human: Given a hyperedge-centered hypergraph: <hypergraph>, where the center hyperedge is induced by one source paper and its member nodes are the cited papers.

Details of the hypergraph:
Center hyperedge (induced by source paper "benchmarking deep sequential models on volatility predictions for financial time series"):
  Abstract: Volatility is a quantity of measurement for the price movements of stocks or options which indicates the uncertainty within financial markets. As an indicator of the level of risk or the degree of variation, volatility is important to analyse the financial market, and it is taken into consideration in various decision-making processes in financial activities. On the other hand, recent advancement in deep learning techniques has shown strong capabilities in modelling sequential data, such as speech and natural language. In this paper, we empirically study the applicability of the latest deep structures with respect to the volatility modelling problem, through which we aim to provide an empirical guidance for the theoretical analysis of the marriage between deep learning techniques and financial applications in the future. We examine both the traditional approaches and the deep sequential models on the task of volatility prediction, including the most recent variants of convolutional and recurrent networks, such as the dilated architecture. Accordingly, experiments with real-world stock price datasets are performed on a set of 1314 daily stock series for 2018 days of transaction. The evaluation and comparison are based on the negative log likelihood (NLL) of real-world stock price time series. The result shows that the dilated neural models, including dilated CNN and Dilated RNN, produce most accurate estimation and prediction, outperforming various widely-used deterministic models in the GARCH family and several recently proposed stochastic models. In addition, the high flexibility and rich expressive power are validated in this study.

Includes members:
  Member "a neural stochastic volatility model":
    also connected through other hyperedges:
      - Hyperedge HE-1 (induced by source paper "modeling continuous stochastic processes with dynamic normalizing flows")
  Member "fast slow recurrent neural networks":
    also connected through other hyperedges:
      - Hyperedge HE-2 (induced by source paper "autofoley artificial synthesis of synchronized sound tracks for silent videos with deep learning")
  Member "recurrent highway networks":
    also connected through other hyperedges:
      - Hyperedge HE-3 (induced by source paper "pay attention to the activations a modular attention mechanism for fine grained image recognition")
  Member "strongly typed recurrent neural networks":
    also connected through other hyperedges:
      - Hyperedge HE-4 (induced by source paper "a lightweight recurrent network for sequence modeling")
  Member "weight normalization a simple reparameterization to accelerate training of deep neural networks":
    also connected through other hyperedges:
      - Hyperedge HE-5 (induced by source paper "do we really need to access the source data source hypothesis transfer for unsupervised domain adaptation")
  Member "pixel recurrent neural networks":
    also connected through other hyperedges:
      - Hyperedge HE-6 (induced by source paper "mast a memory augmented self supervised tracker")
  Member "zoneout regularizing rnns by randomly preserving hidden activations":
    also connected through other hyperedges:
      - Hyperedge HE-7 (induced by source paper "prophetnet predicting future n gram for sequence to sequence pre training")
  Member "deep learning in neural networks":
    also connected through other hyperedges:
      - Hyperedge HE-8 (induced by source paper "π nets deep polynomial neural networks")

Question: Please tell me which class the source paper belongs to. The 40 classes are: cs.NA(Numerical Analysis), cs.MM(Multimedia), cs.LO(Logic in Computer Science), cs.CY(Computers and Society), cs.CR(Cryptography and Security), cs.DC(Distributed, Parallel, and Cluster Computing), cs.HC(Human-Computer Interaction), cs.CE(Computational Engineering, Finance, and Science), cs.NI(Networking and Internet Architecture), cs.CC(Computational Complexity), cs.AI(Artificial Intelligence), cs.MA(Multiagent Systems), cs.GL(General Literature), cs.NE(Neural and Evolutionary Computing), cs.SC(Symbolic Computation), cs.AR(Hardware Architecture), cs.CV(Computer Vision and Pattern Recognition), cs.GR(Graphics), cs.ET(Emerging Technologies), cs.SY(Systems and Control), cs.CG(Computational Geometry), cs.OH(Other Computer Science), cs.PL(Programming Languages), cs.SE(Software Engineering), cs.LG(Machine Learning), cs.SD(Sound), cs.SI(Social and Information Networks), cs.RO(Robotics), cs.IT(Information Theory), cs.PF(Performance), cs.CL(Computation and Language), cs.IR(Information Retrieval), cs.MS(Mathematical Software), cs.FL(Formal Languages and Automata Theory), cs.DS(Data Structures and Algorithms), cs.OS(Operating Systems), cs.GT(Computer Science and Game Theory), cs.DB(Databases), cs.DL(Digital Libraries), cs.DM(Discrete Mathematics). Directly output the class name.

gpt: cs.LG(Machine Learning)