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Recurrent Neural Networks (RNNs) and their variants, such as Long-Short Term Memory (LSTM) networks, and Gated Recurrent Unit (GRU) networks, have achieved promising performance in sequential data modeling. The hidden layers in RNNs can be…

Computer Vision and Pattern Recognition · Computer Science 2018-11-20 Yu Pan , Jing Xu , Maolin Wang , Jinmian Ye , Fei Wang , Kun Bai , Zenglin Xu

The iterations of many first-order algorithms, when applied to minimizing common regularized regression functions, often resemble neural network layers with pre-specified weights. This observation has prompted the development of…

Machine Learning · Computer Science 2017-08-03 Hao He , Bo Xin , David Wipf

Trend-following strategies underpin many systematic trading approaches yet struggle under nonstationary and nonlinear market regimes. We propose an LSTM-based framework to forecast next-day trend differences ($\Delta_t$) for the top 30 S\&P…

Trading and Market Microstructure · Quantitative Finance 2026-03-17 Harris Buchanan , Eric Benhamou

Sophisticated gated recurrent neural network architectures like LSTMs and GRUs have been shown to be highly effective in a myriad of applications. We develop an un-gated unit, the statistical recurrent unit (SRU), that is able to learn long…

Machine Learning · Computer Science 2017-03-02 Junier B. Oliva , Barnabas Poczos , Jeff Schneider

This paper explores using a deep learning Long Short-Term Memory (LSTM) model for accurate stock price prediction and its implications for portfolio design. Despite the efficient market hypothesis suggesting that predicting stock prices is…

Computational Finance · Quantitative Finance 2025-05-16 Jaydip Sen , Hetvi Waghela , Sneha Rakshit

Probabilistic Neural Network (PNN) is a feed-forward artificial neural network developed for solving classification problems. This paper proposes a hardware implementation of an approximated PNN (APNN) algorithm in which the conventional…

Emerging Technologies · Computer Science 2018-08-03 Olga Krestinskaya , Alex Pappachen James

This study investigates the application of deep learning models-recurrent neural networks, gated recurrent units, and long short-term memory networks-for predicting nuclear binding energies. Utilizing data from the Atomic Mass Evaluation…

Nuclear Theory · Physics 2025-03-26 Amir Jalili , Feng Pan , Ai Xi Chen , Jerry P. Draayer

Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…

Statistical Finance · Quantitative Finance 2021-10-12 Jaydip Sen , Sidra Mehtab

Deep learning, and in particular Recurrent Neural Networks (RNN) have shown superior accuracy in a large variety of tasks including machine translation, language understanding, and movie frame generation. However, these deep learning…

Computer Vision and Pattern Recognition · Computer Science 2018-02-09 Md Zahangir Alom , Adam T Moody , Naoya Maruyama , Brian C Van Essen , Tarek M. Taha

Bayesian methods have been successfully applied to sparsify weights of neural networks and to remove structure units from the networks, e. g. neurons. We apply and further develop this approach for gated recurrent architectures.…

Machine Learning · Computer Science 2018-12-17 Ekaterina Lobacheva , Nadezhda Chirkova , Dmitry Vetrov

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…

Statistical Finance · Quantitative Finance 2021-09-03 Sidra Mehtab , Jaydip Sen

Applying machine learning methods to forecast stock prices has been one of the research topics of interest in recent years. Almost few studies have been reported based on generative adversarial networks (GANs) in this area, but their…

Statistical Finance · Quantitative Finance 2025-04-21 Fateme Shahabi Nejad , Mohammad Mehdi Ebadzadeh

Recurrent neural networks (RNNs) are powerful dynamical models for data with complex temporal structure. However, training RNNs has traditionally proved challenging due to exploding or vanishing of gradients. RNN models such as LSTMs and…

Machine Learning · Computer Science 2020-06-17 Tankut Can , Kamesh Krishnamurthy , David J. Schwab

Graph Neural Networks (GNNs) have emerged as powerful tools for various graph mining tasks, yet existing scalable solutions often struggle to balance execution efficiency with prediction accuracy. These difficulties stem from iterative…

Machine Learning · Computer Science 2026-04-02 Xu Cheng , Liang Yao , Feng He , Yukuo Cen , Yufei He , Chenhui Zhang , Wenzheng Feng , Hongyun Cai , Jie Tang

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

Computational Finance · Quantitative Finance 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

Hybrid LSTM-fully convolutional networks (LSTM-FCN) for time series classification have produced state-of-the-art classification results on univariate time series. We show that replacing the LSTM with a gated recurrent unit (GRU) to create…

Machine Learning · Computer Science 2019-10-02 Nelly Elsayed , Anthony S. Maida , Magdy Bayoumi

Predicting the price correlation of two assets for future time periods is important in portfolio optimization. We apply LSTM recurrent neural networks (RNN) in predicting the stock price correlation coefficient of two individual stocks.…

Computational Engineering, Finance, and Science · Computer Science 2018-10-02 Hyeong Kyu Choi

Gated Recurrent Unit (GRU) is a recently-developed variation of the long short-term memory (LSTM) unit, both of which are types of recurrent neural network (RNN). Through empirical evidence, both models have been proven to be effective in a…

Neural and Evolutionary Computing · Computer Science 2019-02-08 Abien Fred Agarap

A comparative analysis of deep learning models and traditional statistical methods for stock price prediction uses data from the Nigerian stock exchange. Historical data, including daily prices and trading volumes, are employed to implement…

Statistical Finance · Quantitative Finance 2024-10-11 Opeyemi Sheu Alamu , Md Kamrul Siam

Long-term price forecasting remains a formidable challenge due to the inherent uncertainty over the long term, despite some success in short-term predictions. Nonetheless, accurate long-term forecasts are essential for high-net-worth…

Computational Finance · Quantitative Finance 2025-12-18 Mohit Beniwal