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.
Predicts short-term futures contract direction using neural networks and order flow data.
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 …
Predicts S&P 500 trends using machine learning models.
Time series data constitutes a distinct and growing problem in machine learning. As the corpus of time series data grows larger, deep models that simultaneously learn features and classify with these features can be intractable or suboptimal. In this paper, we present feature learning via long short term memory (LSTM) …
A new model for pricing ultra-short-term options with complex volatility patterns.
Event-driven features improve forex price prediction accuracy.
The paper predicts travel times using tree-based ensembles.
Research predicts healthcare index movements using historical OHLC data.
Study enhances neural network predictions for wave height using topological features.
Action recognition has attracted increasing attention from RGB input in computer vision partially due to potential applications on somatic simulation and statistics of sport such as virtual tennis game and tennis techniques and tactics analysis by video. Recently, deep learning based methods have achieved promising per…
Automated detection of voice disorders with computational methods is a recent research area in the medical domain since it requires a rigorous endoscopy for the accurate diagnosis. Efficient screening methods are required for the diagnosis of voice disorders so as to provide timely medical facilities in minimal resourc…
Deep architecture learns transferable features for robust speech emotion recognition.
Predicting MRI coil failures using time series classification.
Deep learning predicts cryptocurrency price movements from trade data.
Paper develops adaptive models for robust energy forecasting with missing data.
The existing literature provides evidence that limit order book data can be used to predict short-term price movements in stock markets. This paper proposes a new neural network architecture for predicting return jump arrivals in equity markets with high-frequency limit order book data. This new architecture, based on …
In this paper, we present a reverberation removal approach for speaker verification, utilizing dual-label deep neural networks (DNNs). The networks perform feature mapping between the spectral features of reverberant and clean speech. Long short term memory recurrent neural networks (LSTMs) are trained to map corrupted…
Paper proposes a new method for hourly load forecasting using smart meter data.
The paper predicts Bitcoin prices using machine learning and sentiment analysis.
System identifies language of transliterated text.
A new method forecasts hourly electricity prices considering product dynamics and limit order book signals.
With the proliferation of algorithmic high-frequency trading in financial markets, the Limit Order Book has generated increased research interest. Research is still at an early stage and there is much we do not understand about the dynamics of Limit Order Books. In this paper, we employ a machine learning approach to i…
New model estimates corporate defaults using pure jump processes, capturing extreme events.
Accurately estimating the remaining useful life (RUL) of industrial machinery is beneficial in many real-world applications. Estimation techniques have mainly utilized linear models or neural network based approaches with a focus on short term time dependencies. This paper, introduces a system model that incorporates t…
Study examines short-term IVS dynamics using a model-independent approach.
A minimal model of a market of myopic non-cooperative agents who trade bilaterally with random bids reproduces qualitative features of short-term electric power markets, such as those in California and New England. Each agent knows its own budget and preferences but not those of any other agent. The near-equilibrium pr…
ForecastGAN improves multi-horizon time series forecasting by integrating numerical and categorical features.
LSTMs improve bond yield forecasting with unique signals.
Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term patterns, and the curse of dimensionality. In this paper, we propose a deep neural net…
Sequence feature embedding is a challenging task due to the unstructuredness of sequence, i.e., arbitrary strings of arbitrary length. Existing methods are efficient in extracting short-term dependencies but typically suffer from computation issues for the long-term. Sequence Graph Transform (SGT), a feature embedding …
Stuttering is a speech impediment affecting tens of millions of people on an everyday basis. Even with its commonality, there is minimal data and research on the identification and classification of stuttered speech. This paper tackles the problem of detection and classification of different forms of stutter. As oppose…
The paper predicts Bitcoin volatility using order flow images.
Transformers predict price movements from limit order books.
This paper explores using a Long short-term memory (LSTM) based sequence autoencoder to learn interesting features for detecting surveillance aircraft using ADS-B flight data. An aircraft periodically broadcasts ADS-B (Automatic Dependent Surveillance - Broadcast) data to ground receivers. The ability of LSTM networks …
GNN-CL model improves financial fraud detection using graph neural networks and reinforcement learning.
Study shows adding correlated features doesn't improve LSTM model interpretability for oil stocks.
Study shows diverse data sources improve cryptocurrency forecasting models.
Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose. In this paper, we extract over 270 hand-crafted features (factors) inspired by technical and quantitative analysis and tested their validity on short-term mid-price movement prediction. We f…
Study combines CNNs and LSTMs for ECG classification, improving performance with attention mechanisms.
The paper examines short-term volatilities in equity indexes using a ranking procedure.
Model combines long-term and short-term memory using conceptors.
Graph Neural Network improves volatility forecasting for 500 S&P stocks.
Multivariate techniques based on engineered features have found wide adoption in the identification of jets resulting from hadronic top decays at the Large Hadron Collider (LHC). Recent Deep Learning developments in this area include the treatment of the calorimeter activation as an image or supplying a list of jet con…
A novel hybrid data-driven approach is developed for forecasting power system parameters with the goal of increasing the efficiency of short-term forecasting studies for non-stationary time-series. The proposed approach is based on mode decomposition and a feature analysis of initial retrospective data using the Hilber…
This paper explores four different visualization techniques for long short-term memory (LSTM) networks applied to continuous-valued time series. On the datasets analysed, we find that the best visualization technique is to learn an input deletion mask that optimally reduces the true class score. With a specific focus o…
Model precision in a classification task is highly dependent on the feature space that is used to train the model. Moreover, whether the features are sequential or static will dictate which classification method can be applied as most of the machine learning algorithms are designed to deal with either one or another ty…
Study causal financial signals for non-stationary markets, improving short-term forecasts.
Graph neural networks improve volatility forecasts and portfolio performance.