English
Related papers

Related papers: Augmented Neural Networks for Modelling Consumer I…

200 papers

Probabilistic user modeling is essential for building machine learning systems in the ubiquitous cases with humans in the loop. However, modern advanced user models, often designed as cognitive behavior simulators, are incompatible with…

Machine Learning · Computer Science 2023-06-29 Alex Hämäläinen , Mustafa Mert Çelikok , Samuel Kaski

Predicting potential credit default accounts in advance is challenging. Traditional statistical techniques typically cannot handle large amounts of data and the dynamic nature of fraud and humans. To tackle this problem, recent research has…

Machine Learning · Computer Science 2018-07-04 Sheikh Rabiul Islam , William Eberle , Sheikh Khaled Ghafoor

It is of high interest for a company to identify customers expected to bring the largest profit in the upcoming period. Knowing as much as possible about each customer is crucial for such predictions. However, their demographic data,…

Machine Learning · Computer Science 2018-03-30 Jelena Stojanovic , Djordje Gligorijevic , Zoran Obradovic

We consider state of the art applications of artificial intelligence (AI) in modelling human financial expectations and explore the potential of quantum logic to drive future advancements in this field. This analysis highlights the…

Computational Finance · Quantitative Finance 2025-10-08 Fabio Bagarello , Francesco Gargano , Polina Khrennikova

Artificial neural networks are algorithms which have been developed to tackle a range of computational problems. These range from modelling brain function to making predictions of time-dependent phenomena to solving hard (NP-complete)…

Astrophysics · Physics 2007-05-23 C. A. L. Bailer-Jones , R. Gupta , H. P. Singh

We explore the use of deep learning hierarchical models for problems in financial prediction and classification. Financial prediction problems -- such as those presented in designing and pricing securities, constructing portfolios, and risk…

Machine Learning · Computer Science 2018-01-16 J. B. Heaton , N. G. Polson , J. H. Witte

Convolutional Neural Networks (CNNs) have recently emerged as the dominant model in computer vision. If provided with enough training data, they predict almost any visual quantity. In a discrete setting, such as classification, CNNs are not…

Computer Vision and Pattern Recognition · Computer Science 2015-11-25 Deepak Pathak , Philipp Krähenbühl , Stella X. Yu , Trevor Darrell

Accurate estimation of predictive uncertainty (model calibration) is essential for the safe application of neural networks. Many instances of miscalibration in modern neural networks have been reported, suggesting a trend that newer, more…

Machine Learning · Computer Science 2021-10-27 Matthias Minderer , Josip Djolonga , Rob Romijnders , Frances Hubis , Xiaohua Zhai , Neil Houlsby , Dustin Tran , Mario Lucic

When developing AI systems that interact with humans, it is essential to design both a system that can understand humans, and a system that humans can understand. Most deep network based agent-modeling approaches are 1) not interpretable…

Machine Learning · Computer Science 2021-07-14 Ini Oguntola , Dana Hughes , Katia Sycara

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

A novel approach is presented for the solution of instantaneous chemical equilibrium problems. The chemical equilibrium can be considered, due to its intrinsically local character, as a mapping of the three-dimensional parameter space…

Astrophysics · Physics 2009-11-11 A. Asensio Ramos , H. Socas-Navarro

Using transformers over large generated datasets, we train models to learn mathematical properties of differential systems, such as local stability, behavior at infinity and controllability. We achieve near perfect prediction of qualitative…

Machine Learning · Computer Science 2021-03-22 François Charton , Amaury Hayat , Guillaume Lample

Deep Neural Networks achieve state-of-the-art results in many different problem settings by exploiting vast amounts of training data. However, collecting, storing and - in the case of supervised learning - labelling the data is expensive…

Computer Vision and Pattern Recognition · Computer Science 2023-03-06 Matthias Rath , Alexandru Paul Condurache

Recent literature implements machine learning techniques to assess corporate credit rating based on financial statement reports. In this work, we analyze the performance of four neural network architectures (MLP, CNN, CNN2D, LSTM) in…

Risk Management · Quantitative Finance 2020-03-06 Parisa Golbayani , Dan Wang , Ionut Florescu

Deep Neural Networks (DNNs) are universal function approximators providing state-of- the-art solutions on wide range of applications. Common perceptual tasks such as speech recognition, image classification, and object tracking are now…

Machine Learning · Statistics 2017-11-08 Randall Balestriero , Richard Baraniuk

For any financial institution, it is essential to understand the behavior of interest rates. Despite the growing use of Deep Learning, for many reasons (expertise, ease of use, etc.), classic rate models such as CIR and the Gaussian family…

Statistical Finance · Quantitative Finance 2024-10-01 Mohamed Ben Alaya , Ahmed Kebaier , Djibril Sarr

Predictive models are being increasingly used to support consequential decision making at the individual level in contexts such as pretrial bail and loan approval. As a result, there is increasing social and legal pressure to provide…

Machine Learning · Computer Science 2020-03-02 Amir-Hossein Karimi , Gilles Barthe , Borja Balle , Isabel Valera

The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenarios, such as a flash crash, a margin call, or changes in…

Machine Learning · Computer Science 2023-11-28 Namid R. Stillman , Rory Baggott , Justin Lyon , Jianfei Zhang , Dingqiu Zhu , Tao Chen , Perukrishnen Vytelingum

Deep learning provides powerful methods to impute structured information from large-scale, unstructured text and image datasets. For example, economists might wish to detect the presence of economic activity in satellite images, or to…

General Economics · Economics 2024-11-14 Melissa Dell

In traditional software programs, it is easy to trace program logic from variables back to input, apply assertion statements to block erroneous behavior, and compose programs together. Although deep learning programs have demonstrated…

Machine Learning · Computer Science 2021-10-27 Mike Wu , Noah Goodman , Stefano Ermon