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Multiple extensions of Recurrent Neural Networks (RNNs) have been proposed recently to address the difficulty of storing information over long time periods. In this paper, we experiment with the capacity of Neural Turing Machines (NTMs) to…

Machine Learning · Computer Science 2016-12-05 Tristan Deleu , Joseph Dureau

It has been recently shown that supervised machine learning (ML) algorithms can accurately and efficiently predict the long-time populations dynamics of dissipative quantum systems given only short-time population dynamics. In the present…

This paper addresses the problem of pricing involved financial derivatives by means of advanced of deep learning techniques. More precisely, we smartly combine several sophisticated neural network-based concepts like differential machine…

Computational Finance · Quantitative Finance 2024-04-18 Francisco Gómez Casanova , Álvaro Leitao , Fernando de Lope Contreras , Carlos Vázquez

We study an alternative use of machine learning. We train neural nets to provide the parameter estimate of a given (structural) econometric model, for example, discrete choice or consumer search. Training examples consist of datasets…

Econometrics · Economics 2025-02-10 Yanhao , Wei , Zhenling Jiang

The foreign exchange market has taken an important role in the global financial market. While foreign exchange trading brings high-yield opportunities to investors, it also brings certain risks. Since the establishment of the foreign…

Statistical Finance · Quantitative Finance 2021-08-09 Mimansa Rana , Nanxiang Mao , Ming Ao , Xiaohui Wu , Poning Liang , Matloob Khushi

Reason and inference require process as well as memory skills by humans. Neural networks are able to process tasks like image recognition (better than humans) but in memory aspects are still limited (by attention mechanism, size). Recurrent…

Machine Learning · Computer Science 2017-03-03 Amit Sahu

Foreign Exchange (Forex) is the largest financial market in the world. The daily trading volume of the Forex market is much higher than that of stock and futures markets. Therefore, it is of great significance for investors to establish a…

Statistical Finance · Quantitative Finance 2021-02-10 Yiqi Zhao , Matloob Khushi

On complex problems, state of the art prediction accuracy of Deep Neural Networks (DNN) can be achieved using very large-scale models, consisting of billions of parameters. Such models can only be run on dedicated servers, typically…

Software Engineering · Computer Science 2022-08-25 Michael Weiss

Adoption of deep neural networks in fields such as economics or finance has been constrained by the lack of interpretability of model outcomes. This paper proposes a generative neural network architecture - the parameter encoder neural…

Machine Learning · Statistics 2021-06-11 Johann Pfitzinger

We extend recurrent neural networks to include several flexible timescales for each dimension of their output, which mechanically improves their abilities to account for processes with long memory or with highly disparate time scales. We…

Statistical Finance · Quantitative Finance 2023-08-21 Damien Challet , Vincent Ragel

Many machine learning methods have been proposed to achieve accurate transaction fraud detection, which is essential to the financial security of individuals and banks. However, most existing methods leverage original features only or…

Machine Learning · Computer Science 2023-07-13 Yue Tian , Guanjun Liu , Jiacun Wang , Mengchu Zhou

This paper presents the concept of "model-based neural network"(MNN), which is inspired by the classic artificial neural network (ANN) but for different usages. Instead of being used as a data-driven classifier, a MNN serves as a modeling…

Signal Processing · Electrical Eng. & Systems 2022-02-15 Yi Jiang , Tianyi Zhang , Wei Zhang

Deep learning has demonstrated success in many applications; however, their use in healthcare has been limited due to the lack of transparency into how they generate predictions. Algorithms such as Recurrent Neural Networks (RNNs) when…

Machine Learning · Computer Science 2021-01-14 Long V. Ho , Melissa D. Aczon , David Ledbetter , Randall Wetzel

In this paper, an Artificial Neural Network (ANN) technique is developed to find solution of celebrated Fractional order Differential Equations (FDE). Compared to integer order differential equation, FDE has the advantage that it can better…

Analysis of PDEs · Mathematics 2018-10-15 Susmita Mall , S. Chakraverty

Recently, Deep Learning has been showing promising results in various Artificial Intelligence applications like image recognition, natural language processing, language modeling, neural machine translation, etc. Although, in general, it is…

Cryptography and Security · Computer Science 2018-09-18 Mohit Sewak , Sanjay K. Sahay , Hemant Rathore

This article expands on research that has been done to develop a recurrent neural network (RNN) capable of predicting aircraft engine vibrations using long short-term memory (LSTM) neurons. LSTM RNNs can provide a more generalizable and…

Neural and Evolutionary Computing · Computer Science 2017-10-12 AbdElRahman ElSaid , Travis Desell , Fatima El Jamiy , James Higgins , Brandon Wild

Recommender systems objectives can be broadly characterized as modeling user preferences over short-or long-term time horizon. A large body of previous research studied long-term recommendation through dimensionality reduction techniques…

Information Retrieval · Computer Science 2018-07-25 Kiewan Villatel , Elena Smirnova , Jérémie Mary , Philippe Preux

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

Statistical Finance · Quantitative Finance 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

The research delves into the capabilities of a transformer-based neural network for Ethereum cryptocurrency price forecasting. The experiment runs around the hypothesis that cryptocurrency prices are strongly correlated with other…

Machine Learning · Computer Science 2024-01-17 Shubham Singh , Mayur Bhat

We describe a class of systems theory based neural networks called "Network Of Recurrent neural networks" (NOR), which introduces a new structure level to RNN related models. In NOR, RNNs are viewed as the high-level neurons and are used to…

Neural and Evolutionary Computing · Computer Science 2017-10-11 Chao-Ming Wang