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A Hybrid LSTM-XGBoost Framework for Multi-Horizon Stock Return Prediction Across Diversified Equity Portfolios

Hybrid LSTM-XGBoost model predicts multi-horizon returns for 14 US equities, cutting 30-day RMSE to about one-third of a standalone LSTM baseline.

The paper combines a two-layer LSTM (64 hidden units) processing 60-day windows of five market features with an XGBoost regressor over a 78-dimensional hybrid feature vector including 14 technical indicators. It is trained on pooled data for 14 US equities across six sectors using chronological splits and per-stock MinMaxScaling to prevent look-ahead bias, and evaluated at 30, 90, 252, and 365 trading-day horizons. The hybrid achieves test RMSE of 0.0949 at 30 days, roughly one-third of the standalone LSTM, while 97.6% directional accuracy at 365 days largely tracks the base rate of positive returns.

arXiv cs.AI / cs.LG / cs.CL · 4d agoAI research

Pre-Whitening and BCJR Posterior Distillation for Bi-LSTM Detection in Faster-than-Nyquist Signaling

Study shows nested-window Bi-LSTM architectures do not improve faster-than-Nyquist detection; pre-whitening plus BCJR distillation cuts bit error rates.

Across roughly 260 controlled trainings, processing nested intersymbol-interference windows in separate recurrent branches never significantly beat a plain Bi-LSTM at matched parameter budgets. The authors attribute the limitation to the observation model rather than architecture, and instead pre-whiten inputs and distill BCJR soft posteriors into the network. With 3.4% more parameters, the method reaches 1.05x the BCJR bit error rate at compression factor 0.8 and 1.89x at 0.7, improving to 1.47x with a wider whitened window.

arXiv cs.AI / cs.LG / cs.CL · 8d agoAI research

Evaluating Time-Series Foundation Models and Multimodal Dietary Context for CGM Forecasting

Study finds zero-shot time-series foundation models underperform on CGM forecasting; fine-tuned Chronos-Bolt cuts RMSE up to 18.4% and dietary context adds signal.

The paper evaluates time-series foundation models for continuous glucose monitoring forecasting across eight public datasets covering Type 1 diabetes, Type 2 diabetes, and non-diabetes populations. Under a unified protocol, zero-shot foundation models did not consistently outperform baselines like Elastic Net and PatchTST, but lightweight fine-tuning did, with fine-tuned Chronos-Bolt reducing RMSE by 6.5%-18.4% in the T1D cohort and 8.6%-18.2% in the non-diabetes/T2D cohort. A residual-based fusion framework adding dietary context from CGMacros reduced overall RMSE by about 3% and postprandial RMSE by about 15% versus CGM-only baselines.

arXiv cs.AI / cs.LG / cs.CL · 5d agoAI research

Deep Learning-Based Detection of Electrical Faults and Power Quality Disturbances in Aerospace Power Systems

Compact ResNet detects electrical faults in 400 Hz aircraft power systems with 95.87 percent accuracy after deployment on Xilinx Zynq MPSoC.

The study targets multiclass fault and power quality disturbance detection in 400 Hz aerospace networks using a high-fidelity simulation model inspired by the Boeing 787 electrical architecture, covering 21 normal, disturbance, switching, open-circuit, and short-circuit conditions. Two 73,500-sample datasets are built from 1D waveforms and STFT time-frequency representations, augmented with domain randomization and class-specific GANs, and the time-series dataset is released via IEEE DataPort. A compact ResNet with 175,685 parameters achieved 96.94 percent software test accuracy, and 95.87 percent after 8-bit quantization on a Xilinx Zynq UltraScale Plus ZCU102 with 6.90 ms mean accelerator latency per record.

arXiv cs.AI / cs.LG / cs.CL · 6d agoAI research