model 2
Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks
Ezinwoke, Brian, Rhodes, Oliver
Modern high-frequency trading (HFT) environments are characterized by sudden price spikes that present both risk and opportunity, but conventional financial models often fail to capture the required fine temporal structure. Spiking Neural Networks (SNNs) offer a biologically inspired framework well-suited to these challenges due to their natural ability to process discrete events and preserve millisecond-scale timing. This work investigates the application of SNNs to high-frequency price-spike forecasting, enhancing performance via robust hyperparameter tuning with Bayesian Optimization (BO). This work converts high-frequency stock data into spike trains and evaluates three architectures: an established unsupervised STDP-trained SNN, a novel SNN with explicit inhibitory competition, and a supervised backpropagation network. BO was driven by a novel objective, Penalized Spike Accuracy (PSA), designed to ensure a network's predicted price spike rate aligns with the empirical rate of price events. Simulated trading demonstrated that models optimized with PSA consistently outperformed their Spike Accuracy (SA)-tuned counterparts and baselines. Specifically, the extended SNN model with PSA achieved the highest cumulative return (76.8%) in simple backtesting, significantly surpassing the supervised alternative (42.54% return). These results validate the potential of spiking networks, when robustly tuned with task-specific objectives, for effective price spike forecasting in HFT.
- Europe > United Kingdom > England > Oxfordshire > Oxford (0.04)
- Europe > United Kingdom > England > Greater Manchester > Manchester (0.04)
- Europe > Netherlands > North Holland > Amsterdam (0.04)
- Asia > Japan > Honshū > Kantō > Ibaraki Prefecture > Tsukuba (0.04)
Hybrid LSTM-Transformer Models for Profiling Highway-Railway Grade Crossings
Chatterjee, Kaustav, Li, Joshua Q., Ansari, Fatemeh, Munna, Masud Rana, Parajulee, Kundan, Schwennesen, Jared
Hump crossings, or high-profile Highway Railway Grade Crossings (HRGCs), pose safety risks to highway vehicles due to potential hang-ups. These crossings typically result from post-construction railway track maintenance activities or non-compliance with design guidelines for HRGC vertical alignments. Conventional methods for measuring HRGC profiles are costly, time-consuming, traffic-disruptive, and present safety challenges. To address these issues, this research employed advanced, cost-effective techniques and innovative modeling approaches for HRGC profile measurement. A novel hybrid deep learning framework combining Long Short-Term Memory (LSTM) and Transformer architectures was developed by utilizing instrumentation and ground truth data. Instrumentation data were gathered using a highway testing vehicle equipped with Inertial Measurement Unit (IMU) and Global Positioning System (GPS) sensors, while ground truth data were obtained via an industrial-standard walking profiler. Field data was collected at the Red Rock Railroad Corridor in Oklahoma. Three advanced deep learning models Transformer-LSTM sequential (model 1), LSTM-Transformer sequential (model 2), and LSTM-Transformer parallel (model 3) were evaluated to identify the most efficient architecture. Models 2 and 3 outperformed the others and were deployed to generate 2D/3D HRGC profiles. The deep learning models demonstrated significant potential to enhance highway and railroad safety by enabling rapid and accurate assessment of HRGC hang-up susceptibility.
- North America > United States > Oklahoma > Payne County > Stillwater (0.14)
- North America > United States > Nebraska > Lancaster County > Lincoln (0.04)
- North America > United States > Kansas > Shawnee County > Topeka (0.04)
- (4 more...)
