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This work aims to implement Long Short-Term Memory mixture density networks (LSTM-MDNs) for Value-at-Risk forecasting and compare their performance with established models (historical simulation, CMM, and GARCH) using a defined backtesting…

Computational Finance · Quantitative Finance 2025-01-03 Nico Herrig

Mixture Density Networks (MDNs) can be used to generate probability density functions of model parameters $\boldsymbol{\theta}$ given a set of observables $\mathbf{x}$. In some applications, training data are available only for discrete…

Data Analysis, Statistics and Probability · Physics 2021-08-18 Charles Burton , Spencer Stubbs , Peter Onyisi

Recurrent neural networks like long short-term memory (LSTM) are important architectures for sequential prediction tasks. LSTMs (and RNNs in general) model sequences along the forward time direction. Bidirectional LSTMs (Bi-LSTMs) on the…

Machine Learning · Statistics 2017-11-16 Samira Shabanian , Devansh Arpit , Adam Trischler , Yoshua Bengio

Deep learning builds deep architectures such as multi-layered artificial neural networks to effectively represent multiple features of input patterns. The adaptive structural learning method of Deep Belief Network (DBN) can realize a high…

Neural and Evolutionary Computing · Computer Science 2019-10-01 Shin Kamada , Takumi Ichimura

Since the advent of deep learning, it has been used to solve various problems using many different architectures. The application of such deep architectures to auditory data is also not uncommon. However, these architectures do not always…

Machine Learning · Computer Science 2014-12-25 Kratarth Goel , Raunaq Vohra

Molecular dynamics simulations are a cornerstone in science, allowing to investigate from the system's thermodynamics to analyse intricate molecular interactions. In general, to create extended molecular trajectories can be a…

Computational Physics · Physics 2022-06-22 Ludwig Winkler , Klaus-Robert Müller , Huziel E. Sauceda

Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of…

Neurons and Cognition · Quantitative Biology 2019-08-21 Benjamin Plaster , Gautam Kumar

Bidirectional Long Short-Term Memory (LSTM) is a special kind of Recurrent Neural Network (RNN) architecture which is designed to model sequences and their long-range dependencies more precisely than RNNs. This paper proposes to use deep…

Machine Learning · Computer Science 2020-04-07 Neda Tavakoli

Scientific machine learning (SciML) increasingly requires models that capture multimodal conditional uncertainty arising from ill-posed inverse problems, multistability, and chaotic dynamics. While recent work has favored highly expressive…

Machine Learning · Computer Science 2026-02-03 Leonardo Ferreira Guilhoto , Akshat Kaushal , Paris Perdikaris

The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a…

Machine Learning · Statistics 2017-10-13 Chuanyun Zang

Time series prediction with neural networks has been the focus of much research in the past few decades. Given the recent deep learning revolution, there has been much attention in using deep learning models for time series prediction, and…

Machine Learning · Computer Science 2021-06-08 Rohitash Chandra , Shaurya Goyal , Rishabh Gupta

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

Computation · Statistics 2025-10-30 Riddhi Pratim Ghosh , Ian Barnett

In autonomous driving, perceiving the driving behaviors of surrounding agents is important for the ego-vehicle to make a reasonable decision. In this paper, we propose a neural network model based on trajectories information for driving…

Computer Vision and Pattern Recognition · Computer Science 2021-03-02 He Zhang , Zhixiong Nan , Tao Yang , Yifan Liu , Nanning Zheng

Prediction of the real-time multiplayer online battle arena (MOBA) games' match outcome is one of the most important and exciting tasks in Esports analytical research. This research paper predominantly focuses on building predictive machine…

Machine Learning · Computer Science 2021-06-04 Kodirjon Akhmedov , Anh Huy Phan

One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams

We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in…

Computational Physics · Physics 2019-09-20 Pantelis R. Vlachas , Wonmin Byeon , Zhong Y. Wan , Themistoklis P. Sapsis , Petros Koumoutsakos

Autonomous systems, like vehicles or robots, require reliable, accurate, fast, resource-efficient, scalable, and low-latency trajectory predictions to get initial knowledge about future locations and movements of surrounding objects for…

Computer Vision and Pattern Recognition · Computer Science 2024-10-11 Manuel Hetzel , Hannes Reichert , Konrad Doll , Bernhard Sick

Human motion prediction, which plays a key role in computer vision, generally requires a past motion sequence as input. However, in real applications, a complete and correct past motion sequence can be too expensive to achieve. In this…

Computer Vision and Pattern Recognition · Computer Science 2022-07-25 Chunzhi Gu , Yan Zhao , Chao Zhang

A probabilistic reconstruction using machine-learning of the decay kinematics of top-quark pairs produced in high-energy proton-proton collisions is presented. A deep neural network whose core consists of a Bidirectional Long Short-Term…

High Energy Physics - Experiment · Physics 2019-09-04 Fardin Syed , Riccardo Di Sipio , Pekka Sinervo

Reliable traffic flow prediction is crucial to creating intelligent transportation systems. Many big-data-based prediction approaches have been developed but they do not reflect complicated dynamic interactions between roads considering…

Machine Learning · Computer Science 2023-06-21 Won Kyung Lee , Deuk Sin Kwon , So Young Sohn