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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.

168,878 papers · 148 categories

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48 results for root-mean-square error

This paper uses GAN and ERMSE to improve stock price movement prediction accuracy.

problem Predicting stock price movement direction is challenging due to complex, incomplete, and fuzzy information.
method The paper proposes a deep learning model using GAN and ERMSE to forecast stock market trends.
result The GAN model outperformed LSTM in predicting stock price movement direction with a 4.35% improvement.

Machine learning models estimate nutrient concentrations from water quality surrogates.

problem Estimating high frequency nutrient concentrations from limited in-situ measurements.
method Used machine learning (Random Forests) to estimate nutrient concentrations using surrogate measures.
result Reduced RMSE by up to 60.1% compared to linear models, with additional sensors not providing significant benefits.

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.

We study the stability vis a vis adversarial noise of matrix factorization algorithm for matrix completion. In particular, our results include: (I) we bound the gap between the solution matrix of the factorization method and the ground truth in terms of root mean square error; (II) we treat the matrix factorization as …

2012-06-18abs ↗pdf ↗

JULIA combines multi-linear and nonlinear models for tensor completion.

problem Complex patterns in real-world tensors require a unified model.
method JULIA unifies multi-linear and nonlinear models with flexible component assignment and efficient alternating optimization.
result JULIA outperforms existing methods in large-scale tensor completion.

Transformer model predicts stock prices in Bangladesh's stock market.

problem Predicting volatile stock prices in the Bangladesh stock market.
method Transformer model applied to time series data for stock price prediction.
result Transformer model shows promising results in predicting stock price movements.

A new sparse benchmark metabench identifies key abilities from large benchmarks.

problem Redundancy and compression in existing benchmarks.
method Data from 5000+ LLMs to identify most informative items, distilling a sparse benchmark.
result Sparse benchmark metabench captures underlying abilities with high accuracy.

Optimal stock price prediction model using recurrent neural networks with RMSprop optimizer.

problem Stock price prediction using neural networks.
method Comparison of fully connected, convolutional, and recurrent architectures; inclusion of three optimization techniques.
result Single layer recurrent neural network with RMSprop optimizer produces optimal results with validation and test MAE of 0.0150 and 0.0148 respectively.

Hybrid QML model improves recovery rate prediction accuracy.

problem Complex nonlinear dependencies, high-dimensional feature spaces, and limited sample sizes in recovery rate forecasting.
method Hybrid Quantum Machine Learning (QML) with Amplitude Encoding, leveraging PQC and qubit data compression.
result Significantly lower RMSE (0.228) compared to classical models.

Paper proposes combining GAM and DNN for accurate peak demand estimation from lower-resolution data.

problem Predicting high-resolution peak demand from limited lower-resolution data.
method Combines generalized additive models (GAM) and deep neural networks (DNN) for half-hourly load forecasting.
result Proposed method reduces out-of-sample RMSE by 57.4% compared to benchmark.

Optimizes Gaussian process hyperparameters using Bayesian autoregression.

problem Optimizing hyperparameters for Matérn kernel temporal Gaussian processes.
method Recursive Bayesian estimation for autoregressive parameters.
result Outperforms traditional optimization methods in runtime and accuracy.

Obtaining accurate and well calibrated probability estimates from classifiers is useful in many applications, for example, when minimising the expected cost of classifications. Existing methods of calibrating probability estimates are applied globally, ignoring the potential for improvements by applying a more fine-gra…

2018-07-31abs ↗pdf ↗

The standard Kernel Quadrature method for numerical integration with random point sets (also called Bayesian Monte Carlo) is known to converge in root mean square error at a rate determined by the ratio s/ds/d, where ss and dd encode the smoothness and dimension of the integrand. However, an empirical investigation re…

2017-06-11abs ↗pdf ↗

Study on theoretical limits of 0\ell_0 sparse-regression algorithms using Fl RDT.

problem Understanding the performance limits of 0\ell_0 norm based optimization algorithms in compressed sensing and sparse regression.
method Utilized Fully lifted random duality theory (Fl RDT) to analyze the maximum-likelihood (ML) decoding performance.
result Uncovered phase-transition (PT) and descending 0\ell_0 (d0\ell_0) curves that separate successful and unsuccessful algorithm performance.

