English
Related papers

Related papers: Comparison of algorithms in Foreign Exchange Rate …

200 papers

This study evaluates the performance of Recurrent Neural Network (RNN) and Transformer models in replicating cross-language structural priming, a key indicator of abstract grammatical representations in human language processing. Focusing…

Computation and Language · Computer Science 2024-10-17 Demi Zhang , Bushi Xiao , Chao Gao , Sangpil Youm , Bonnie J Dorr

We investigate topology and temporal evolution of the foreign currency exchange market viewed from a weighted network perspective. Based on exchange rates for a set of 46 currencies (including precious metals), we construct different…

Statistical Finance · Quantitative Finance 2009-02-02 Jaroslaw Kwapien , Sylwia Gworek , Stanislaw Drozdz

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…

Machine Learning · Computer Science 2020-06-15 Nicolas Grislain , Nicolas Perrin , Antoine Thabault

Memory-augmented neural networks (MANNs) have been shown to outperform other recurrent neural network architectures on a series of artificial sequence learning tasks, yet they have had limited application to real-world tasks. We evaluate…

Machine Learning · Computer Science 2019-09-19 Mark Collier , Joeran Beel

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…

Machine Learning · Statistics 2024-03-25 Takashi Furuya , Kazuma Suetake , Koichi Taniguchi , Hiroyuki Kusumoto , Ryuji Saiin , Tomohiro Daimon

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

The advantage of recurrent neural networks (RNNs) in learning dependencies between time-series data has distinguished RNNs from other deep learning models. Recently, many advances are proposed in this emerging field. However, there is a…

Neural and Evolutionary Computing · Computer Science 2016-02-16 Hojjat Salehinejad

Many important NLP problems can be posed as dual-sequence or sequence-to-sequence modeling tasks. Recent advances in building end-to-end neural architectures have been highly successful in solving such tasks. In this work we propose a new…

Neural and Evolutionary Computing · Computer Science 2016-06-15 Dirk Weissenborn

Anticipating the future actions of a human is a widely studied problem in robotics that requires spatio-temporal reasoning. In this work we propose a deep learning approach for anticipation in sensory-rich robotics applications. We…

Computer Vision and Pattern Recognition · Computer Science 2015-09-17 Ashesh Jain , Avi Singh , Hema S Koppula , Shane Soh , Ashutosh Saxena

Recent work has shown that recurrent neural networks (RNNs) can implicitly capture and exploit hierarchical information when trained to solve common natural language processing tasks such as language modeling (Linzen et al., 2016) and…

Computation and Language · Computer Science 2018-08-29 Ke Tran , Arianna Bisazza , Christof Monz

This paper proposes a data-driven approach, by means of an Artificial Neural Network (ANN), to value financial options and to calculate implied volatilities with the aim of accelerating the corresponding numerical methods. With ANNs being…

Computational Finance · Quantitative Finance 2024-12-20 Shuaiqiang Liu , Cornelis W. Oosterlee , Sander M. Bohte

Language models (LMs) compute the probability of a text by sequentially computing a representation of an already-seen context and using this representation to predict the next word. Currently, most LMs calculate these representations…

Computation and Language · Computer Science 2023-01-18 Frank F. Xu , Uri Alon , Graham Neubig

Artificial neural network (ANN) is a supervised learning algorithm, where parameters are learned by several back-and-forth iterations of passing the inputs through the network, comparing the output with the expected labels, and correcting…

Cryptography and Security · Computer Science 2021-10-13 Mohammad Sadeq Dousti

Current anti-money laundering (AML) systems, predominantly rule-based, exhibit notable shortcomings in efficiently and precisely detecting instances of money laundering. As a result, there has been a recent surge toward exploring…

Machine Learning · Computer Science 2023-07-26 Fredrik Johannessen , Martin Jullum

In this paper, researchers estimated the stock price of activated companies in Tehran (Iran) stock exchange. It is used Linear Regression and Artificial Neural Network methods and compared these two methods. In Artificial Neural Network, of…

Neural and Evolutionary Computing · Computer Science 2010-03-16 Reza Gharoie Ahangar , Mahmood Yahyazadehfar , Hassan Pournaghshband

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

Recurrent neural networks (RNN) have been successfully applied to various sequential decision-making tasks, natural language processing applications, and time-series predictions. Such networks are usually trained through back-propagation…

Machine Learning · Computer Science 2019-12-02 Julia El Zini , Yara Rizk , Mariette Awad

Enhancing the robustness and accuracy of time series forecasting models is an active area of research. Recently, Artificial Neural Networks (ANNs) have found extensive applications in many practical forecasting problems. However, the…

Neural and Evolutionary Computing · Computer Science 2013-02-27 Ratnadip Adhikari , R. K. Agrawal

With the breakthrough of computational power and deep neural networks, many areas that we haven't explore with various techniques that was researched rigorously in past is feasible. In this paper, we will walk through possible concepts to…

Computational Finance · Quantitative Finance 2017-07-25 David W. Lu

Accurate channel modeling is the foundation of communication system design. However, the traditional measurement-based modeling approach has increasing challenges for the scenarios with insufficient measurement data. To obtain enough data…

Information Theory · Computer Science 2021-12-02 Zirui Wen , Ruisi He , Bo Ai , Chen Huang , Mi Yang , Zhangdui Zhong