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Long short-term memory (LSTM) models are a particular type of recurrent neural networks (RNNs) that are central to sequential modeling tasks in domains such as urban telecommunication forecasting, where temporal correlations and nonlinear…

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

综合金融 · 定量金融 2026-02-16 Mykola Babiak , Jozef Barunik

This is a tutorial paper on Recurrent Neural Network (RNN), Long Short-Term Memory Network (LSTM), and their variants. We start with a dynamical system and backpropagation through time for RNN. Then, we discuss the problems of gradient…

机器学习 · 计算机科学 2023-04-25 Benyamin Ghojogh , Ali Ghodsi

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

机器学习 · 计算机科学 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

Classical methods of solving spatiotemporal dynamical systems include statistical approaches such as autoregressive integrated moving average, which assume linear and stationary relationships between systems' previous outputs. Development…

动力系统 · 数学 2022-02-16 Yonggi Park , Kelum Gajamannage , Dilhani I. Jayathilake , Erik M. Bollt

Analysis of time-series data allows to identify long-term trends and make predictions that can help to improve our lives. With the rapid development of artificial neural networks, long short-term memory (LSTM) recurrent neural network (RNN)…

新兴技术 · 计算机科学 2018-09-11 Kazybek Adam , Kamilya Smagulova , Alex Pappachen James

The advantage of recurrent neural networks (RNNs) in learning dependencies between time-series data has distinguished RNNs from other deep learning models. Recently, many advances are proposed in this emerging field. However, there is a…

神经与进化计算 · 计算机科学 2016-02-16 Hojjat Salehinejad

Load forecasting plays a crucial role in energy management, directly impacting grid stability, operational efficiency, cost reduction, and environmental sustainability. Traditional Vanilla Recurrent Neural Networks (RNNs) face issues such…

机器学习 · 计算机科学 2025-01-14 Muhammad Umair Danish , Katarina Grolinger

Despite their immense success, deep convolutional neural networks (CNNs) can be difficult to optimize and costly to train due to hundreds of layers within the network depth. Conventional convolutional operations are fundamentally limited by…

计算机视觉与模式识别 · 计算机科学 2025-11-07 Ray Congrui Yu , Sherry Wu , Jiang Gui

In this study, we explore the application of an artificial recurrent neural network (RNN) called Long Short-Term Memory (LSTM) as an alternative to a turbulent Reynolds-Averaged Navier-Stokes (RANS) model. The LSTM models are utilized to…

流体动力学 · 物理学 2023-07-27 Hugo D. Pasinato , Nicólas F. Moguilner Reh

This study evaluates deep neural networks for forecasting probability distributions of financial returns. 1D convolutional neural networks (CNN) and Long Short-Term Memory (LSTM) architectures are used to forecast parameters of three…

风险管理 · 定量金融 2025-09-03 Jakub Michańków

Traditional Recurrent Neural Network (RNN) architectures, such as LSTM and GRU, have historically held prominence in time series tasks. However, they have recently seen a decline in their dominant position across various time series tasks.…

机器学习 · 计算机科学 2024-01-18 Haowen Hou , F. Richard Yu

In the big data era, deep learning and intelligent data mining technique solutions have been applied by researchers in various areas. Forecast and analysis of stock market data have represented an essential role in today's economy, and a…

信号处理 · 电气工程与系统科学 2020-08-26 Wilfredo Tovar

Using historical data to predict future events has many applications in the real world, such as stock price prediction; the robot localization. In the past decades, the Convolutional long short-term memory (LSTM) networks have achieved…

机器学习 · 计算机科学 2022-12-20 Dexun Li

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

机器学习 · 计算机科学 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

交易与市场微观结构 · 定量金融 2023-09-21 Paul Bilokon , Yitao Qiu

Deep learning (DL) has emerged as a powerful subset of machine learning (ML) and artificial intelligence (AI), outperforming traditional ML methods, especially in handling unstructured and large datasets. Its impact spans across various…

机器学习 · 计算机科学 2025-03-18 Farhad Mortezapour Shiri , Thinagaran Perumal , Norwati Mustapha , Raihani Mohamed

Traditional Recurrent Neural Networks (RNNs) and Long Short-Term Memory (LSTM) units operate on discrete time steps, often failing to capture the fluid temporal dynamics of real-world physical processes. Liquid Neural Networks (LNNs),…

机器学习 · 计算机科学 2026-05-28 Ye Kyaw Thu , Thazin Myint Oo , Thepchai Supnithi

Recurrent Neural Networks (RNNs) and their variants, such as Long-Short Term Memory (LSTM) networks, and Gated Recurrent Unit (GRU) networks, have achieved promising performance in sequential data modeling. The hidden layers in RNNs can be…

计算机视觉与模式识别 · 计算机科学 2018-11-20 Yu Pan , Jing Xu , Maolin Wang , Jinmian Ye , Fei Wang , Kun Bai , Zenglin Xu

Nowadays, neural network models achieve state-of-the-art results in many areas as computer vision or speech processing. For sequential data, especially for Natural Language Processing (NLP) tasks, Recurrent Neural Networks (RNNs) and their…

计算与语言 · 计算机科学 2021-02-23 Elie Azeraf , Emmanuel Monfrini , Emmanuel Vignon , Wojciech Pieczynski