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Recurrent neural networks (RNNs) are particularly well-suited for modeling long-term dependencies in sequential data, but are notoriously hard to train because the error backpropagated in time either vanishes or explodes at an exponential…

Machine Learning · Computer Science 2019-08-28 Anil Kag , Ziming Zhang , Venkatesh Saligrama

We describe recurrent neural networks (RNNs), which have attracted great attention on sequential tasks, such as handwriting recognition, speech recognition and image to text. However, compared to general feedforward neural networks, RNNs…

Machine Learning · Computer Science 2018-01-16 Gang Chen

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…

Machine Learning · Computer Science 2020-12-24 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

Recurrent Neural Networks (RNNs) are a class of machine learning algorithms used for applications with time-series and sequential data. Recently, there has been a strong interest in executing RNNs on embedded devices. However, difficulties…

Neural and Evolutionary Computing · Computer Science 2020-03-23 Nesma M. Rezk , Madhura Purnaprajna , Tomas Nordström , Zain Ul-Abdin

Recurrent neural networks (RNNs) are types of artificial neural networks (ANNs) that are well suited to forecasting and sequence classification. They have been applied extensively to forecasting univariate financial time series, however…

Trading and Market Microstructure · Quantitative Finance 2017-07-19 Matthew F Dixon

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

Complex nonlinear dynamics are ubiquitous in many fields. Moreover, we rarely have access to all of the relevant state variables governing the dynamics. Delay embedding allows us, in principle, to account for unobserved state variables.…

Machine Learning · Computer Science 2022-04-27 Uttam Bhat , Stephan B. Munch

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…

Machine Learning · Computer Science 2017-06-15 Matthew Dixon , Diego Klabjan , Jin Hoon Bang

We study an alternative use of machine learning. We train neural nets to provide the parameter estimate of a given (structural) econometric model, for example, discrete choice or consumer search. Training examples consist of datasets…

Econometrics · Economics 2025-02-10 Yanhao , Wei , Zhenling Jiang

Recurrent neural networks (RNNs) are widely used in computational neuroscience and machine learning applications. In an RNN, each neuron computes its output as a nonlinear function of its integrated input. While the importance of RNNs,…

Neurons and Cognition · Quantitative Biology 2012-07-10 Sebastian Bitzer , Stefan J. Kiebel

Time series modeling has entered an era of unprecedented growth in the size and complexity of data which require new modeling approaches. While many new general purpose machine learning approaches have emerged, they remain poorly understand…

Machine Learning · Statistics 2020-11-02 Matthew F Dixon

Recurrent Neural Networks (RNNs) produce state-of-art performance on many machine learning tasks but their demand on resources in terms of memory and computational power are often high. Therefore, there is a great interest in optimizing the…

Neural and Evolutionary Computing · Computer Science 2017-02-28 Joachim Ott , Zhouhan Lin , Ying Zhang , Shih-Chii Liu , Yoshua Bengio

Classical methods of solving spatiotemporal dynamical systems include statistical approaches such as autoregressive integrated moving average, which assume linear and stationary relationships between systems' previous outputs. Development…

Dynamical Systems · Mathematics 2022-02-16 Yonggi Park , Kelum Gajamannage , Dilhani I. Jayathilake , Erik M. Bollt

Encouraged by the success of deep learning in a variety of domains, we investigate the suitability and effectiveness of Recurrent Neural Networks (RNNs) in a domain where deep learning has not yet been used; namely detecting confusion from…

Computer Vision and Pattern Recognition · Computer Science 2019-06-27 Shane D. Sims , Vanessa Putnam , Cristina Conati

An elementary Recurrent Neural Network that operates on p time lags, called an RNN(p), is the natural generalisation of a linear autoregressive model ARX(p). It is a powerful forecasting tool for variables displaying inherent seasonal…

Machine Learning · Computer Science 2025-11-10 Roberto Baviera , Pietro Manzoni

Recurrent neural networks (RNNs) are capable of learning features and long term dependencies from sequential and time-series data. The RNNs have a stack of non-linear units where at least one connection between units forms a directed cycle.…

Neural and Evolutionary Computing · Computer Science 2018-02-26 Hojjat Salehinejad , Sharan Sankar , Joseph Barfett , Errol Colak , Shahrokh Valaee

Nonlinear parametric systems have been widely used in modeling nonlinear dynamics in science and engineering. Bifurcation analysis of these nonlinear systems on the parameter space are usually used to study the solution structure such as…

Numerical Analysis · Mathematics 2022-01-26 Wenrui Hao , Chunyue Zheng

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

Statistical Finance · Quantitative Finance 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

Recommendations can greatly benefit from good representations of the user state at recommendation time. Recent approaches that leverage Recurrent Neural Networks (RNNs) for session-based recommendations have shown that Deep Learning models…

Information Retrieval · Computer Science 2017-06-26 Elena Smirnova , Flavian Vasile

Recurrent neural networks (RNNs) provide state-of-the-art performance in processing sequential data but are memory intensive to train, limiting the flexibility of RNN models which can be trained. Reversible RNNs---RNNs for which the…

Machine Learning · Computer Science 2018-10-26 Matthew MacKay , Paul Vicol , Jimmy Ba , Roger Grosse
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