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Long Short-Term Memory (LSTM) is a recurrent neural network (RNN) architecture that has been designed to address the vanishing and exploding gradient problems of conventional RNNs. Unlike feedforward neural networks, RNNs have cyclic…

Neural and Evolutionary Computing · Computer Science 2014-02-06 Haşim Sak , Andrew Senior , Françoise Beaufays

The use of neural networks trained on individual claims data has become increasingly popular in the actuarial reserving literature. We consider how to best input historical payment data in neural network models. Additionally, case estimates…

Statistical Finance · Quantitative Finance 2026-01-12 Benjamin Avanzi , Matthew Lambrianidis , Greg Taylor , Bernard Wong

Deep learning is a popular machine learning approach which has achieved a lot of progress in all traditional machine learning areas. Internet of thing (IoT) and Smart City deployments are generating large amounts of time-series sensor data…

Networking and Internet Architecture · Computer Science 2021-04-15 Xiaofeng Xie , Di Wu , Siping Liu , Renfa Li

Most real-world datasets, and particularly those collected from physical systems, are full of noise, packet loss, and other imperfections. However, most specification mining, anomaly detection and other such algorithms assume, or even…

Machine Learning · Computer Science 2019-04-12 Ilia Sucholutsky , Apurva Narayan , Matthias Schonlau , Sebastian Fischmeister

Long short-term memory (LSTM) is one of the robust recurrent neural network architectures for learning sequential data. However, it requires considerable computational power to learn and implement both software and hardware aspects. This…

Machine Learning · Computer Science 2023-01-13 Nelly Elsayed , Zag ElSayed , Anthony S. Maida

Early detection of cognitive impairment is critical for timely diagnosis and intervention, yet infrequent clinical assessments often lack the sensitivity and temporal resolution to capture subtle cognitive declines in older adults. Passive…

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

In the modern transportation industry, accurate prediction of travelers' next destinations brings multiple benefits to companies, such as customer satisfaction and targeted marketing. This study focuses on developing a precise model that…

Machine Learning · Computer Science 2024-09-17 Salih Salihoglu , Gulser Koksal , Orhan Abar

Most electricity systems worldwide are deploying advanced metering infrastructures to collect relevant operational data. In particular, smart meters allow tracking electricity load consumption at a very disaggregated level and at high…

Machine Learning · Statistics 2020-03-09 Andrés M. Alonso , F. Javier Nogales , Carlos Ruiz

Accurately predicting line loss rates is vital for effective line loss management in distribution networks, especially over short-term multi-horizons ranging from one hour to one week. In this study, we propose Attention-GCN-LSTM, a novel…

Machine Learning · Computer Science 2023-12-20 Jie Liu , Yijia Cao , Yong Li , Yixiu Guo , Wei Deng

The need to recognise long-term dependencies in sequential data such as video streams has made Long Short-Term Memory (LSTM) networks a prominent Artificial Intelligence model for many emerging applications. However, the high computational…

Signal Processing · Electrical Eng. & Systems 2019-10-31 Alexandros Kouris , Stylianos I. Venieris , Michail Rizakis , Christos-Savvas Bouganis

Streamflow forecasting is key to effectively managing water resources and preparing for the occurrence of natural calamities being exacerbated by climate change. Here we use the concept of fast and slow flow components to create a new…

Machine Learning · Computer Science 2021-07-14 Miguel Paredes Quiñones , Maciel Zortea , Leonardo S. A. Martins

With the evolution of power systems as it is becoming more intelligent and interactive system while increasing in flexibility with a larger penetration of renewable energy sources, demand prediction on a short-term resolution will…

Machine Learning · Computer Science 2022-12-20 Saad Emshagin , Wayes Koroni Halim , Rasha Kashef

Traffic prediction plays an important role in evaluating the performance of telecommunication networks and attracts intense research interests. A significant number of algorithms and models have been put forward to analyse traffic data and…

Networking and Internet Architecture · Computer Science 2018-04-04 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang

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

Analysis of time-series data allows to identify long-term trends and make predictions that can help to improve our lives. With the rapid development of artificial neural networks, long short-term memory (LSTM) recurrent neural network (RNN)…

Emerging Technologies · Computer Science 2018-09-11 Kazybek Adam , Kamilya Smagulova , Alex Pappachen James

In this study, we propose an ensemble long short-term memory (EnLSTM) network, which can be trained on a small dataset and process sequential data. The EnLSTM is built by combining the ensemble neural network (ENN) and the cascaded long…

Signal Processing · Electrical Eng. & Systems 2020-12-15 Yuntian Chen , Dongxiao Zhang

Although LLM agents can leverage tools for complex tasks, they still need memory to maintain cross-turn consistency and accumulate reusable information in long-horizon interactions. However, retrieval-based external memory systems incur low…

Artificial Intelligence · Computer Science 2026-04-23 Jiaquan Zhang , Chaoning Zhang , Shuxu Chen , Zhenzhen Huang , Pengcheng Zheng , Zhicheng Wang , Ping Guo , Fan Mo , Sung-Ho Bae , Jie Zou , Jiwei Wei , Yang Yang

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

This paper is based on a machine learning project at the Norwegian University of Science and Technology, fall 2020. The project was initiated with a literature review on the latest developments within time-series forecasting methods in the…

Machine Learning · Computer Science 2021-05-17 Christian Bakke Vennerød , Adrian Kjærran , Erling Stray Bugge