- Transportation > Ground > Rail (1.00)
- Government > Regional Government > North America Government > United States Government (0.46)
- Asia > Middle East > Jordan (0.05)
- North America > United States > California (0.04)
- Europe > Spain > Catalonia > Barcelona Province > Barcelona (0.04)
Enhancing Forex Forecasting Accuracy: The Impact of Hybrid Variable Sets in Cognitive Algorithmic Trading Systems
The question whether algorithmic trading systems (ATS) can improve human trading in terms of effectiveness is eliciting an increasingly relevant debate among traders and investors, as well as quantitative studies that address this issue through numerical testing [[9]]. In recent years, the discussion regarding whether algorithmic trading systems (ATS) can surpass human traders in terms of efficiency, consistency, and adaptability has gained significant traction in both academic and professional circles. Empirical evidence indicates that algorithmic strategies tend to exhibit superior performance in volatile or declining markets, whereas human-managed funds may retain a relative advantage during upward market trends due to behavioral and intuitive factors [[2]]. Moreover, large-scale behavioral studies reveal that algorithms largely eliminate well-known cognitive biases such as the disposition effect that continue to affect human traders [[23]]. Complementary research has also emphasized the growing integration of artificial intelligence and machine learning methods in modern ATS, which enhances predictive accuracy and execution speed [[7]]. Nonetheless, experimental findings suggest that algorithmic trading may still be constrained by design limitations, challenging the notion of its absolute superiority over human decision-making [[16]]. These findings collectively indicate that algorithmic and human trading approaches might be best viewed as complementary, each offering unique strengths under different market conditions.
- North America > United States > New York (0.04)
- Europe > Spain (0.04)
- Asia > Singapore (0.04)
- (2 more...)
- Asia > Middle East > Jordan (0.05)
- North America > Canada > Quebec > Montreal (0.04)
- North America > United States > Maryland > Baltimore (0.04)
- North America > Canada > Quebec > Montreal (0.04)
- Asia > Middle East > Jordan (0.05)
- North America > Canada > Quebec > Montreal (0.04)
- North America > United States > California > San Francisco County > San Francisco (0.14)
- North America > United States > California > Los Angeles County > Long Beach (0.14)
- North America > United States > New York > New York County > New York City (0.04)
- (6 more...)
- Information Technology > Artificial Intelligence > Natural Language (1.00)
- Information Technology > Artificial Intelligence > Vision (0.95)
- Information Technology > Artificial Intelligence > Machine Learning > Statistical Learning (0.68)
- Information Technology > Artificial Intelligence > Machine Learning > Neural Networks > Deep Learning (0.47)
Similarity and Matching of Neural Network Representations
We employ a toolset -- dubbed Dr. Frankenstein -- to analyse the similarity of representations in deep neural networks. With this toolset, we aim to match the activations on given layers of two trained neural networks by joining them with a stitching layer. We demonstrate that the inner representations emerging in deep convolutional neural networks with the same architecture but different initializations can be matched with a surprisingly high degree of accuracy even with a single, affine stitching layer. We choose the stitching layer from several possible classes of linear transformations and investigate their performance and properties. The task of matching representations is closely related to notions of similarity.
- Europe > Hungary > Budapest > Budapest (0.04)
- North America > United States > Maryland > Baltimore (0.04)
- North America > Canada > Quebec > Montreal (0.04)
BIG5-TPoT: Predicting BIG Five Personality Traits, Facets, and Items Through Targeted Preselection of Texts
Le, Triet M., Chandra, Arjun, Rytting, C. Anton, Karuzis, Valerie P., Rife, Vladimir, Simpson, William A.
Predicting an individual's personalities from their generated texts is a challenging task, especially when the text volume is large. In this paper, we introduce a straightforward yet effective novel strategy called targeted preselection of texts (TPoT). This method semantically filters the texts as input to a deep learning model, specifically designed to predict a Big Five personality trait, facet, or item, referred to as the BIG5-TPoT model. By selecting texts that are semantically relevant to a particular trait, facet, or item, this strategy not only addresses the issue of input text limits in large language models but also improves the Mean Absolute Error and accuracy metrics in predictions for the Stream of Consciousness Essays dataset.
- North America > United States > Maryland (0.04)
- Asia > Middle East > Jordan (0.04)
- Asia > China > Yunnan Province > Kunming (0.04)
- Research Report (0.82)
- Overview (0.68)