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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.

168,694 papers · 148 categories

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11233445 · May 201919922001200920172026
48 results for stacked LSTM

Long short-term memory (LSTM) has been widely used for sequential data modeling. Researchers have increased LSTM depth by stacking LSTM cells to improve performance. This incurs model redundancy, increases run-time delay, and makes the LSTMs more prone to overfitting. To address these problems, we propose a hidden-laye…

2018-05-30abs ↗pdf ↗

In this paper, we use the house price data ranging from January 2004 to October 2016 to predict the average house price of November and December in 2016 for each district in Beijing, Shanghai, Guangzhou and Shenzhen. We apply Autoregressive Integrated Moving Average model to generate the baseline while LSTM networks to…

2017-09-25abs ↗pdf ↗

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…

2019-10-25abs ↗pdf ↗

Improved traffic forecasting model handles missing data.

problem Short-term traffic forecasting with missing values.
method Proposed SBU-LSTM architecture with bidirectional and unidirectional LSTM.
result Superior performance in accuracy and robustness for network-wide traffic prediction.

We study compositional generalization, viz., the problem of zero-shot generalization to novel compositions of concepts in a domain. Standard neural networks fail to a large extent on compositional learning. We propose Tree Stack Memory Units (Tree-SMU) to enable strong compositional generalization. Tree-SMU is a recurs…

2019-11-05abs ↗pdf ↗

Bi-directional LSTMs are a powerful tool for text representation. On the other hand, they have been shown to suffer various limitations due to their sequential nature. We investigate an alternative LSTM structure for encoding text, which consists of a parallel state for each word. Recurrent steps are used to perform lo…

2018-05-07abs ↗pdf ↗

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial problems, with better prediction than machine learning methods. Moreover, many resea…

2019-02-28abs ↗pdf ↗

In this paper, a taxonomy for memory networks is proposed based on their memory organization. The taxonomy includes all the popular memory networks: vanilla recurrent neural network (RNN), long short term memory (LSTM ), neural stack and neural Turing machine and their variants. The taxonomy puts all these networks und…

2018-05-01abs ↗pdf ↗

In this paper, we present iPrescribe, a scalable low-latency architecture for recommending 'next-best-offers' in an online setting. The paper presents the design of iPrescribe and compares its performance for implementations using different real-time streaming technology stacks. iPrescribe uses an ensemble of deep lear…

2019-05-31abs ↗pdf ↗

Recurrent Neural Networks (RNNs) have long been recognized for their potential to model complex time series. However, it remains to be determined what optimization techniques and recurrent architectures can be used to best realize this potential. The experiments presented take a deep look into Hessian free optimization…

2015-10-16abs ↗pdf ↗

Improved NER performance on imbalanced data.

problem Highly unbalanced training data in NER tasks.
method Adapted a neural architecture with CRF and BI-LSTM layers, using pre-trained embeddings. Introduced a two-class split to optimize performance.
result Significant improvement in performance for weak classes with minimal training data.

Two potential bottlenecks on the expressiveness of recurrent neural networks (RNNs) are their ability to store information about the task in their parameters, and to store information about the input history in their units. We show experimentally that all common RNN architectures achieve nearly the same per-task and pe…

2016-11-29abs ↗pdf ↗

Modeling student behaviors and multiple predictions for early intervention.

problem Predicting student outcomes and interactions among multiple tasks.
method Proposes a variant of LSTM and soft-attention mechanism for heterogeneous behaviors, and co-attention mechanism for task interactions.
result Demonstrated effectiveness in predicting student outcomes and interactions.

Study improves fraud detection in e-commerce with a stacked model combining CNNs, GNNs, and confidence gating.

problem Detecting credit card fraud in online transactions.
method Stacking approach with attention and confidence-driven layers, using DOWA and IOWA operators.
result The method achieves high accuracy and robust generalization in CCF detection.

Stable long-term predictions for fluid flows using neural networks.

problem Predicting complex dynamics of fluid flows with high temporal stability.
method End-to-end trained neural network architecture combining CNN for spatial compression and LSTM for temporal prediction.
result Novel latent space subdivision (LSS) allows stable and controllable long-term predictions.

Paper introduces probabilistic forecasting methods for cryptocurrency volatility.

problem Inadequate point forecasting methods for capturing full spectrum of volatility outcomes.
method Combines multiple base models (statistical and machine learning) to estimate conditional quantiles of cryptocurrency realized variance.
result QRS method outperforms sophisticated alternatives for Bitcoin volatility forecasting.

Stacking is a general approach for combining multiple models toward greater predictive accuracy. It has found various application across different domains, ensuing from its meta-learning nature. Our understanding, nevertheless, on how and why stacking works remains intuitive and lacking in theoretical insight. In this …

2019-01-26abs ↗pdf ↗

We review the basic definition of a stack and apply it to the topological and smooth settings. We then address two subtleties of the theory: the correct definition of a ``stack over a stack'' and the distinction between small stacks (which are algebraic objects) and large stacks (which are generalized spaces).

2003-06-10abs ↗pdf ↗

In this article, we derive many properties of étale stacks in various contexts, and prove that étale stacks may be characterized categorically as those stacks that arise as prolongations of stacks on a site of spaces and local homeomorphisms. Moreover, we show that the bicategory of étale differentiable stacks and loca…

2012-12-11abs ↗pdf ↗

New neural stack and Turing Machine architectures prove stability and computational power.

problem Designing stable neural network architectures for Turing Machine simulation.
method Introducing neural stack and Turing Machine architectures, proving stability and computational equivalence.
result Differentiable nnTM with bounded neurons can simulate Turing Machine in real-time and is equivalent to UTM.

Bayesian stacking improves model performance with varying model weights.

problem Improving model predictions with heterogeneous input performance.
method Bayesian hierarchical stacking with varying model weights inferred via Bayesian inference.
result Hierarchical stacking yields better predictions than linear averaging.

We generalize the notion of a small sheaf of sets over a topological space or manifold to define the notion of a small stack of groupoids over an étale topological or differentiable stack. We then provide a construction analogous to the étalé space construction in this context, establishing an equivalence of 2-categori…

2010-11-28abs ↗pdf ↗

This work characterizes global quotient stacks---smooth stacks associated to a finite group acting a manifold---among smooth quotient stacks [M/G][M/G], where MM is a smooth manifold equipped with a smooth proper action by a Lie group GG. The characterization is described in terms of the action of the connected componen…

2013-02-02abs ↗pdf ↗

Constructs moduli stacks for quiver connections and extends non-Abelian Hodge theory.

problem Extending non-Abelian Hodge theory to moduli stacks of quiver connections.
method Formalizes and constructs moduli stacks of bundles with λ-connections over prestacks.
result Shows moduli stacks are algebraic and locally of finite presentation when base is smooth and projective.

Study connections on Lie groupoids and stacks using Atiyah sequences.

problem No specific problem stated; general connections on Lie groupoids and stacks.
method Construct connections using Atiyah sequences associated with transversal tangential distributions.
result Detailed study and construction of connections on Lie groupoids and stacks.

MTS-CycleGAN adapts multivariate time series data for ironmaking industry.

problem Creating a domain invariant dataset from multivariate time series data of different blast furnaces.
method Adversarial-based deep mapping learning network (CycleGAN) with LSTM-based AutoEncoder and discriminator.
result MTS-CycleGAN successfully translates multivariate time series data between different blast furnaces.