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2 articles for “Latent Vector Conditioning”
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Deep Learning Architectures for Predictive Modeling in Financial Time Series
Abstract: This study investigates the application of deep learning architectures, particularly convolutional neural networks (CNNs), to the challenging task of financial time series forecasting. Financial markets are inherently complex and influenced by a range of factors, making accurate prediction of price movements a difficult problem. In this research, historical financial data including stock prices, volumes, and other relevant indicators are used to train CNN models aimed at capturing the underlying patterns …
Published in Current Trends in Signal Processing · Vol. 15, Issue 3, 2025 · pp. 45–55 Read article
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Randomized Latent Vectors for Enhanced Reinforcement Learning Exploration
Abstract: This paper investigates Random Latent Exploration (RLE), a novel reinforcement learning technique that enhances exploration using randomized latent vector conditioning. I evaluate RLE’s performance across various environments, including discrete control tasks (FourRoom), continuous control (IsaacLab), and complex visual domains (Atari games). The core approach augments traditional reward functions with intrinsic rewards, calculated as the dot product between state features and periodically resampled latent vectors. The policy and value networks are …
Published in Current Trends in Signal Processing · Vol. 15, Issue 3, 2025 · pp. 19–25 Read article