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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.

168,695 papers · 148 categories

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175350524699 · Jun 202019922001200920172026
48 results for predictive architectures

Study compares LSTM and ANN architectures for forex prediction, finding ANN more efficient.

problem Forex time series prediction efficiency and resource usage.
method Comparison of Long Short-Term Memory (LSTM) and specialized ANN architectures.
result Specialized ANN architecture performs better with fewer resources and faster execution.

Neural Architecture Search methods are effective but often use complex algorithms to come up with the best architecture. We propose an approach with three basic steps that is conceptually much simpler. First we train N random architectures to generate N (architecture, validation accuracy) pairs and use them to train a …

2019-12-02abs ↗pdf ↗

Pruned neural networks' error scales predictably with architecture and task.

problem Understanding the predictability of pruning across different scales and architectures.
method Functionally approximated the error of pruned networks, showing it is predictable in terms of invariant tying width, depth, and pruning level.
result The error of pruned networks follows a scaling law with interpretable coefficients that depend on architecture and task.

Automates GNN design for molecular property prediction.

problem Designing and tuning GNN architectures for molecular property prediction is labor-intensive.
method Developed a NAS approach to automatically discover high-performing GNN architectures for MPNNs.
result Automatically discovered MPNNs outperform manually designed GNNs in molecular property prediction.

Comparative study of neural networks for short-term FOREX forecasting.

problem Simulating expert judgment in foreign exchange market forecasting.
method Implemented and compared LSTM and ANN architectures for short-term FOREX forecasting.
result ANN custom architecture outperforms LSTM in prediction quality and resource efficiency.

Predict accuracy of neural architectures using non-neural models.

problem Improving efficiency and effectiveness of neural architecture search.
method Used gradient boosting decision tree (GBDT) for accuracy prediction and pruned the search space based on features learned from GBDT.
result GBDT-based predictor achieves comparable or better accuracy than neural network-based predictors and is 22x more sample efficient on NASBench-101.

PredNet, a deep predictive coding network developed by Lotter et al., combines a biologically inspired architecture based on the propagation of prediction error with self-supervised representation learning in video. While the architecture has drawn a lot of attention and various extensions of the model exist, there is …

2019-06-14abs ↗pdf ↗

New model predicts neural network performance from early training epochs, incorporating architecture impact.

problem Predicting neural network performance from early training epochs, neglecting architecture impact.
method Architecture-aware graph ordinary differential equation model.
result Model outperforms state-of-the-art methods for MLP and CNN learning curves.

NTK theory fails to predict practical behavior of large-width neural networks.

problem Theoretical limits of NTK do not match practical neural network architectures.
method Empirical investigation of NTK's applicability to large-width architectures.
result Practically relevant behavior of large-width architectures differs from NTK theory.

A power-law fit to the empirical inference-compute frontier in LOB prediction suggests a scaling-law-style frontier.

problem Limit order book prediction
method Using a suite of models ranging from small decision trees to neural LOB architectures
result A power-law fit to the low- and mid-compute non-MLPLOB frontier extrapolates across multiple orders of magnitude and attains R2=0.941R^2=0.941 on the excluded high-compute MLPLOB target frontier.

We introduce SADs to reveal how network architecture shapes score-based generative models.

problem Understanding and predicting the inductive biases of score-based generative models.
method Introducing Score Anisotropy Directions (SADs) to analyze network architecture.
result SADs reliably capture model behavior and correlate with performance.

Can we use deep learning to predict when deep learning works? Our results suggest the affirmative. We created a dataset by training 13,500 neural networks with different architectures, on different variations of spiral datasets, and using different optimization parameters. We used this dataset to train task-independent…

2019-06-04abs ↗pdf ↗

Paper develops a new model for predicting volatility surface.

problem Predicting volatility in financial markets is challenging due to its non-observable nature and complex dynamics.
method Physics-informed convolutional transformer architecture.
result The new model outperforms other deep-learning architectures in predicting volatility surface.

Neural architecture search (NAS) automatically finds the best task-specific neural network topology, outperforming many manual architecture designs. However, it can be prohibitively expensive as the search requires training thousands of different networks, while each can last for hours. In this work, we propose the Gra…

2018-10-12abs ↗pdf ↗

New analysis shows transformer models can't learn effectively.

problem Transformer models learning in context can't achieve general predictive accuracy.
method Empirical evidence and mathematical analysis of transformer architecture limitations.
result Transformers cannot achieve general predictive accuracy due to architectural limitations.

In this paper, we present a new deep learning architecture for addressing the problem of supervised learning with sparse and irregularly sampled multivariate time series. The architecture is based on the use of a semi-parametric interpolation network followed by the application of a prediction network. The interpolatio…

2019-09-13abs ↗pdf ↗

Predicting the next position of movable objects has been a problem for at least the last three decades, referred to as trajectory prediction. In our days, the vast amounts of data being continuously produced add the big data dimension to the trajectory prediction problem, which we are trying to tackle by creating a λ-A…

2019-09-29abs ↗pdf ↗

Proposes a new framework for predicting stock market movements using sparse neural architectures.

problem Challenging problem of predicting stock market movements using technical indicators.
method Multi-criteria optimization approach to evolve sparse neural architectures.
result Evolved parsimonious networks with better generalization capabilities.

The pioneer deep neural networks (DNNs) have emerged to be deeper or wider for improving their accuracy in various applications of artificial intelligence. However, DNNs are often too heavy to deploy in practice, and it is often required to control their architectures dynamically given computing resource budget, i.e., …

2018-07-07abs ↗pdf ↗

AdaEnsemble learns adaptive feature interactions for CTR prediction.

problem Learning feature interactions for CTR prediction in recommender systems and Ads ranking.
method AdaEnsemble is a Sparsely-Gated Mixture-of-Experts (SparseMoE) architecture that dynamically selects feature interaction depth.
result AdaEnsemble achieves better prediction accuracy and inference efficiency compared to state-of-the-art models.

Study evaluates 31 performance predictors in NAS, recommending best for different settings.

problem Understanding and comparing different performance prediction techniques in NAS.
method Analysis of 31 techniques, testing correlation and rank-based measures, speed-up potential.
result Certain predictor families can be combined for better predictive power.

The non-stationarity characteristic of the solar power renders traditional point forecasting methods to be less useful due to large prediction errors. This results in increased uncertainties in the grid operation, thereby negatively affecting the reliability and increased cost of operation. This research paper proposes…

2018-07-14abs ↗pdf ↗

This work explores how neural network architecture affects robustness to noisy labels.

problem The impact of neural network architecture on robustness to noisy labels.
method Formal framework connecting robustness to architecture alignments, measured by predictive power in representations.
result Network robustness to noisy labels improves when its architecture is more aligned with the target function.

A novel GNN architecture improves link prediction by combining positive and negative samples.

problem Link prediction accuracy limited by node-wise methods and increased model complexity of edge-wise methods.
method Proposes a novel GNN architecture that uses both positive and negative samples to inform node embeddings.
result The method retains the inference speed of node-wise models while achieving competitive accuracy with edge-wise alternatives.

Application of neural network architectures for financial prediction has been actively studied in recent years. This paper presents a comparative study that investigates and compares feed-forward neural network (FNN) and adaptive neural fuzzy inference system (ANFIS) on stock prediction using fundamental financial rati…

2019-06-12abs ↗pdf ↗