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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.

168,982 papers · 148 categories

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12.5%25.0%37.5%50.0% · Nov 199319922001200920172026
48 results for long-short term memory

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.

Long short-term memory network outperforms seasonal model in JSE Top 40 forecasting.

problem Comparing neural network performance to traditional models in financial forecasting.
method Used long short-term memory network for JSE Top 40 return data forecasting.
result Long short-term memory network outperforms seasonal model in forecasting.

RNN beats Lee-Carter in forecasting mortality rates.

problem Forecasting mortality rates across different demographics.
method Long Short-Term Memory (LSTM) recurrent neural network trained on multiple countries, ages, and sexes.
result RNN model outperforms the Lee-Carter model in mortality rate forecasting.

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 ↗

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.

We have applied a Long Short-Term Memory neural network to model S&P 500 volatility, incorporating Google domestic trends as indicators of the public mood and macroeconomic factors. In a held-out test set, our Long Short-Term Memory model gives a mean absolute percentage error of 24.2%, outperforming linear Ridge/Lasso…

2015-12-15abs ↗pdf ↗

Research uses SWT and BDLSTM to forecast stock and oil prices amid COVID-19.

problem Impact of COVID-19 on stock and oil prices forecasting.
method Integrates Stationary Wavelet Transform and Bidirectional Long Short-Term Memory networks.
result BDLSTM+WT-ADA achieved satisfactory results in Crude Oil price forecasting.

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.

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.

Study proposes a multimodal model for cardiovascular risk prediction using EHRs.

problem Lack of comprehensive risk prediction from EHRs due to unstructured text.
method Proposes a multimodal BiLSTM model integrating structured and unstructured EHR data.
result Proposed BiLSTM model outperforms other DNN architectures in cardiovascular risk prediction.

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.

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.

New kernel-based models improve on traditional neural methods in sequence modeling.

problem Sequence modeling challenges in natural language processing and neuroscience.
method Kernel-based recurrent neural networks and convolutional neural networks.
result Kernel-based models perform on par or better than traditional neural methods.

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 ↗

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.

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.