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Contemporary deep learning based solution methods used to compute approximate equilibria of high-dimensional dynamic stochastic economic models are often faced with two pain points. The first problem is that the loss function typically…

General Economics · Economics 2023-03-28 Marlon Azinovic , Jan Žemlička

Early and accurate detection of Alzheimer's disease (AD) remains a major challenge in medical diagnosis due to its subtle onset and progressive nature. This research introduces an explainable ensemble learning Framework designed to classify…

Machine Learning · Computer Science 2026-03-06 Nishan Mitra

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

The recurrent neural network with the long short-term memory cell (LSTM-NN) is employed to simulate the long-time dynamics of open quantum system. The bootstrap method is applied in the LSTM-NN construction and prediction, which provides a…

Chemical Physics · Physics 2021-11-05 Kunni Lin , Jiawei Peng , Feng Long Gu , Zhenggang Lan

Many existing mortality models follow the framework of classical factor models, such as the Lee-Carter model and its variants. Latent common factors in factor models are defined as time-related mortality indices (such as $\kappa_t$ in the…

Methodology · Statistics 2021-02-04 Lingyu He , Fei Huang , Jianjie Shi , Yanrong Yang

Predicting the risk of clinical progression from cognitively normal (CN) status to mild cognitive impairment (MCI) or Alzheimer's disease (AD) is critical for early intervention in Alzheimer's disease (AD). Traditional survival models often…

Applications · Statistics 2025-03-24 Dhrubajyoti Ghosh , Samhita Pal , Michael Lutz , Sheng Luo

Stock market plays an important role in the economic development. Due to the complex volatility of the stock market, the research and prediction on the change of the stock price, can avoid the risk for the investors. The traditional time…

Statistical Finance · Quantitative Finance 2023-02-23 Zhuangwei Shi , Yang Hu , Guangliang Mo , Jian Wu

The high dimensionality and complexity of neuroimaging data necessitate large datasets to develop robust and high-performing deep learning models. However, the neuroimaging field is notably hampered by the scarcity of such datasets. In this…

Machine Learning · Computer Science 2023-12-15 Yutong Gao , Charles A. Ellis , Vince D. Calhoun , Robyn L. Miller

Transition-related financial markets are increasingly exposed to abrupt repricing episodes, elevated volatility, and heterogeneous macro-financial shocks. Under such conditions, conventional Gaussian-linear forecasting frameworks may…

Computational Finance · Quantitative Finance 2026-05-27 Kpante Emmanuel Gnandi , Fredy Pokou , Jules Sadefo Kamdem

Accurate power load forecasting is essential for the efficient operation and planning of electrical grids, particularly given the increased variability and complexity introduced by renewable energy sources. This paper introduces GAT-LSTM, a…

Machine Learning · Computer Science 2025-02-13 Ugochukwu Orji , Çiçek Güven , Dan Stowell

The accelerating shift toward low and ultra-low fertility has intensified the debate over whether countries now undergoing rapid decline are approaching stabilization or entering a more persistent low-fertility regime. Existing projection…

Large language models (LLMs) trained with next-word-prediction have achieved success as clinical foundation models. Representations from these language backbones yield strong linear probe performance across biomedical tasks, suggesting that…

Artificial Intelligence · Computer Science 2026-01-30 Irsyad Adam , Zekai Chen , David Laprade , Shaun Porwal , David Laub , Erik Reinertsen , Arda Pekis , Kevin Brown

Sequence modeling has produced diverse architectures -- from classical recurrent neural networks to modern Transformers and state space models (SSMs) -- yet a unified theoretical understanding of expressivity and trainability trade-offs…

Machine Learning · Computer Science 2025-12-18 Ali Ghodsi

Objective: Survival analysis is central to medical prediction, yet large language models (LLMs) are rarely used as end-to-end survival models because censoring prevents straightforward supervised fine-tuning. Here we present LLMSurvival, a…

Artificial Intelligence · Computer Science 2026-05-26 Yishu Wei , Hexin Dong , Yi Lin , Jiahe Qian , Yi Liu , Yifan Peng

A retention strategy based on an enlightened lapse model is a powerful profitabilitylever for a life insurer. Some machine learning models are excellent at predicting lapse,but from the insurer's perspective, predicting which policyholder…

Statistics Theory · Mathematics 2023-07-14 Mathias Valla , Xavier Milhaud , Anani Ayodélé Olympio

Modeling natural phenomena with artificial neural networks (ANNs) often provides highly accurate predictions. However, ANNs often suffer from over-parameterization, complicating interpretation and raising uncertainty issues. Bayesian neural…

Machine Learning · Statistics 2025-03-14 Eirik Høyheim , Lars Skaaret-Lund , Solve Sæbø , Aliaksandr Hubin

The stability of dynamical systems with oscillatory behaviors and well-defined average vector fields has traditionally been studied using averaging theory. These tools have also been applied to hybrid dynamical systems, which combine…

Optimization and Control · Mathematics 2025-01-13 Mahmoud Abdelgalil , Jorge I. Poveda

We propose a matrix factorization technique that decomposes the resting state fMRI (rs-fMRI) correlation matrices for a patient population into a sparse set of representative subnetworks, as modeled by rank one outer products. The…

Signal Processing · Electrical Eng. & Systems 2018-07-26 Niharika Shimona D'Souza , Mary Beth Nebel , Nicholas Wymbs , Stewart Mostofsky , Archana Venkataraman

Capsule network (CapsNet) acts as a promising alternative to the typical convolutional neural network, which is the dominant network to develop the remaining useful life (RUL) estimation models for mechanical equipment. Although CapsNet…

Machine Learning · Computer Science 2022-03-31 Yan Qin , Chau Yuen , Yimin Shao , Bo Qin , Xiaoli Li

This work presents a hybrid and hierarchical deep learning model for mid-term load forecasting. The model combines exponential smoothing (ETS), advanced Long Short-Term Memory (LSTM) and ensembling. ETS extracts dynamically the main…

Signal Processing · Electrical Eng. & Systems 2020-04-02 Grzegorz Dudek , Paweł Pełka , Slawek Smyl