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 ↗

Unified NICEk metrics improve solar forecasting accuracy.

problem Lack of suitable error metrics for multidimensional solar irradiance forecasting.
method Introducing NICEk framework with Lk norms for evaluating forecasting models.
result NICESigma consistently outperforms traditional metrics in discriminative power and statistical significance.

Enhanced ensemble filters use machine learning to improve accuracy in filtering models.

problem Accuracy limitations of traditional ensemble Kalman filters.
method Introduces a measure neural mapping (MNM) to map joint predicted state and observation to updated state estimates.
result Superior root-mean-square-error performance compared to leading methods in filtering models.

This review assesses deep-learning methods for complex sequential data.

problem Lack of robustness and transparency in deep-learning frameworks for irregular sequential data.
method Systematic literature review of existing algorithms.
result Recurrent neural networks dominate in performance evaluation of deep-learning frameworks.

Study finds price-based clustering outperforms AI and human methods in stock market analysis.

problem Investigates if AI can improve stock clustering compared to traditional methods.
method Compares price-based, human-informed, and AI-driven clustering methods using synthetic factor models.
result Price-based clustering reduces RMSE by 15.9% relative to GICS and 14.7% relative to LLM embeddings.

Study compares machine learning algorithms for predicting SST in the Great Barrier Reef.

problem Predicting sea surface temperature in the Great Barrier Reef region.
method Ridge regression, LASSO, Random Forest, and Extreme Gradient Boosting (XGBoost) algorithms were evaluated.
result XGBoost significantly outperforms other algorithms in terms of predictive accuracy and Kullback-Leibler Divergence.

Deep neural network predicts black hole merger remnants with high accuracy.

problem Estimating the properties of black hole merger remnants.
method Trained on a dataset of binary black hole simulations, a deep neural network predicts mass and spin with high precision.
result The network predicts remnant black hole mass and spin with errors less than 0.04% and 0.3% respectively, and reduces errors in precessing cases to half.

A system of nested dichotomies is a method of decomposing a multi-class problem into a collection of binary problems. Such a system recursively applies binary splits to divide the set of classes into two subsets, and trains a binary classifier for each split. Many methods have been proposed to perform this split, each …

2018-09-08abs ↗pdf ↗

Paper proposes machine learning models for more accurate road inspection.

problem Traditional road inspection systems have safety, energy, and cost issues.
method Hybrid machine learning models using surface deflection data from FWD tests.
result CMIS model outperforms other models with APRE=2.3303, AAPRE=11.6768, RMSE=12.0056, and SD=0.0210.

A visualization aids in comparing regression models by highlighting errors and correlations.

problem Comparing regression models is difficult due to varying hyper-parameters and metrics.
method Introduces a novel visualization approach using 2D residual space, Mahalanobis distance, and colormaps.
result Enhanced understanding of regression model performance differences and error distributions.

This paper uses ML and EVT to analyze tree ring data, improving accuracy of predictions.

problem Analyzing tree ring data for climate modeling and historical studies.
method Combines machine learning algorithms with extreme value theory for data analysis.
result Random Forest method yields the most accurate results for tree ring data analysis.

Transfer Learning (TL) in Deep Neural Networks is gaining importance because in most of the applications, the labeling of data is costly and time-consuming. Additionally, TL also provides an effective weight initialization strategy for Deep Neural Networks . This paper introduces the idea of Adaptive Transfer Learning …

2018-10-30abs ↗pdf ↗

Study evaluates different mathematical models for three case studies using statistical fitting.

problem Estimating outcomes in population dynamics, temperature variations, and market equilibrium.
method Applied various statistical equations (e.g., fractional exponential, sinusoidal) to three case studies.
result Optimal models differ by case study (fractional exponential for population dynamics, sinusoidal for temperature and market equilibrium).

The study examines generalization bounds for regression and classification tasks on adaptive input domains.

problem Understanding the generalization error in adaptive input domains for regression and classification.
method The analysis considers regression and classification separately, using Lipschitz continuity and 2-norm/0/1 loss for measurement. It also highlights the polynomial relationship between generalization bounds and network parameters.
result Generalization bounds for regression and classification are inversely proportional to a polynomial of the number of parameters, emphasizing the advantages of over-parameterized networks.

Study evaluates 41 ML models for Bitcoin trading performance.

problem Predicting Bitcoin prices for algorithmic trading.
method Examined 21 classifiers and 20 regressors under various market conditions.
result Certain models like Random Forest and Stochastic Gradient Descent outperform others in profit and risk management.