Related papers: Comparison of algorithms in Foreign Exchange Rate …

We propose a useful approach for investigating the statistical properties of foreign currency exchange rates. Our approach is based on queueing theory, particularly, the so-called renewal-reward theorem. For the first passage processes of…

This paper proposes a Fast Graph Convolutional Neural Network (FGRNN) architecture to predict sequences with an underlying graph structure. The proposed architecture addresses the limitations of the standard recurrent neural network (RNN),…

Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). In this work, the classical problem of pricing European and American financial options, based on the corresponding PDE…

In business retention, churn prevention has always been a major concern. This work contributes to this domain by formalizing the problem of churn prediction in the context of online gambling as a binary classification task. We also propose…

Currency recognition plays a vital role in banking, commerce, and assistive technology for visually impaired individuals. Traditional methods, such as manual verification and optical scanning, often suffer from limitations in accuracy and…

This study analyzes the transmission of market uncertainty on key European financial markets and the cryptocurrency market over an extended period, encompassing the pre, during, and post-pandemic periods. Daily financial market indices and…

In the present paper a newer application of Artificial Neural Network (ANN) has been developed i.e., predicting response-function results of electrical-mechanical system through ANN. This method is specially useful to complex systems for…

Recurrent neural networks are used to forecast time series in finance, climate, language, and from many other domains. Reservoir computers are a particularly easily trainable form of recurrent neural network. Recently, a "next-generation"…

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…

Neural algorithmic reasoning (NAR) is an emerging field that seeks to design neural networks that mimic classical algorithmic computations. Today, graph neural networks (GNNs) are widely used in neural algorithmic reasoners due to their…

We apply supervised deep neural networks (DNNs) for pricing and calibration of both vanilla and exotic options under both diffusion and pure jump processes with and without stochastic volatility. We train our neural network models under…

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Recurrent neural networks (RNNs) have shown excellent performance in processing sequence data. However, they are both complex and memory intensive due to their recursive nature. These limitations make RNNs difficult to embed on mobile…

Recurrent Neural Networks (RNNs) have been a prominent concept within artificial intelligence. They are inspired by Biological Neural Networks (BNNs) and provide an intuitive and abstract representation of how BNNs work. Derived from the…

Recurrent neural networks are convenient and efficient models for language modeling. However, when applied on the level of characters instead of words, they suffer from several problems. In order to successfully model long-term…

Artificial neural networks (ANNs) are highly flexible predictive models. However, reliably quantifying uncertainty for their predictions is a continuing challenge. There has been much recent work on "recalibration" of predictive…

An artificial neural network (ANN) is investigated as a tool for estimating rate coefficients for the collisional excitation of molecules. The performance of such a tool can be evaluated by testing it on a dataset of collisionally-induced…

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,…

Recurrent Neural Networks (RNNs) have long been recognized for their potential to model complex time series. However, it remains to be determined what optimization techniques and recurrent architectures can be used to best realize this…

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…