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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

Generalization performance of classifiers in deep learning has recently become a subject of intense study. Deep models, typically over-parametrized, tend to fit the training data exactly. Despite this "overfitting", they perform well on…

Machine Learning · Statistics 2018-06-18 Mikhail Belkin , Siyuan Ma , Soumik Mandal

Recurrent neural networks (RNNs) are widely used to model sequential data but their non-linear dependencies between sequence elements prevent parallelizing training over sequence length. We show the training of RNNs with only linear…

Neural and Evolutionary Computing · Computer Science 2018-02-23 Eric Martin , Chris Cundy

Normalization has become one of the most fundamental components in many deep neural networks for machine learning tasks while deep neural network has also been widely used in CTR estimation field. Among most of the proposed deep neural…

Machine Learning · Computer Science 2020-07-08 Zhiqiang Wang , Qingyun She , PengTao Zhang , Junlin Zhang

Overfitting is one of the most common problems when training deep neural networks on comparatively small datasets. Here, we demonstrate that neural network activation sparsity is a reliable indicator for overfitting which we utilize to…

Machine Learning · Computer Science 2020-02-24 Karim Huesmann , Soeren Klemm , Lars Linsen , Benjamin Risse

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

Time-series modeling has shown great promise in recent studies using the latest deep learning algorithms such as LSTM (Long Short-Term Memory). These studies primarily focused on watershed-scale rainfall-runoff modeling or streamflow…

Machine Learning · Computer Science 2021-10-22 Zhongrun Xiang , Ibrahim Demir

Flood prediction is a critical challenge in the context of climate change, with significant implications for ecosystem preservation, human safety, and infrastructure protection. In this study, we tackle this problem by applying the…

Quantum Physics · Physics 2024-07-12 Chu-Hsuan Abraham Lin , Chen-Yu Liu , Kuan-Cheng Chen

Large Language Models (LLMs) display strikingly different generalization behaviors: supervised fine-tuning (SFT) often narrows capability, whereas reinforcement-learning (RL) tuning tends to preserve it. The reasons behind this divergence…

Machine Learning · Computer Science 2026-01-01 Haoyue Bai , Yiyou Sun , Wenjie Hu , Shi Qiu , Maggie Ziyu Huan , Peiyang Song , Robert Nowak , Dawn Song

Kernel segmentation aims at partitioning a data sequence into several non-overlapping segments that may have nonlinear and complex structures. In general, it is formulated as a discrete optimization problem with combinatorial constraints. A…

Machine Learning · Computer Science 2022-06-23 Tung Doan , Atsuhiro Takasu

Overfitting is a well-known issue extending even to state-of-the-art (SOTA) Machine Learning (ML) models, resulting in reduced generalization, and a significant train-test performance gap. Mitigation measures include a combination of…

Machine Learning · Computer Science 2025-05-29 Shreyas Gururaj , Lars Grüne , Wojciech Samek , Sebastian Lapuschkin , Leander Weber

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…

Recurrent neural networks (RNNs) have shown outstanding performance on processing sequence data. However, they suffer from long training time, which demands parallel implementations of the training procedure. Parallelization of the training…

Neural and Evolutionary Computing · Computer Science 2015-11-25 Kyuyeon Hwang , Wonyong Sung

This letter adopts long short-term memory(LSTM) to predict sea surface temperature(SST), which is the first attempt, to our knowledge, to use recurrent neural network to solve the problem of SST prediction, and to make one week and one…

Computer Vision and Pattern Recognition · Computer Science 2017-11-22 Qin Zhang , Hui Wang , Junyu Dong , Guoqiang Zhong , Xin Sun

Channel state information (CSI) rapidly becomes outdated in high mobility scenarios, degrading the performance of wireless communication systems. In these cases, time series prediction techniques can be applied to combat the effects of…

Signal Processing · Electrical Eng. & Systems 2021-03-11 Joseph Kibugi , Lucas N. Ribeiro , Martin Haardt

Recurrent Neural Networks (RNNs), and specifically a variant with Long Short-Term Memory (LSTM), are enjoying renewed interest as a result of successful applications in a wide range of machine learning problems that involve sequential data.…

Machine Learning · Computer Science 2015-11-18 Andrej Karpathy , Justin Johnson , Li Fei-Fei

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

Machine Learning · Computer Science 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

We propose a max-pooling based loss function for training Long Short-Term Memory (LSTM) networks for small-footprint keyword spotting (KWS), with low CPU, memory, and latency requirements. The max-pooling loss training can be further guided…

To advance time series forecasting (TSF), various methods have been proposed to improve prediction accuracy, evolving from statistical techniques to data-driven deep learning architectures. Despite their effectiveness, most existing methods…

Machine Learning · Computer Science 2026-04-21 Yitong Zhou , Yucong Luo , Mingyue Cheng , Qi Liu , Jiahao Wang , Daoyu Wang , Enhong Chen

Long Short-Term Memory (LSTM) is a popular approach to boosting the ability of Recurrent Neural Networks to store longer term temporal information. The capacity of an LSTM network can be increased by widening and adding layers. However,…

Machine Learning · Statistics 2017-12-14 Zhen He , Shaobing Gao , Liang Xiao , Daxue Liu , Hangen He , David Barber