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In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin…

Pricing of Securities · Quantitative Finance 2020-02-04 Aniruddha Dutta , Saket Kumar , Meheli Basu

The present document delineates the analysis, design, implementation, and benchmarking of various neural network architectures within a short-term frequency prediction system for the foreign exchange market (FOREX). Our aim is to simulate…

Mathematical Finance · Quantitative Finance 2024-05-15 Theodoros Zafeiriou , Dimitris Kalles

We introduce a deep residual recurrent neural network (DR-RNN) as an efficient model reduction technique for nonlinear dynamical systems. The developed DR-RNN is inspired by the iterative steps of line search methods in finding the residual…

Computational Engineering, Finance, and Science · Computer Science 2017-09-05 J. Nagoor Kani , Ahmed H. Elsheikh

The long short-term memory (LSTM) neural network is capable of processing complex sequential information since it utilizes special gating schemes for learning representations from long input sequences. It has the potential to model any…

Computer Vision and Pattern Recognition · Computer Science 2015-04-28 Vivek Veeriah , Naifan Zhuang , Guo-Jun Qi

Deep neural networks (DNNs) have been deployed in myriad machine learning applications. However, advances in their accuracy are often achieved with increasingly complex and deep network architectures. These large, deep models are often…

Machine Learning · Computer Science 2020-04-22 Wenhan Xia , Hongxu Yin , Niraj K. Jha

Recurrent Neural Networks (RNNs), which are a powerful scheme for modeling temporal and sequential data need to capture long-term dependencies on datasets and represent them in hidden layers with a powerful model to capture more information…

Machine Learning · Computer Science 2017-06-08 Andros Tjandra , Sakriani Sakti , Ruli Manurung , Mirna Adriani , Satoshi Nakamura

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

Econometrics · Economics 2023-10-03 Livia Paranhos

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

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…

Machine Learning · Computer Science 2018-09-03 Razvan-Gabriel Cirstea , Darius-Valer Micu , Gabriel-Marcel Muresan , Chenjuan Guo , Bin Yang

Network Traffic Matrix (TM) prediction is defined as the problem of estimating future network traffic from the previous and achieved network traffic data. It is widely used in network planning, resource management and network security. Long…

Networking and Internet Architecture · Computer Science 2017-06-12 Abdelhadi Azzouni , Guy Pujolle

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

Many real-world datasets are time series that are sequentially collected and contain rich temporal information. Thus, a common interest in practice is to capture dynamics of time series and predict their future evolutions. To this end, the…

Machine Learning · Computer Science 2025-05-12 Yifan Zhou , Yibo Wang , Chao Shang

Linear recurrent neural networks, such as State Space Models (SSMs) and Linear Recurrent Units (LRUs), have recently shown state-of-the-art performance on long sequence modelling benchmarks. Despite their success, their empirical…

Machine Learning · Computer Science 2024-10-08 Kai Biegun , Rares Dolga , Jake Cunningham , David Barber

Predicting large-scale transportation network traffic has become an important and challenging topic in recent decades. Inspired by the domain knowledge of motion prediction, in which the future motion of an object can be predicted based on…

Machine Learning · Computer Science 2017-05-09 Haiyang Yu , Zhihai Wu , Shuqin Wang , Yunpeng Wang , Xiaolei Ma

Recurrent neural networks (RNNs), temporal convolutions, and neural differential equations (NDEs) are popular families of deep learning models for time-series data, each with unique strengths and tradeoffs in modeling power and…

Machine Learning · Computer Science 2021-10-28 Albert Gu , Isys Johnson , Karan Goel , Khaled Saab , Tri Dao , Atri Rudra , Christopher Ré

Over the past few years, research on deep graph learning has shifted from static graphs to temporal graphs in response to real-world complex systems that exhibit dynamic behaviors. In practice, temporal graphs are formalized as an ordered…

Machine Learning · Computer Science 2024-10-30 Jintang Li , Ruofan Wu , Xinzhou Jin , Boqun Ma , Liang Chen , Zibin Zheng

Nowadays, modern earth observation programs produce huge volumes of satellite images time series (SITS) that can be useful to monitor geographical areas through time. How to efficiently analyze such kind of information is still an open…

Computer Vision and Pattern Recognition · Computer Science 2017-11-22 Dino Ienco , Raffaele Gaetano , Claire Dupaquier , Pierre Maurel

In order to integrate uncertainty estimates into deep time-series modelling, Kalman Filters (KFs) (Kalman et al., 1960) have been integrated with deep learning models, however, such approaches typically rely on approximate inference…

Machine Learning · Computer Science 2019-05-20 Philipp Becker , Harit Pandya , Gregor Gebhardt , Cheng Zhao , James Taylor , Gerhard Neumann

Time series forecasting has seen many methods attempted over the past few decades, including traditional technical analysis, algorithmic statistical models, and more recent machine learning and artificial intelligence approaches. Recently,…

Machine Learning · Computer Science 2023-06-27 Harshal Patel , Bharath Kumar Bolla , Sabeesh E , Dinesh Reddy

Reservoir computers (RCs) and recurrent neural networks (RNNs) can mimic any finite-state automaton in theory, and some workers demonstrated that this can hold in practice. We test the capability of generalized linear models, RCs, and Long…

Machine Learning · Computer Science 2019-10-18 S. E. Marzen , J. P. Crutchfield