3 papers
eess.IV2026
Frequency-Enhanced Hilbert Scanning Mamba for Short-Term Arctic Sea Ice Concentration Prediction
Feng Gao, Zheng Gong, Wenli Liu +4
While Mamba models offer efficient sequence modeling, vanilla versions struggle with temporal correlations and boundary details in Arctic sea ice concentration (SIC) prediction. To…
cs.LG2025
StoxLSTM: A Stochastic Extended Long Short-Term Memory Network for Time Series Forecasting
Zihao Wang, Yunjie Li, Lingmin Zan +2
The Extended Long Short-Term Memory (xLSTM) network has demonstrated strong capability in modeling complex long-term dependencies in time series data. Despite its success, the dete…
q-fin.PR2022
A new encoding of implied volatility surfaces for their synthetic generation
Zheng Gong, Wojciech Frys, Renzo Tiranti +3
In financial terms, an implied volatility surface can be described by its term structure, its skewness and its overall volatility level. We use a PCA variational auto-encoder model…