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Recurrent neural network (RNN)'s architecture is a key factor influencing its performance. We propose algorithms to optimize hidden sizes under running time constraint. We convert the discrete optimization into a subset selection problem.…

机器学习 · 统计学 2018-02-22 Junqi Jin , Ziang Yan , Kun Fu , Nan Jiang , Changshui Zhang

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

统计金融 · 定量金融 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

We propose a framework based on Recurrent Neural Networks (RNNs) to determine an optimal control strategy for a discrete-time system that is required to satisfy specifications given as Signal Temporal Logic (STL) formulae. RNNs can store…

系统与控制 · 电气工程与系统科学 2020-09-25 Wenliang Liu , Noushin Mehdipour , Calin Belta

Recurrent Neural Networks (RNNs) are a class of machine learning algorithms used for applications with time-series and sequential data. Recently, there has been a strong interest in executing RNNs on embedded devices. However, difficulties…

神经与进化计算 · 计算机科学 2020-03-23 Nesma M. Rezk , Madhura Purnaprajna , Tomas Nordström , Zain Ul-Abdin

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…

交易与市场微观结构 · 定量金融 2017-07-19 Matthew F Dixon

Recurrent neural networks (RNNs) are more suitable for learning non-linear dependencies in dynamical systems from observed time series data. In practice all the external variables driving such systems are not known a priori, especially in…

Recurrent neural networks (RNNs) for reinforcement learning (RL) have shown distinct advantages, e.g., solving memory-dependent tasks and meta-learning. However, little effort has been spent on improving RNN architectures and on…

机器学习 · 计算机科学 2019-11-27 Dongqi Han , Kenji Doya , Jun Tani

Recommender systems objectives can be broadly characterized as modeling user preferences over short-or long-term time horizon. A large body of previous research studied long-term recommendation through dimensionality reduction techniques…

信息检索 · 计算机科学 2018-07-25 Kiewan Villatel , Elena Smirnova , Jérémie Mary , Philippe Preux

Stochastic control problems with delay are challenging due to the path-dependent feature of the system and thus its intrinsic high dimensions. In this paper, we propose and systematically study deep neural networks-based algorithms to solve…

最优化与控制 · 数学 2021-06-18 Jiequn Han , Ruimeng Hu

The key component in forecasting demand and consumption of resources in a supply network is an accurate prediction of real-valued time series. Indeed, both service interruptions and resource waste can be reduced with the implementation of…

神经与进化计算 · 计算机科学 2018-07-24 Filippo Maria Bianchi , Enrico Maiorino , Michael C. Kampffmeyer , Antonello Rizzi , Robert Jenssen

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

统计金融 · 定量金融 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Consistent alpha generation, i.e., maintaining an edge over the market, underpins the ability of asset traders to reliably generate profits. Technical indicators and trading strategies are commonly used tools to determine when to…

人工智能 · 计算机科学 2021-06-15 Yapeng Jasper Hu , Ralph van Gurp , Ashay Somai , Hugo Kooijman , Jan S. Rellermeyer

Temporal data modelling techniques with neural networks are useful in many domain applications, including time-series forecasting and control engineering. This paper aims at developing a recurrent version of stochastic configuration…

机器学习 · 计算机科学 2025-04-03 Dianhui Wang , Gang Dang

The size of a website's active user base directly affects its value. Thus, it is important to monitor and influence a user's likelihood to return to a site. Essential to this is predicting when a user will return. Current state of the art…

机器学习 · 计算机科学 2019-09-06 Georg L. Grob , Ângelo Cardoso , C. H. Bryan Liu , Duncan A. Little , Benjamin Paul Chamberlain

The ad-trading desks of media-buying agencies are increasingly relying on complex algorithms for purchasing advertising inventory. In particular, Real-Time Bidding (RTB) algorithms respond to many auctions -- usually Vickrey auctions --…

最优化与控制 · 数学 2016-06-20 Joaquin Fernandez-Tapia , Olivier Guéant , Jean-Michel Lasry

Access to a large variety of data across a massive population has made it possible to predict customer purchase patterns and responses to marketing campaigns. In particular, accurate demand forecasts for popular products with frequent…

机器学习 · 统计学 2019-01-01 Tianle Chen , Brian Keng , Javier Moreno

Time series forecasting based on deep architectures has been gaining popularity in recent years due to their ability to model complex non-linear temporal dynamics. The recurrent neural network is one such model capable of handling…

机器学习 · 计算机科学 2021-06-28 Zexuan Yin , Paolo Barucca

Many large-scale production networks include thousands types of final products and tens to hundreds thousands types of raw materials and intermediate products. These networks face complicated inventory management decisions, which are often…

最优化与控制 · 数学 2022-01-19 Tan Wan , L. Jeff Hong

Recurrent Neural Networks (RNNs) produce state-of-art performance on many machine learning tasks but their demand on resources in terms of memory and computational power are often high. Therefore, there is a great interest in optimizing the…

神经与进化计算 · 计算机科学 2017-02-28 Joachim Ott , Zhouhan Lin , Ying Zhang , Shih-Chii Liu , Yoshua Bengio

This study presents a novel model for invertible sentence embeddings using a residual recurrent network trained on an unsupervised encoding task. Rather than the probabilistic outputs common to neural machine translation models, our…

计算与语言 · 计算机科学 2023-04-07 Jeremy Wilkerson
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