Related papers: Sequence Classification of the Limit Order Book us…
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In this paper, we extend a class of celebrated regularization techniques originally proposed for feed-forward neural networks, namely Input Mixup (Zhang et al., 2017) and Manifold Mixup (Verma et al., 2018), to the realm of Recurrent Neural…
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The proliferation of large-scale and structurally complex data has spurred the integration of machine learning methods into statistical modeling. Recurrent neural networks (RNNs), a foundational class of models for time-dependent data, can…
Recurrent Neural Networks (RNN) have become competitive forecasting methods, as most notably shown in the winning method of the recent M4 competition. However, established statistical models such as ETS and ARIMA gain their popularity not…
Circuits of biological neurons, such as in the functional parts of the brain can be modeled as networks of coupled oscillators. Inspired by the ability of these systems to express a rich set of outputs while keeping (gradients of) state…
Time series forecasting has received a lot of attention, with recurrent neural networks (RNNs) being one of the widely used models due to their ability to handle sequential data. Previous studies on RNN time series forecasting, however,…
During the last couple of years, Recurrent Neural Networks (RNN) have reached state-of-the-art performances on most of the sequence modelling problems. In particular, the "sequence to sequence" model and the neural CRF have proved to be…
In a previous paper, we have shown that a recurrent neural network (RNN) can be used to detect cellular network radio signal degradations accurately. We unexpectedly found, though, that accuracy gains diminished as we added layers to the…
Access to a large variety of data across a massive population has made it possible to predict customer purchase patterns and responses to marketing campaigns. In particular, accurate demand forecasts for popular products with frequent…
We propose a deep Recurrent neural network (RNN) framework for computing prices and deltas of American options in high dimensions. Our proposed framework uses two deep RNNs, where one network learns the price and the other learns the delta…
We study the approximation properties and optimization dynamics of recurrent neural networks (RNNs) when applied to learn input-output relationships in temporal data. We consider the simple but representative setting of using…
Real-time classification of Electromyography signals is the most challenging part of controlling a prosthetic hand. Achieving a high classification accuracy of EMG signals in a short delay time is still challenging. Recurrent neural…
Models for sequential data such as the recurrent neural network (RNN) often implicitly model a sequence as having a fixed time interval between observations and do not account for group-level effects when multiple sequences are observed. We…
In this paper, we investigate the use of prediction-adaptation-correction recurrent neural networks (PAC-RNNs) for low-resource speech recognition. A PAC-RNN is comprised of a pair of neural networks in which a {\it correction} network uses…
Biological spiking neural networks (SNNs) can temporally encode information in their outputs, e.g. in the rank order in which neurons fire, whereas artificial neural networks (ANNs) conventionally do not. As a result, models of SNNs for…
This paper reviews the Stochastic Recurrent Neural Network (SRNN) as applied to the light curves of Active Galactic Nuclei by Sheng et al. (2022). Astronomical data have inherent limitations arising from telescope capabilities, cadence…
Much of the recent research on solving iterative inference problems focuses on moving away from hand-chosen inference algorithms and towards learned inference. In the latter, the inference process is unrolled in time and interpreted as a…
Recurrent Neural Networks (RNNs) are frequently used to model aspects of brain function and structure. In this work, we trained small fully-connected RNNs to perform temporal and flow control tasks with time-varying stimuli. Our results…
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…