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In this research the technology of complex Markov chains is applied to predict financial time series. The main distinction of complex or high-order Markov Chains and simple first-order ones is the existing of aftereffect or memory. The…

Statistical Finance · Quantitative Finance 2011-11-23 Vladimir Soloviev , Vladimir Saptsin , Dmitry Chabanenko

Deep learning applies hierarchical layers of hidden variables to construct nonlinear high dimensional predictors. Our goal is to develop and train deep learning architectures for spatio-temporal modeling. Training a deep architecture is…

Machine Learning · Statistics 2018-05-08 Matthew F. Dixon , Nicholas G. Polson , Vadim O. Sokolov

To tackle ever-increasing city traffic congestion problems, researchers have proposed deep learning models to aid decision-makers in the traffic control domain. Although the proposed models have been remarkably improved in recent years,…

Machine Learning · Computer Science 2022-08-10 Hyunwook Lee , Cheonbok Park , Seungmin Jin , Hyeshin Chu , Jaegul Choo , Sungahn Ko

Signal processing traditionally relies on classical statistical modeling techniques. Such model-based methods utilize mathematical formulations that represent the underlying physics, prior information and additional domain knowledge. Simple…

Signal Processing · Electrical Eng. & Systems 2023-06-08 Nir Shlezinger , Yonina C. Eldar

This paper develops a new neural network architecture for modeling spatial distributions (i.e., distributions on R^d) which is computationally efficient and specifically designed to take advantage of the spatial structure of limit order…

Trading and Market Microstructure · Quantitative Finance 2016-07-06 Justin Sirignano

Neural networks are fundamental tools of modern machine learning. The standard paradigm assumes binary interactions (across feedforward linear passes) between inter-tangled units, organized in sequential layers. Generalized architectures…

Machine Learning · Computer Science 2026-03-31 Gianluca Peri , Timoteo Carletti , Duccio Fanelli , Diego Febbe

Existing communication systems exhibit inherent limitations in translating theory to practice when handling the complexity of optimization for emerging wireless applications with high degrees of freedom. Deep learning has a strong potential…

Networking and Internet Architecture · Computer Science 2020-05-14 Tugba Erpek , Timothy J. O'Shea , Yalin E. Sagduyu , Yi Shi , T. Charles Clancy

In this report we propose a MultiObjective (MO) performance evaluation framework for wireless ad hoc networks where criteria such as capacity, robustness, energy and delay are optimized concurrently. Within such a framework, we can…

Networking and Internet Architecture · Computer Science 2010-09-16 Katia Jaffres-Runser , Jean-Marie Gorce , Cristina Comaniciu

Benchmark scenarios are widely used in transportation research to evaluate routing algorithms, simulate infrastructure interventions, and test new technologies under controlled conditions. However, the structural and behavioral fidelity of…

Computational Engineering, Finance, and Science · Computer Science 2025-08-11 Chen Zhang , Timothy LaRock , Alben Rome Bagabaldo , Jürgen Hackl

In this paper we propose a deep recurrent architecture for the probabilistic modelling of high-frequency market prices, important for the risk management of automated trading systems. Our proposed architecture incorporates probabilistic…

Statistical Finance · Quantitative Finance 2020-04-06 Ye-Sheen Lim , Denise Gorse

While routing in wireless networks has been studied extensively, existing protocols are typically designed for a specific set of network conditions and so cannot accommodate any drastic changes in those conditions. For instance, protocols…

Networking and Internet Architecture · Computer Science 2021-01-01 Victoria Manfredi , Alicia Wolfe , Bing Wang , Xiaolan Zhang

Effectively learning from sequential data is a longstanding goal of Artificial Intelligence, especially in the case of long sequences. From the dawn of Machine Learning, several researchers have pursued algorithms and architectures capable…

Machine Learning · Computer Science 2025-08-19 Matteo Tiezzi , Michele Casoni , Alessandro Betti , Marco Gori , Stefano Melacci

We investigate the parameter recovery of Markov-switching ordinary differential processes from discrete observations, where the differential equations are nonlinear additive models. This framework has been widely applied in biological…

Methodology · Statistics 2025-01-03 Katherine Tsai , Mladen Kolar , Sanmi Koyejo

The design of wireless communication receivers to enhance signal processing in complex and dynamic environments is going through a transformation by leveraging deep neural networks (DNNs). Traditional wireless receivers depend on…

Information Theory · Computer Science 2025-01-30 Shadman Rahman Doha , Ahmed Abdelhadi

The wireless network is undergoing a trend from "onnection of things" to "connection of intelligence". With data spread over the communication networks and computing capability enhanced on the devices, distributed learning becomes a hot…

Information Theory · Computer Science 2021-08-03 Jian Wang , Yourui Huangfu , Rong Li , Yiqun Ge , Jun Wang

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

This paper addresses the problem of optimizing sensor deployment locations to reconstruct and also predict a spatiotemporal field. A novel deep learning framework is developed to find a limited number of optimal sampling locations and based…

Signal Processing · Electrical Eng. & Systems 2019-10-30 Jiahong Chen , Teng Li , Jing Wang , Clarence W. de Silva

With the emergence of time-critical applications in modern communication networks, there is a growing demand for proactive network adaptation and quality of service (QoS) prediction. However, a fundamental question remains largely…

Networking and Internet Architecture · Computer Science 2025-04-28 Samie Mostafavi , Simon Egger , György Dán , James Gross

We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization…

A variety of wireless channel estimation methods, e.g., MUSIC and ESPRIT, rely on prior knowledge of the model order. Therefore, it is important to correctly estimate the number of multipath components (MPCs) which compose such channels.…

Signal Processing · Electrical Eng. & Systems 2021-06-23 Brenda Vilas Boas , Wolfgang Zirwas , Martin Haardt