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Recurrent neural networks (RNNs) have been extraordinarily successful for prediction with sequential data. To tackle highly variable and noisy real-world data, we introduce Particle Filter Recurrent Neural Networks (PF-RNNs), a new RNN…
Recurrent Networks are one of the most powerful and promising artificial neural network algorithms to processing the sequential data such as natural languages, sound, time series data. Unlike traditional feed-forward network, Recurrent…
Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…
Recurrent neural network (RNN) is an effective neural network in solving very complex supervised and unsupervised tasks. There has been a significant improvement in RNN field such as natural language processing, speech processing, computer…
This paper investigates the use of probabilistic neural networks (PNNs) to model aleatoric uncertainty, which refers to the inherent variability in the input-output relationships of a system, often characterized by unequal variance or…
Bidding in real-time auctions can be a difficult stochastic control task; especially if underdelivery incurs strong penalties and the market is very uncertain. Most current works and implementations focus on optimally delivering a campaign…
Despite Graph Neural Networks (GNNs) have achieved prominent success in many graph-based learning problem, such as credit risk assessment in financial networks and fake news detection in social networks. However, the trained GNNs still make…
Recurrent neural networks (RNNs) are a class of neural networks used in sequential tasks. However, in general, RNNs have a large number of parameters and involve enormous computational costs by repeating the recurrent structures in many…
We introduce Effective Field Neural Networks (EFNNs), a new architecture based on continued functions -- mathematical tools used in renormalization to handle divergent perturbative series. Our key insight is that neural networks can…
Random Neural Networks (RNNs) are a class of Neural Networks (NNs) that can also be seen as a specific type of queuing network. They have been successfully used in several domains during the last 25 years, as queuing networks to analyze the…
Several variants of recurrent neural networks (RNNs) with orthogonal or unitary recurrent matrices have recently been developed to mitigate the vanishing/exploding gradient problem and to model long-term dependencies of sequences. However,…
Traditional deep neural nets (NNs) have shown the state-of-the-art performance in the task of classification in various applications. However, NNs have not considered any types of uncertainty associated with the class probabilities to…
Though deep learning has been applied successfully in many scenarios, malicious inputs with human-imperceptible perturbations can make it vulnerable in real applications. This paper proposes an error-correcting neural network (ECNN) that…
Temporal data modelling techniques with neural networks are useful in many domain applications, including time-series forecasting and control engineering. This paper aims at developing a recurrent version of stochastic configuration…
We introduce twin neural network (TNN) regression. This method predicts differences between the target values of two different data points rather than the targets themselves. The solution of a traditional regression problem is then obtained…
Twin neural network regression (TNNR) is a semi-supervised regression algorithm, it can be trained on unlabelled data points as long as other, labelled anchor data points, are present. TNNR is trained to predict differences between the…
Despite the superiority of convolutional neural networks demonstrated in time series modeling and forecasting, it has not been fully explored on the design of the neural network architecture and the tuning of the hyper-parameters. Inspired…
Deep neural networks (DNNs) are widely used in pattern-recognition tasks for which a human comprehensible, quantitative description of the data-generating process, e.g., in the form of equations, cannot be achieved. While doing so, DNNs…
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…
While deep neural networks (DNNs) have been increasingly applied to choice analysis showing high predictive power, it is unclear to what extent researchers can interpret economic information from DNNs. This paper demonstrates that DNNs can…