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Risk is part of the fabric of every business; surprisingly, there is little work on establishing best practices for systematic, repeatable risk identification, arguably the first step of any risk management process. In this paper, we…
As the complexity and dynamism of financial markets continue to grow, traditional financial risk prediction methods increasingly struggle to handle large datasets and intricate behavior patterns. This paper explores the feasibility and…
Background. Defect prediction has been a highly active topic among researchers in the Empirical Software Engineering field. Previous literature has successfully achieved the most accurate prediction of an incoming fault and identified the…
Since the 1990s, there have been significant advances in the technology space and the e-Commerce area, leading to an exponential increase in demand for cashless payment solutions. This has led to increased demand for credit cards, bringing…
Vulnerability discovery and exploits detection are two wide areas of study in software engineering. This preliminary work tries to combine existing methods with machine learning techniques to define a metric classification of vulnerable…
Context: Software engineering has a problem in that when we empirically evaluate competing prediction systems we obtain conflicting results. Objective: To reduce the inconsistency amongst validation study results and provide a more formal…
Predicting the probability of default (PD) of prospective loans is a critical objective for financial institutions. In recent years, machine learning (ML) algorithms have achieved remarkable success across a wide variety of prediction…
Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…
From physics to engineering, biology and social science, natural and artificial systems are characterized by interconnected topologies whose features - e.g., heterogeneous connectivity, mesoscale organization, hierarchy - affect their…
Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…
This study conducts a benchmarking study, comparing 23 different statistical and machine learning methods in a credit scoring application. In order to do so, the models' performance is evaluated over four different data sets in combination…
Many dependability techniques expect certain behaviors from the underlying subsystems and fail in chaotic ways if these expectations are not met. Under expected circumstances, however, software tends to work quite well. This paper suggests…
With the recent progress of information technology, the use of networked information systems has rapidly expanded. Electronic commerce and electronic payments between banks and companies, and online shopping and social networking services…
This paper addresses the ability to enable machines to automatically detect failures on machine tool components as well as estimating the severity of the failures, which is a critical step towards autonomous production machines. Extracting…
We introduce and test a general machine-learning-based technique for the inference of short term causal dependence between state variables of an unknown dynamical system from time series measurements of its state variables. Our technique…
Structured prediction problems are one of the fundamental tools in machine learning. In order to facilitate algorithm development for their numerical solution, we collect in one place a large number of datasets in easy to read formats for a…
Predicting stock price movements is a pivotal element of investment strategy, providing insights into potential trends and market volatility. This study specifically examines the predictive capacity of historical stock prices and technical…
Branch prediction is an architectural feature that speeds up the execution of branch instruction on pipeline processors and reduces the cost of branching. Recent advancements of Deep Learning (DL) in the post Moore's Law era is accelerating…
While machine learning is traditionally a resource intensive task, embedded systems, autonomous navigation and the vision of the Internet-of-Things fuel the interest in resource efficient approaches. These approaches require a carefully…
We consider financial networks, where banks are connected by contracts such as debts or credit default swaps. We study the clearing problem in these systems: we want to know which banks end up in a default, and what portion of their…