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This work aims to implement Long Short-Term Memory mixture density networks (LSTM-MDNs) for Value-at-Risk forecasting and compare their performance with established models (historical simulation, CMM, and GARCH) using a defined backtesting…

计算金融 · 定量金融 2025-01-03 Nico Herrig

Mixture Density Networks (MDNs) can be used to generate probability density functions of model parameters $\boldsymbol{\theta}$ given a set of observables $\mathbf{x}$. In some applications, training data are available only for discrete…

数据分析、统计与概率 · 物理学 2021-08-18 Charles Burton , Spencer Stubbs , Peter Onyisi

Recurrent neural networks like long short-term memory (LSTM) are important architectures for sequential prediction tasks. LSTMs (and RNNs in general) model sequences along the forward time direction. Bidirectional LSTMs (Bi-LSTMs) on the…

机器学习 · 统计学 2017-11-16 Samira Shabanian , Devansh Arpit , Adam Trischler , Yoshua Bengio

Deep learning builds deep architectures such as multi-layered artificial neural networks to effectively represent multiple features of input patterns. The adaptive structural learning method of Deep Belief Network (DBN) can realize a high…

神经与进化计算 · 计算机科学 2019-10-01 Shin Kamada , Takumi Ichimura

Since the advent of deep learning, it has been used to solve various problems using many different architectures. The application of such deep architectures to auditory data is also not uncommon. However, these architectures do not always…

机器学习 · 计算机科学 2014-12-25 Kratarth Goel , Raunaq Vohra

Molecular dynamics simulations are a cornerstone in science, allowing to investigate from the system's thermodynamics to analyse intricate molecular interactions. In general, to create extended molecular trajectories can be a…

计算物理 · 物理学 2022-06-22 Ludwig Winkler , Klaus-Robert Müller , Huziel E. Sauceda

Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of…

神经元与认知 · 定量生物学 2019-08-21 Benjamin Plaster , Gautam Kumar

Bidirectional Long Short-Term Memory (LSTM) is a special kind of Recurrent Neural Network (RNN) architecture which is designed to model sequences and their long-range dependencies more precisely than RNNs. This paper proposes to use deep…

机器学习 · 计算机科学 2020-04-07 Neda Tavakoli

Scientific machine learning (SciML) increasingly requires models that capture multimodal conditional uncertainty arising from ill-posed inverse problems, multistability, and chaotic dynamics. While recent work has favored highly expressive…

机器学习 · 计算机科学 2026-02-03 Leonardo Ferreira Guilhoto , Akshat Kaushal , Paris Perdikaris

The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a…

机器学习 · 统计学 2017-10-13 Chuanyun Zang

Time series prediction with neural networks has been the focus of much research in the past few decades. Given the recent deep learning revolution, there has been much attention in using deep learning models for time series prediction, and…

机器学习 · 计算机科学 2021-06-08 Rohitash Chandra , Shaurya Goyal , Rishabh Gupta

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

统计计算 · 统计学 2025-10-30 Riddhi Pratim Ghosh , Ian Barnett

In autonomous driving, perceiving the driving behaviors of surrounding agents is important for the ego-vehicle to make a reasonable decision. In this paper, we propose a neural network model based on trajectories information for driving…

计算机视觉与模式识别 · 计算机科学 2021-03-02 He Zhang , Zhixiong Nan , Tao Yang , Yifan Liu , Nanning Zheng

Prediction of the real-time multiplayer online battle arena (MOBA) games' match outcome is one of the most important and exciting tasks in Esports analytical research. This research paper predominantly focuses on building predictive machine…

机器学习 · 计算机科学 2021-06-04 Kodirjon Akhmedov , Anh Huy Phan

One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

机器学习 · 统计学 2013-02-22 Oren Rippel , Ryan Prescott Adams

We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in…

Autonomous systems, like vehicles or robots, require reliable, accurate, fast, resource-efficient, scalable, and low-latency trajectory predictions to get initial knowledge about future locations and movements of surrounding objects for…

计算机视觉与模式识别 · 计算机科学 2024-10-11 Manuel Hetzel , Hannes Reichert , Konrad Doll , Bernhard Sick

Human motion prediction, which plays a key role in computer vision, generally requires a past motion sequence as input. However, in real applications, a complete and correct past motion sequence can be too expensive to achieve. In this…

计算机视觉与模式识别 · 计算机科学 2022-07-25 Chunzhi Gu , Yan Zhao , Chao Zhang

A probabilistic reconstruction using machine-learning of the decay kinematics of top-quark pairs produced in high-energy proton-proton collisions is presented. A deep neural network whose core consists of a Bidirectional Long Short-Term…

高能物理 - 实验 · 物理学 2019-09-04 Fardin Syed , Riccardo Di Sipio , Pekka Sinervo

Reliable traffic flow prediction is crucial to creating intelligent transportation systems. Many big-data-based prediction approaches have been developed but they do not reflect complicated dynamic interactions between roads considering…

机器学习 · 计算机科学 2023-06-21 Won Kyung Lee , Deuk Sin Kwon , So Young Sohn