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Financial disclosure analysis and Knowledge extraction is an important financial analysis problem. Prevailing methods depend predominantly on quantitative ratios and techniques, which suffer from limitations like window dressing and past…
We propose several deep-learning accelerated optimization solvers with convergence guarantees. We use ideas from the analysis of accelerated forward-backward schemes like FISTA, but instead of the classical approach of proving convergence…
Stock price prediction has been the focus of a large amount of research but an acceptable solution has so far escaped academics. Recent advances in deep learning have motivated researchers to apply neural networks to stock prediction. In…
Random forests on the one hand, and neural networks on the other hand, have met great success in the machine learning community for their predictive performance. Combinations of both have been proposed in the literature, notably leading to…
Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…
We present a deep transformation model for probabilistic regression. Deep learning is known for outstandingly accurate predictions on complex data but in regression tasks, it is predominantly used to just predict a single number. This…
Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…
Based on decision trees, many fields have arguably made tremendous progress in recent years. In simple words, decision trees use the strategy of "divide-and-conquer" to divide the complex problem on the dependency between input features and…
This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic optimization problems arising in investment decisions and…
In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…
The unchecked spread of digital information, combined with increasing political polarization and the tendency of individuals to isolate themselves from opposing political viewpoints, has driven researchers to develop systems for…
We propose using deep reinforcement learning to solve dynamic stochastic general equilibrium models. Agents are represented by deep artificial neural networks and learn to solve their dynamic optimisation problem by interacting with the…
This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…
Derivative hedging and pricing are important and continuously studied topics in financial markets. Recently, deep hedging has been proposed as a promising approach that uses deep learning to approximate the optimal hedging strategy and can…
This paper attempts to analyze the effectiveness of deep learning for tabular data processing. It is believed that decision trees and their ensembles is the leading method in this domain, and deep neural networks must be content with…
Current pharmaceutical formulation development still strongly relies on the traditional trial-and-error approach by individual experiences of pharmaceutical scientists, which is laborious, time-consuming and costly. Recently, deep learning…
Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…
Portfolio management issues have been extensively studied in the field of artificial intelligence in recent years, but existing deep learning-based quantitative trading methods have some areas where they could be improved. First of all, the…
Business analytics refers to methods and practices that create value through data for individuals, firms, and organizations. This field is currently experiencing a radical shift due to the advent of deep learning: deep neural networks…
Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…