with long-term memory from irregularly sampled data.
method fSDE-Net: neural fractional Stochastic Differential Equation Network using fractional Brownian motion.
result fSDE-Net can replicate distributional properties of real time-series data.
fSDE-Netfractional Brownian motionlong-term memorytime series generationneural networks
2022-01-16abs ↗pdf ↗