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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.

169,051 papers · 148 categories

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59118177236 · Jun 202019922001200920182026
48 results for long short-term memory (LSTM)

QLSTM outperforms LSTM in predicting KSE 100 index movements.

problem Predicting stock market movement in uncertain economic conditions.
method Used LSTM and QLSTM models on monthly data of economic indicators.
result QLSTM provided more accurate predictions of KSE 100 index values.

DA-LSTM adapts LSTM depth to non-uniform data, improving efficiency.

problem Non-uniform information distribution in sequential data cannot be accurately modeled by traditional LSTM.
method Developed DA-LSTM architecture that dynamically adjusts LSTM depth based on information distribution.
result DA-LSTM reduces computation resource usage and convergence time by 41.78% and 46.01% respectively.

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.

QLSTM improves speech recognition by considering internal quaternion dependencies.

problem Weak internal dependencies in traditional RNNs for speech recognition.
method Proposes QLSTM, a quaternion-based LSTM that considers both external and internal dependencies.
result QLSTM achieves better performance with up to 2.8 times fewer parameters.

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 …

2017-09-08abs ↗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.

NeuroMemFPP uses LSTM to estimate FPP parameters with high accuracy.

problem Estimating parameters of fractional Poisson process with memory and long-range dependence.
method Recurrent Neural Network (RNN), specifically Long Short-Term Memory (LSTM), for parameter estimation.
result The LSTM-based approach reduces MSE by about 55.3% compared to traditional MOM method.

Paper presents methods to create stock price confidence intervals using LSTM models.

problem Creating accurate confidence intervals for LSTM-estimated stock prices.
method Three bootstrap methods for dependent data, optimal block length selection, and benchmark comparison.
result Illustrated through stock price data, different bootstrap strategies provide varying confidence intervals.

LSTM neural networks improve fiber nonlinearities in coherent systems.

problem Compensating fiber nonlinearities in digital coherent systems.
method Utilization of Long short-term memory (LSTM) neural networks.
result LSTM neural networks provide superior performance compared to digital back propagation, especially in multi-channel scenarios.

Develops LSTM for predicting neuronal dynamics over long time-horizons.

problem Understanding and controlling complex brain behaviors.
method Long Short-Term Memory (LSTM) neural network architecture for multi-time step predictions.
result LSTM improves short time-horizon prediction accuracy and multi-time step predictions of neuronal dynamics.

Although deep learning models have proven effective at solving problems in natural language processing, the mechanism by which they come to their conclusions is often unclear. As a result, these models are generally treated as black boxes, yielding no insight of the underlying learned patterns. In this paper we conside…

2017-02-08abs ↗pdf ↗

Paper proposes new method for time series confidence intervals using LSTM.

problem Constructing accurate confidence intervals for multivariate time series.
method Uses Long Short Term Memory Network (LSTM) and novel block bootstrap techniques.
result Demonstrates improved accuracy in constructing confidence intervals.

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.

Method interprets LSTMs at the cell level for better understanding of their dynamics.

problem Understanding the dynamics of LSTMs at the cell level.
method A systematic pipeline for interpreting individual hidden state dynamics using response characterization methods.
result Identifies neurons with insightful dynamics and quantifies their impact on network performance.

Study combines CNNs and LSTMs for ECG classification, improving performance with attention mechanisms.

problem Improving ECG classification accuracy for weakly supervised tasks.
method Investigates ConvLSTM networks and various attention mechanisms to capture both morphological and temporal features.
result Attention mechanisms improve classification performance and provide interpretable saliency maps.

A deep historical LSTM model improves tennis shot recognition from RGB videos.

problem Improving action recognition from RGB video input for sports analysis.
method Convolutional Neural Network (CNN) and Weighted Long Short-Term Memory (LSTM) for 3D tennis shot recognition.
result The method achieves better performance than state-of-the-art baselines for tennis shot recognition.

Deep neural networks predict electricity consumption accurately.

problem Predicting future electricity consumption for better management.
method Used Recurrent Neural Networks (RNN) and Long Short Term Memory (LSTM) networks to predict electricity consumption based on past data.
result Both RNN and LSTM achieved an average Root Mean Square error of 0.1.

LSTM-MDNs improve risk forecasting during turbulent periods.

problem Forecasting Value-at-Risk (VaR) during volatile market conditions.
method Implemented Long Short-Term Memory mixture density networks (LSTM-MDNs) for VaR forecasting and compared them with established models.
result LSTM-MDNs outperformed benchmark models in turbulent periods but not in calm periods.

A joint model predicts IT operations and detects anomalies.

problem Predicting IT operations and detecting anomalies in noisy data.
method A joint model combining variational auto-encoder and LSTM, with spectral residual analysis integration.
result The joint model outperforms models trained separately on prediction and anomaly detection tasks.

Optimizes investment model using LSTM for better risk control.

problem Enhancing risk control in multi-factor investment models.
method Combines LSTM with multi-factor investment model for factor selection and weight determination.
result LSTM model outperforms benchmark in risk control metrics.

Paper proposes novel hedging strategies using LSTM models for diversified investment portfolios.

problem Hedging risky asset portfolios in turbulent financial markets.
method Four diverse models (LSTM, ARIMA-GARCH, momentum, contrarian) generate price forecasts for diversified AIS.
result LSTM-based strategies outperform other models, with Bitcoin being the best diversifier for S&P 500 index.

Paper predicts future vehicle trajectories for safer AVs.

problem Improving accuracy of long-term vehicle trajectory prediction for autonomous vehicles.
method Dual LSTM network for automatic learning of driver behaviors and future trajectory prediction.
result The method achieves lower RMSE for longitudinal and lateral predictions compared to state-of-the-art methods.