Daily Papers

We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to capture the spatial structure of the limit order books as well as LSTM modules to capture longer time dependencies. The proposed network outperforms all existing state-of-the-art algorithms on the benchmark LOB dataset [1]. In a more realistic setting, we test our model by using one year market quotes from the London Stock Exchange and the model delivers a remarkably stable out-of-sample prediction accuracy for a variety of instruments. Importantly, our model translates well to instruments which were not part of the training set, indicating the model's ability to extract universal features. In order to better understand these features and to go beyond a "black box" model, we perform a sensitivity analysis to understand the rationale behind the model predictions and reveal the components of LOBs that are most relevant. The ability to extract robust features which translate well to other instruments is an important property of our model which has many other applications.

With the advent of new sequence models like Mamba and xLSTM, several studies have shown that these models match or outperform state-of-the-art models in single-channel speech enhancement, automatic speech recognition, and self-supervised audio representation learning. However, prior research has demonstrated that sequence models like LSTM and Mamba tend to overfit to the training set. To address this issue, previous works have shown that adding self-attention to LSTMs substantially improves generalization performance for single-channel speech enhancement. Nevertheless, neither the concept of hybrid Mamba and time-frequency attention models nor their generalization performance have been explored for speech enhancement. In this paper, we propose a novel hybrid architecture, MambAttention, which combines Mamba and shared time- and frequency-multi-head attention modules for generalizable single-channel speech enhancement. To train our model, we introduce VoiceBank+Demand Extended (VB-DemandEx), a dataset inspired by VoiceBank+Demand but with more challenging noise types and lower signal-to-noise ratios. Trained on VB-DemandEx, our proposed MambAttention model significantly outperforms existing state-of-the-art LSTM-, xLSTM-, Mamba-, and Conformer-based systems of similar complexity across all reported metrics on two out-of-domain datasets: DNS 2020 and EARS-WHAM_v2, while matching their performance on the in-domain dataset VB-DemandEx. Ablation studies highlight the role of weight sharing between the time- and frequency-multi-head attention modules for generalization performance. Finally, we explore integrating the shared time- and frequency-multi-head attention modules with LSTM and xLSTM, which yields a notable performance improvement on the out-of-domain datasets. However, our MambAttention model remains superior on both out-of-domain datasets across all reported evaluation metrics.

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 dependencies dominate. However, conventional LSTMs suffer from high parameter redundancy and limited nonlinear expressivity. In this work, we propose the Quantum-inspired Kolmogorov-Arnold Long Short-Term Memory (QKAN-LSTM), which integrates Data Re-Uploading Activation (DARUAN) modules into the gating structure of LSTMs. Each DARUAN acts as a quantum variational activation function (QVAF), enhancing frequency adaptability and enabling an exponentially enriched spectral representation without multi-qubit entanglement. The resulting architecture preserves quantum-level expressivity while remaining fully executable on classical hardware. Empirical evaluations on three datasets, Damped Simple Harmonic Motion, Bessel Function, and Urban Telecommunication, demonstrate that QKAN-LSTM achieves superior predictive accuracy and generalization with a 79% reduction in trainable parameters compared to classical LSTMs. We extend the framework to the Jiang-Huang-Chen-Goan Network (JHCG Net), which generalizes KAN to encoder-decoder structures, and then further use QKAN to realize the latent KAN, thereby creating a Hybrid QKAN (HQKAN) for hierarchical representation learning. The proposed HQKAN-LSTM thus provides a scalable and interpretable pathway toward quantum-inspired sequential modeling in real-world data environments.

We present a model inspired by the Global Workspace Theory that integrates specialized modules to perform a sequential reasoning task. A controller selectively routes information between modules through the workspace using a gating mechanism. This approach allows the model to chain operations by iteratively broadcasting information between specialized domains, mimicking System-2 reasoning. We evaluate the model's performance on a simple addition task, where two addends must be summed. The task can be solved by routing information sequentially through an Input module, an Increment module (multiple times), and finally an Output module. We consider two implementations of this system with increasing complexity. First, using hand-designed modules operating on one-hot digit representations, the controller (a LSTM recurrent network) learns to select the appropriate modules (input, increment, output) in the appropriate sequence. Second, we replace the hand-designed modules with learned representation modules for MNIST images and an increment module trained on the task objectives; here again, the controller learns the appropriate sequential module selection to solve the task. Finally, we show that the Global Workspace model, while having fewer parameters, outperforms LSTMs and Transformers when tested on unseen addition operations (both interpolations and extrapolations of addition operations seen during training). Our results highlight the potential of architectures inspired by the Global Workspace Theory to enhance deep learning's reasoning capabilities.