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This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

Econometrics · Economics 2023-10-03 Livia Paranhos

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

Machine Learning · Computer Science 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

Recurrent Neural Networks (RNNs) are widely used for online regression due to their ability to generalize nonlinear temporal dependencies. As an RNN model, Long-Short-Term-Memory Networks (LSTMs) are commonly preferred in practice, as these…

Machine Learning · Computer Science 2021-06-01 N. Mert Vural , Fatih Ilhan , Selim F. Yilmaz , Salih Ergüt , Suleyman S. Kozat

The quest for accurate economic forecasting has traditionally been dominated by econometric models, which most of the times rely on the assumptions of linear relationships and stationarity in of the data. However, the complex and often…

Machine Learning · Computer Science 2025-02-28 Bogdan Oancea

In business retention, churn prevention has always been a major concern. This work contributes to this domain by formalizing the problem of churn prediction in the context of online gambling as a binary classification task. We also propose…

Machine Learning · Computer Science 2022-01-10 Florian Merchie , Damien Ernst

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

We extend recurrent neural networks to include several flexible timescales for each dimension of their output, which mechanically improves their abilities to account for processes with long memory or with highly disparate time scales. We…

Statistical Finance · Quantitative Finance 2023-08-21 Damien Challet , Vincent Ragel

Remaining Useful Life (RUL) of a component or a system is defined as the length from the current time to the end of the useful life. Accurate RUL estimation plays a crucial role in Predictive Maintenance applications. Traditional regression…

Machine Learning · Computer Science 2024-12-23 Muthukumar G , Jyosna Philip

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

General Finance · Quantitative Finance 2026-02-16 Mykola Babiak , Jozef Barunik

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…

Computers and Society · Computer Science 2026-01-27 Abhishek Maity , Viraj Tukarul

There exist several data-driven approaches that enable us model time series data including traditional regression-based modeling approaches (i.e., ARIMA). Recently, deep learning techniques have been introduced and explored in the context…

Machine Learning · Computer Science 2021-12-20 Saroj Gopali , Faranak Abri , Sima Siami-Namini , Akbar Siami Namin

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Deep learning methods have gained popularity in recent years through the media and the relative ease of implementation through open source packages such as Keras. We investigate the applicability of popular recurrent neural networks in…

Applications · Statistics 2023-01-05 Andrew T. Karl , James Wisnowski , Lambros Petropoulos

Traditional Recurrent Neural Networks (RNNs) and Long Short-Term Memory (LSTM) units operate on discrete time steps, often failing to capture the fluid temporal dynamics of real-world physical processes. Liquid Neural Networks (LNNs),…

Machine Learning · Computer Science 2026-05-28 Ye Kyaw Thu , Thazin Myint Oo , Thepchai Supnithi

This review aims to conduct a comparative analysis of liquid neural networks (LNNs) and traditional recurrent neural networks (RNNs) and their variants, such as long short-term memory networks (LSTMs) and gated recurrent units (GRUs). The…

Machine Learning · Computer Science 2025-10-10 Shilong Zong , Alex Bierly , Almuatazbellah Boker , Hoda Eldardiry

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

Computational Finance · Quantitative Finance 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

In this paper, the prediction capabilities of recurrent neural networks are assessed in the low-order model of near-wall turbulence by Moehlis {\it et al.} (New J. Phys. {\bf 6}, 56, 2004). Our results show that it is possible to obtain…

Data-driven approaches to automated machine condition monitoring are gaining popularity due to advancements made in sensing technologies and computing algorithms. This paper proposes the use of a deep learning model, based on Long…

Signal Processing · Electrical Eng. & Systems 2019-07-30 Jianlei Zhang , Binil Starly

Short-term traffic flow prediction is one of the crucial issues in intelligent transportation system, which is an important part of smart cities. Accurate predictions can enable both the drivers and the passengers to make better decisions…

Machine Learning · Computer Science 2019-01-31 Alireza Nejadettehad , Hamid Mahini , Behnam Bahrak
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