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Recently, deep learning methods have been shown to improve the performance of recommender systems over traditional methods, especially when review text is available. For example, a recent model, DeepCoNN, uses neural nets to learn one…

Information Retrieval · Computer Science 2017-07-03 Rose Catherine , William Cohen

Deep hedging (Buehler et al. 2019) is a versatile framework to compute the optimal hedging strategy of derivatives in incomplete markets. However, this optimal strategy is hard to train due to action dependence, that is, the appropriate…

Computational Finance · Quantitative Finance 2023-10-10 Shota Imaki , Kentaro Imajo , Katsuya Ito , Kentaro Minami , Kei Nakagawa

Knowledge embedded in the weights of the artificial neural network can be used to improve the network structure, such as in network compression. However, the knowledge is set up by hand, which may not be very accurate, and relevant…

Neural and Evolutionary Computing · Computer Science 2021-10-13 Mengqiao Han , Xiabi Liu , Zhaoyang Hai , Xin Duan

In this study, we applied the NEAT (NeuroEvolution of Augmenting Topologies) algorithm to stock trading using multiple technical indicators. Our approach focused on maximizing earning, avoiding risk, and outperforming the Buy & Hold…

Neural and Evolutionary Computing · Computer Science 2025-01-28 Li-Chun Huang

This paper proposes an end-to-end deep reinforcement learning approach for mobile robot navigation with dynamic obstacles avoidance. Using experience collected in a simulation environment, a convolutional neural network (CNN) is trained to…

Robotics · Computer Science 2020-02-12 Guangda Chen , Lifan Pan , Yu'an Chen , Pei Xu , Zhiqiang Wang , Peichen Wu , Jianmin Ji , Xiaoping Chen

High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…

Machine Learning · Computer Science 2024-12-03 Yuxin Fan , Zhuohuan Hu , Lei Fu , Yu Cheng , Liyang Wang , Yuxiang Wang

Forecasting the future behavior of all traffic agents in the vicinity is a key task to achieve safe and reliable autonomous driving systems. It is a challenging problem as agents adjust their behavior depending on their intentions, the…

Robotics · Computer Science 2021-12-30 Edoardo Mello Rella , Jan-Nico Zaech , Alexander Liniger , Luc Van Gool

In recent years, deep neural networks have been applied to obtain high performance of prediction, classification, and pattern recognition. However, the weights in these deep neural networks are difficult to be explained. Although a linear…

Machine Learning · Computer Science 2020-05-08 Chi-Hua Chen

With technological advancements and the exponential growth of data, we have been unfolding different capabilities of neural networks in different sectors. In this paper, I have tried to use a specific type of Neural Network known as…

Neural and Evolutionary Computing · Computer Science 2021-06-04 Kunal Bhardwaj

With the breakthrough of computational power and deep neural networks, many areas that we haven't explore with various techniques that was researched rigorously in past is feasible. In this paper, we will walk through possible concepts to…

Computational Finance · Quantitative Finance 2017-07-25 David W. Lu

Deep neural networks (DNNs) have been used to create models for many complex analysis problems like image recognition and medical diagnosis. DNNs are a popular tool within machine learning due to their ability to model complex patterns and…

Machine Learning · Computer Science 2024-05-14 Parth Patil , Ben Boardley , Jack Gardner , Emily Loiselle , Deerajkumar Parthipan

In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…

Portfolio Management · Quantitative Finance 2019-09-23 Angelos Filos

In order to improve the accuracy of cross-platform advertisement recommendation, a graph neural network (GNN)- based advertisement recommendation method is analyzed. Through multi-dimensional modeling, user behavior data (e.g., click…

Machine Learning · Computer Science 2025-07-15 Xiang Li , Xinyu Wang , Yifan Lin

Graph Neural Networks (GNNs) have emerged as promising solutions for collaborative filtering (CF) through the modeling of user-item interaction graphs. The nucleus of existing GNN-based recommender systems involves recursive message passing…

Machine Learning · Computer Science 2024-05-21 Peiyan Zhang , Yuchen Yan , Xi Zhang , Chaozhuo Li , Senzhang Wang , Feiran Huang , Sunghun Kim

While machine learning techniques have been successfully applied in several fields, the black-box nature of the models presents challenges for interpreting and explaining the results. We develop a new framework called Adaptive Explainable…

Machine Learning · Statistics 2020-06-03 Jie Chen , Joel Vaughan , Vijayan N. Nair , Agus Sudjianto

This paper presents a new algorithm, Evolutionary eXploration of Augmenting Memory Models (EXAMM), which is capable of evolving recurrent neural networks (RNNs) using a wide variety of memory structures, such as Delta-RNN, GRU, LSTM, MGU…

Neural and Evolutionary Computing · Computer Science 2019-02-12 Alexander Ororbia , Ahmed Ahmed Elsaid , Travis Desell

By leveraging recent progress of stochastic gradient descent methods, several works have shown that graphs could be efficiently laid out through the optimization of a tailored objective function. In the meantime, Deep Learning (DL)…

Machine Learning · Computer Science 2021-08-11 Loann Giovannangeli , Frederic Lalanne , David Auber , Romain Giot , Romain Bourqui

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…

Computational Finance · Quantitative Finance 2019-11-25 Zihao Zhang , Stefan Zohren , Stephen Roberts

This paper explores the integration of Diophantine equations into neural network (NN) architectures to improve model interpretability, stability, and efficiency. By encoding and decoding neural network parameters as integer solutions to…

Machine Learning · Computer Science 2024-09-12 Ronald Katende

The success of deep learning depends on finding an architecture to fit the task. As deep learning has scaled up to more challenging tasks, the architectures have become difficult to design by hand. This paper proposes an automated method,…

Neural and Evolutionary Computing · Computer Science 2017-03-07 Risto Miikkulainen , Jason Liang , Elliot Meyerson , Aditya Rawal , Dan Fink , Olivier Francon , Bala Raju , Hormoz Shahrzad , Arshak Navruzyan , Nigel Duffy , Babak Hodjat