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Data-driven methods based on machine learning have the potential to accelerate computational analysis of atomic structures. In this context, reliable uncertainty estimates are important for assessing confidence in predictions and enabling…
When dealing with time series with complex non-stationarities, low retrospective regret on individual realizations is a more appropriate goal than low prospective risk in expectation. Online learning algorithms provide powerful guarantees…
Deep learning is an effective approach to solving image recognition problems. People draw intuitive conclusions from trading charts; this study uses the characteristics of deep learning to train computers in imitating this kind of intuition…
With the increasing volume of data in the world, the best approach for learning from this data is to exploit an online learning algorithm. Online ensemble methods are online algorithms which take advantage of an ensemble of classifiers to…
In this paper, we compare various approaches to stock price prediction using neural networks. We analyze the performance fully connected, convolutional, and recurrent architectures in predicting the next day value of S&P 500 index based on…
The present document delineates the analysis, design, implementation, and benchmarking of various neural network architectures within a short-term frequency prediction system for the foreign exchange market (FOREX). Our aim is to simulate…
Physics-informed deep learning has emerged as a promising framework for solving partial differential equations (PDEs). Nevertheless, training these models on complex problems remains challenging, often leading to limited accuracy and…
We propose a novel machine learning approach for probabilistic forecasting of hourly day-ahead electricity prices. In contrast with the recent advances in data-rich probabilistic forecasting, which approximates distributions with few…
In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…
We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems encountered in financial markets are often time-varying. We…
We present a global algorithm for training multilayer neural networks in this Letter. The algorithm is focused on controlling the local fields of neurons induced by the input of samples by random adaptations of the synaptic weights. Unlike…
This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…
We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which…
Bolted joints are critical in engineering for maintaining structural integrity and reliability. Accurate prediction of parameters influencing their function and behavior is essential for optimal performance. Traditional methods often fail…
Forecasting demand for assets and services can be addressed in various markets, providing a competitive advantage when the predictive models used demonstrate high accuracy. However, the training of machine learning models incurs high…
Training neural networks to satisfy universal constraints over continuous domains poses unique challenges. Common examples include Lyapunov Neural Networks (Lyapunov NNs) and Physics-Informed Neural Networks (PINNs), where analytical…
Most deep neural networks are trained under fixed network architectures and require retraining when the architecture changes. If expanding the network's size is needed, it is necessary to retrain from scratch, which is expensive. To avoid…
Today artificial neural networks are applied in various fields - engineering, data analysis, robotics. While they represent a successful tool for a variety of relevant applications, mathematically speaking they are still far from being…
Financial market prediction is a challenging application of machine learning, where even small improvements in directional accuracy can yield substantial value. Most models struggle to exceed 55--57\% accuracy due to high noise,…
Many cryptocurrency brokers nowadays offer a variety of derivative assets that allow traders to perform hedging or speculation. This paper proposes an effective algorithm based on neural networks to take advantage of these investment…