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.
Model combines long-term and short-term memory using conceptors.
We study the long-term memory in diverse stock market indices and foreign exchange rates using the Detrended Fluctuation Analysis(DFA). For all daily and high-frequency market data studied, no significant long-term memory property is detected in the return series, while a strong long-term memory property is found in th…
Paper questions RNN and LSTM's long-term memory and introduces a new definition.
Stable Hadamard Memory improves reinforcement learning by efficiently managing memory.
QLSTM outperforms LSTM in predicting KSE 100 index movements.
Current generation of memory-augmented neural networks has limited scalability as they cannot efficiently process data that are too large to fit in the external memory storage. One example of this is lifelong learning scenario where the model receives unlimited length of data stream as an input which contains vast majo…
We describe a new class of learning models called memory networks. Memory networks reason with inference components combined with a long-term memory component; they learn how to use these jointly. The long-term memory can be read and written to, with the goal of using it for prediction. We investigate these models in t…
Generative diffusion models mimic biological memory networks, encoding associative dynamics in deep neural weights.
A novel online GP model captures long-term memory in sequential data.
Long short-term memory network outperforms seasonal model in JSE Top 40 forecasting.
We focus on emergence of the power-law cross-correlations from processes with both short and long term memory properties. In the case of correlated error-terms, the power-law decay of the cross-correlation function comes automatically with the characteristics of separate processes. Bivariate Hurst exponent is then equa…
The extension of deep learning towards temporal data processing is gaining an increasing research interest. In this paper we investigate the properties of state dynamics developed in successive levels of deep recurrent neural networks (RNNs) in terms of short-term memory abilities. Our results reveal interesting insigh…
Recurrent Neural Networks (RNN), Long Short-Term Memory Networks (LSTM), and Memory Networks which contain memory are popularly used to learn patterns in sequential data. Sequential data has long sequences that hold relationships. RNN can handle long sequences but suffers from the vanishing and exploding gradient probl…
Memory-augmented neural networks consisting of a neural controller and an external memory have shown potentials in long-term sequential learning. Current RAM-like memory models maintain memory accessing every timesteps, thus they do not effectively leverage the short-term memory held in the controller. We hypothesize t…
A technique identifies memoryless algorithms approximating memory-dependent optimization methods.
Study revisits Bondi mass and discusses memory effect in polyhomogeneous spacetimes.
FPG uses fractional calculus for efficient reinforcement learning with long-term memory.
New algorithms for multitask learning with long-term memory.
A general market model with memory is considered in terms of stochastic functional differential equations. We aim at representation formulae for the sensitivity analysis of the dependence of option prices on the memory. This implies a generalization of the concept of delta.
Episodic memory is a psychology term which refers to the ability to recall specific events from the past. We suggest one advantage of this particular type of memory is the ability to easily assign credit to a specific state when remembered information is found to be useful. Inspired by this idea, and the increasing pop…
Extended LSTMs improve volatility prediction by 20%.
LEM efficiently models long-term sequences with gradients.
In this paper we outline initial concepts for an immune inspired algorithm to evaluate price time series data. The proposed solution evolves a short term pool of trackers dynamically through a process of proliferation and mutation, with each member attempting to map to trends in price movements. Successful trackers fee…
Recurrent neural networks (RNN) are at the core of modern automatic speech recognition (ASR) systems. In particular, long-short term memory (LSTM) recurrent neural networks have achieved state-of-the-art results in many speech recognition tasks, due to their efficient representation of long and short term dependencies …
LSTMs and GRUs are the most common recurrent neural network architectures used to solve temporal sequence problems. The two architectures have differing data flows dealing with a common component called the cell state (also referred to as the memory). We attempt to enhance the memory by presenting a modification that w…
Memory-limited learning tackles adversarial bandits with reduced storage.
Recent empirical results on long-term dependency tasks have shown that neural networks augmented with an external memory can learn the long-term dependency tasks more easily and achieve better generalization than vanilla recurrent neural networks (RNN). We suggest that memory augmented neural networks can reduce the ef…
The ability to look multiple times through a series of pose-adjusted glimpses is fundamental to human vision. This critical faculty allows us to understand highly complex visual scenes. Short term memory plays an integral role in aggregating the information obtained from these glimpses and informing our interpretation …
A new method reduces memory usage for deep neural networks ensembles.
Sequential learning of tasks using gradient descent leads to an unremitting decline in the accuracy of tasks for which training data is no longer available, termed catastrophic forgetting. Generative models have been explored as a means to approximate the distribution of old tasks and bypass storage of real data. Here …
One of the core tasks in multi-view learning is to capture relations among views. For sequential data, the relations not only span across views, but also extend throughout the view length to form long-term intra-view and inter-view interactions. In this paper, we present a new memory augmented neural network model that…
EnLSTM network improves log generation from small datasets.
Neural SDEs improve time series generation efficiency.
The well-known Mori-Zwanzig theory tells us that model reduction leads to memory effect. For a long time, modeling the memory effect accurately and efficiently has been an important but nearly impossible task in developing a good reduced model. In this work, we explore a natural analogy between recurrent neural network…
Extended LSTM improves language modeling performance.
mGRN improves multivariate time series prediction by managing marginal and joint memories.
Study adds memory effect to Solow-Swan model for more accurate economic growth modeling.
Learning and adapting to new distributions or learning new tasks sequentially without forgetting the previously learned knowledge is a challenging phenomenon in continual learning models. Most of the conventional deep learning models are not capable of learning new tasks sequentially in one model without forgetting the…
Deep learning predicts baseball home runs with better accuracy.
Improved recurrent neural networks learn long-term dependencies through multi-scale memory.
A new memory-based fusion layer improves multi-modal deep learning performance.
Efficient algorithm predicts unknown linear systems with long-term memory.
The paper introduces a new stochastic volatility model with long-term memory and jumps.
State-of-the-art models are now trained with billions of parameters, reaching hardware limits in terms of memory consumption. This has created a recent demand for memory-efficient optimizers. To this end, we investigate the limits and performance tradeoffs of memory-efficient adaptively preconditioned gradient methods.…
Neural Turing Machines (NTMs) are an instance of Memory Augmented Neural Networks, a new class of recurrent neural networks which decouple computation from memory by introducing an external memory unit. NTMs have demonstrated superior performance over Long Short-Term Memory Cells in several sequence learning tasks. A n…
fSDE-Net generates time series with long-term memory using neural networks.
New magnetic memory effects found in gravitational waves and memory.
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…