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We introduce a simulation method for dynamic portfolio valuation and risk management building on machine learning with kernels. We learn the dynamic value process of a portfolio from a finite sample of its cumulative cash flow. The learned…

Computational Finance · Quantitative Finance 2021-05-28 Lotfi Boudabsa , Damir Filipovic

Modern machine learning (ML) methods typically fail to adequately capture causal information. Consequently, such models do not handle data distributional shifts, are vulnerable to adversarial examples, and often learn spurious correlations.…

Quantum Physics · Physics 2026-01-27 Rishi Goel , Casey R. Myers , Sally Shrapnel

Risk prediction capitalizing on emerging human genome findings holds great promise for new prediction and prevention strategies. While the large amounts of genetic data generated from high-throughput technologies offer us a unique…

Methodology · Statistics 2021-01-29 Xiaoxi Shen , Xiaoran Tong , Qing Lu

General predictive models do not provide a measure of confidence in predictions without Bayesian assumptions. A way to circumvent potential restrictions is to use conformal methods for constructing non-parametric confidence regions, that…

Machine Learning · Statistics 2016-09-21 Evgeny Burnaev , Ivan Nazarov

In this paper we present the practical benefits of a new random forest algorithm to deal withmissing values in the sample. The purpose of this work is to compare the different solutionsto deal with missing values with random forests and…

Statistics Theory · Mathematics 2021-10-19 Irving Gómez-Méndez , Emilien Joly

As a promising step, the performance of data analysis and feature learning are able to be improved if certain pattern matching mechanism is available. One of the feasible solutions can refer to the importance estimation of instances, and…

Machine Learning · Computer Science 2020-11-17 Miao Cheng , Xinge You

Support vector machines and kernel methods have recently gained considerable attention in chemoinformatics. They offer generally good performance for problems of supervised classification or regression, and provide a flexible and…

Quantitative Methods · Quantitative Biology 2007-08-02 Pierre Mahé , Jean-Philippe Vert

Forecasts of prospective criminal behavior have long been an important feature of many criminal justice decisions. There is now substantial evidence that machine learning procedures will classify and forecast at least as well, and typically…

Applications · Statistics 2014-09-08 Richard Berk , Justin Bleich , Adam Kapelner , Jaime Henderson , Geoffrey Barnes , Ellen Kurtz

In this paper for the first time the nonparametric autoregression estimation problem for the quadratic risks is considered. To this end we develop a new adaptive sequential model selection method based on the efficient sequential kernel…

Statistics Theory · Mathematics 2018-09-10 Ouerdia Arkoun , Jean-Yves Brua , Serguei Pergamenshchikov

Kernel methods are fundamental tools in machine learning that allow detection of non-linear dependencies between data without explicitly constructing feature vectors in high dimensional spaces. A major disadvantage of kernel methods is…

Data Structures and Algorithms · Computer Science 2020-12-23 Thomas D. Ahle , Michael Kapralov , Jakob B. T. Knudsen , Rasmus Pagh , Ameya Velingker , David Woodruff , Amir Zandieh

Quantum kernel methods have been proposed as a promising approach for leveraging near-term quantum computers for supervised learning, yet rigorous benchmarks against strong classical baselines remain scarce. We present a comprehensive…

Quantum Physics · Physics 2026-04-22 Siavash Kakavand , Christoph Strohmeyer , Michael Schlotter

Similarity-based approaches represent a promising direction for time series analysis. However, many such methods rely on parameter tuning, and some have shortcomings if the time series are multivariate (MTS), due to dependencies between…

Machine Learning · Statistics 2017-06-30 Karl Øyvind Mikalsen , Filippo Maria Bianchi , Cristina Soguero-Ruiz , Robert Jenssen

Kernel methods are used extensively in classical machine learning, especially in the field of pattern analysis. In this paper, we propose a kernel-based quantum machine learning algorithm that can be implemented on a near-term, intermediate…

Quantum Physics · Physics 2019-06-11 Roohollah Ghobadi , Jaspreet S. Oberoi , Ehsan Zahedinejhad

Multiple kernel learning algorithms are proposed to combine kernels in order to obtain a better similarity measure or to integrate feature representations coming from different data sources. Most of the previous research on such methods is…

Machine Learning · Computer Science 2012-07-03 Mehmet Gonen

Kernel mean embeddings -- integrals of a kernel with respect to a probability distribution -- are essential in Bayesian quadrature, but also widely used in other computational tools for numerical integration or for statistical inference…

Machine Learning · Statistics 2025-04-29 François-Xavier Briol , Alexandra Gessner , Toni Karvonen , Maren Mahsereci

Quantum kernel methods, i.e., kernel methods with quantum kernels, offer distinct advantages as a hybrid quantum-classical approach to quantum machine learning (QML), including applicability to Noisy Intermediate-Scale Quantum (NISQ)…

Quantum Physics · Physics 2022-11-29 Daniel T. Chang

Distributed machine learning systems have been receiving increasing attentions for their efficiency to process large scale data. Many distributed frameworks have been proposed for different machine learning tasks. In this paper, we study…

Machine Learning · Computer Science 2020-07-01 Hongwei Sun , Qiang Wu

Applying machine learning to biological sequences - DNA, RNA and protein - has enormous potential to advance human health, environmental sustainability, and fundamental biological understanding. However, many existing machine learning…

Machine Learning · Statistics 2023-04-11 Alan Nawzad Amin , Eli Nathan Weinstein , Debora Susan Marks

The estimation of missing input vector elements in real time processing applications requires a system that possesses the knowledge of certain characteristics such as correlations between variables, which are inherent in the input space.…

Applications · Statistics 2007-05-23 Fulufhelo V. Nelwamondo , Shakir Mohamed , Tshilidzi Marwala

In cluster-randomized trials (CRTs), missing data can occur in various ways, including missing values in outcomes and baseline covariates at the individual or cluster level, or completely missing information for non-participants. Among the…

Methodology · Statistics 2025-11-06 Bingkai Wang , Fan Li , Rui Wang