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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…

General Finance · Quantitative Finance 2015-10-29 Jochen L. Leidner

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…

Machine Learning · Computer Science 2024-12-24 Haowei Yang , Zhan Cheng , Zhaoyang Zhang , Yuanshuai Luo , Shuaishuai Huang , Ao Xiang

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…

Software Engineering · Computer Science 2026-01-06 Mikel Robredo , Matteo Esposito , Fabio Palomba , Rafael Peñaloza , Valentina Lenarduzzi

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…

Risk Management · Quantitative Finance 2021-10-06 K. S. Naik

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…

Software Engineering · Computer Science 2014-07-23 Gabriele Modena

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…

Software Engineering · Computer Science 2021-01-15 Martin Shepperd , Stephen G. MacDonell

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…

Risk Management · Quantitative Finance 2025-06-25 Adrian Iulian Cristescu , Matteo Giordano

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…

Machine Learning · Computer Science 2022-06-07 Valentin Arkov

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…

Physics and Society · Physics 2021-09-01 Marco Grassia , Manlio De Domenico , Giuseppe Mangioni

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…

Machine Learning · Computer Science 2017-01-24 Volodymyr Kuleshov , Stefano Ermon

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…

Econometrics · Economics 2019-07-31 Anna Stelzer

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…

Operating Systems · Computer Science 2007-05-23 George Candea

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-02 Koichi Bando , Kenji Tanaka

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…

Machine Learning · Computer Science 2021-11-01 Tobias Schlagenhauf , Niklas Burghardt

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…

Adaptation and Self-Organizing Systems · Physics 2020-12-18 Amitava Banerjee , Jaideep Pathak , Rajarshi Roy , Juan G. Restrepo , Edward Ott

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…

Computational Engineering, Finance, and Science · Computer Science 2024-04-17 Morteza Maleki

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…

Hardware Architecture · Computer Science 2022-01-03 Rinu Joseph

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…

Computational Engineering, Finance, and Science · Computer Science 2020-11-23 Pál András Papp , Roger Wattenhofer