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This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…

General Economics · Economics 2026-05-15 Simon Scheidegger

Koopman operator theory is receiving increased attention due to its promise to linearize nonlinear dynamics. Neural networks that are developed to represent Koopman operators have shown great success thanks to their ability to approximate…

Machine Learning · Computer Science 2022-11-18 Yuying Liu , Aleksei Sholokhov , Hassan Mansour , Saleh Nabi

In physics, complex systems are often simplified into minimal, solvable models that retain only the core principles. In machine learning, layerwise linear models (e.g., linear neural networks) act as simplified representations of neural…

Deep learning models, such as wide neural networks, can be conceptualized as nonlinear dynamical physical systems characterized by a multitude of interacting degrees of freedom. Such systems in the infinite limit, tend to exhibit simplified…

Machine Learning · Computer Science 2024-01-09 Ori Shem-Ur , Yaron Oz

Neural networks with physical governing equations as constraints have recently created a new trend in machine learning research. In line with such efforts, a deep learning model for one-dimensional consolidation where the governing equation…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Yared W. Bekele

In this work we develop a quantum field theory formalism for deep learning, where input signals are encoded in Gaussian states, a generalization of Gaussian processes which encode the agent's uncertainty about the input signal. We show how…

Quantum Physics · