English
Related papers

Related papers: Deep State Space Recurrent Neural Networks for Tim…

200 papers

Using the multilayer convolutional neural network (CNN), we can detect the quantum phases in random electron systems, and phase diagrams of two and higher dimensional Anderson transitions and quantum percolations as well as disordered…

Disordered Systems and Neural Networks · Physics 2021-05-11 Tomohiro Mano , Tomi Ohtsuki

Volatility prediction for financial assets is one of the essential questions for understanding financial risks and quadratic price variation. However, although many novel deep learning models were recently proposed, they still have a "hard…

Computational Finance · Quantitative Finance 2022-02-24 German Rodikov , Nino Antulov-Fantulin

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…

Recurrent neural networks (RNNs) have represented for years the state of the art in neural machine translation. Recently, new architectures have been proposed, which can leverage parallel computation on GPUs better than classical RNNs.…

Computation and Language · Computer Science 2018-05-14 Mattia Antonino Di Gangi , Marcello Federico

In this paper, we present a recurrent neural system named Long Short-term Cognitive Networks (LSTCNs) as a generalization of the Short-term Cognitive Network (STCN) model. Such a generalization is motivated by the difficulty of forecasting…

Machine Learning · Computer Science 2021-09-20 Gonzalo Nápoles , Isel Grau , Agnieszka Jastrzebska , Yamisleydi Salgueiro

Kolmogorov-Arnold Networks (KAN) is a groundbreaking model recently proposed by the MIT team, representing a revolutionary approach with the potential to be a game-changer in the field. This innovative concept has rapidly garnered worldwide…

Machine Learning · Computer Science 2024-06-05 Kunpeng Xu , Lifei Chen , Shengrui Wang

In this paper, the performance of three deep learning methods for predicting short-term evolution and for reproducing the long-term statistics of a multi-scale spatio-temporal Lorenz 96 system is examined. The methods are: echo state…

Machine Learning · Computer Science 2020-07-07 Ashesh Chattopadhyay , Pedram Hassanzadeh , Devika Subramanian

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results…

Statistical Finance · Quantitative Finance 2021-01-18 Racine Ly , Fousseini Traore , Khadim Dia

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

This paper gives an overview on how to develop a dense and deep neural network for making a time series prediction. First, the history and cornerstones in Artificial Intelligence and Machine Learning will be presented. After a short…

Machine Learning · Computer Science 2025-03-11 Bojan Lukić

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

In modern transportation systems, an enormous amount of traffic data is generated every day. This has led to rapid progress in short-term traffic prediction (STTP), in which deep learning methods have recently been applied. In traffic…

Machine Learning · Computer Science 2020-09-03 Kyungeun Lee , Moonjung Eo , Euna Jung , Yoonjin Yoon , Wonjong Rhee

Learning models for dynamical systems in continuous time is significant for understanding complex phenomena and making accurate predictions. This study presents a novel approach utilizing differential neural networks (DNNs) to model…

Machine Learning · Computer Science 2024-12-13 Wenjie Mei , Xiaorui Wang , Yanrong Lu , Ke Yu , Shihua Li

Deep Knowledge Tracing (DKT) models student learning behavior by using Recurrent Neural Networks (RNNs) to predict future performance based on historical interaction data. However, the original implementation relied on standard RNNs in the…

Machine Learning · Computer Science 2025-04-30 Altun Shukurlu

Our study focuses on comparing the performance and resource requirements between different Long Short-Term Memory (LSTM) neural network architectures and an ANN specialized architecture for forex market prediction. We analyze the execution…

Machine Learning · Computer Science 2024-05-20 Theodoros Zafeiriou , Dimitris Kalles

This paper presents NeuTM, a framework for network Traffic Matrix (TM) prediction based on Long Short-Term Memory Recurrent Neural Networks (LSTM RNNs). TM prediction is defined as the problem of estimating future network traffic matrix…

Networking and Internet Architecture · Computer Science 2017-10-19 Abdelhadi Azzouni , Guy Pujolle

Recurrent Neural Networks (RNNs) represent the de facto standard machine learning tool for sequence modelling, owing to their expressive power and memory. However, when dealing with large dimensional data, the corresponding exponential…

Machine Learning · Computer Science 2021-05-12 Yao Lei Xu , Giuseppe G. Calvi , Danilo P. Mandic

Recurrent neural networks (RNNs) are types of artificial neural networks (ANNs) that are well suited to forecasting and sequence classification. They have been applied extensively to forecasting univariate financial time series, however…

Trading and Market Microstructure · Quantitative Finance 2017-07-19 Matthew F Dixon

Recurrent neural networks (RNNs) with rich feature vectors of past values can provide accurate point forecasts for series that exhibit complex serial dependence. We propose two approaches to constructing deep time series probabilistic…

Methodology · Statistics 2023-06-27 Nadja Klein , Michael Stanley Smith , David J. Nott

We tackle the long-term prediction of scene evolution in a complex downtown scenario for automated driving based on Lidar grid fusion and recurrent neural networks (RNNs). A bird's eye view of the scene, including occupancy and velocity, is…

Computer Vision and Pattern Recognition · Computer Science 2019-06-10 Marcel Schreiber , Stefan Hoermann , Klaus Dietmayer