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In today's complex and volatile financial market environment, risk management of multi-asset portfolios faces significant challenges. Traditional risk assessment methods, due to their limited ability to capture complex correlations between…
In recent years, advances in Artificial Intelligence have significantly impacted computer science, particularly in the field of computer vision, enabling solutions to complex problems such as video frame prediction. Video frame prediction…
Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…
The widespread availability of electronic health records (EHRs) promises to usher in the era of personalized medicine. However, the problem of extracting useful clinical representations from longitudinal EHR data remains challenging. In…
We describe the class of convexified convolutional neural networks (CCNNs), which capture the parameter sharing of convolutional neural networks in a convex manner. By representing the nonlinear convolutional filters as vectors in a…
In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…
While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…
With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…
Deep Neural Networks (DNNs) are widely used for their ability to effectively approximate large classes of functions. This flexibility, however, makes the strict enforcement of constraints on DNNs an open problem. Here we present a framework…
Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…
Convolutional Neural Networks (CNNs) are a standard approach for visual recognition due to their capacity to learn hierarchical representations from raw pixels. In practice, practitioners often choose among (i) training a compact custom CNN…
This work introduces the Topological CNN (TCNN), which encompasses several topologically defined convolutional methods. Manifolds with important relationships to the natural image space are used to parameterize image filters which are used…
Convolutional neural networks (CNNs) are very popular nowadays for image processing. CNNs allow one to learn optimal filters in a (mostly) supervised machine learning context. However this typically requires abundant labelled training data…
Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…
Convolutional Neural Networks (CNNs) dominate various computer vision tasks since Alex Krizhevsky showed that they can be trained effectively and reduced the top-5 error from 26.2 % to 15.3 % on the ImageNet large scale visual recognition…
In the financial sector, a reliable forecast the future financial performance of a company is of great importance for investors' investment decisions. In this paper we compare long-term short-term memory (LSTM) networks to temporal…
While convolutional neural networks (CNNs) have recently made great strides in supervised classification of data structured on a grid (e.g. images composed of pixel grids), in several interesting datasets, the relations between features can…
Building on our prior explorations of convolutional neural networks (CNNs) for financial data processing, this paper introduces two significant enhancements to refine our CNN model's predictive performance and robustness for financial…
Regression problems with time-series predictors are common in banking and many other areas of application. In this paper, we use multi-head attention networks to develop interpretable features and use them to achieve good predictive…
Deep Neural Networks (DNN) and especially Convolutional Neural Networks (CNN) are a de-facto standard for the analysis of large volumes of signals and images. Yet, their development and underlying principles have been largely performed in…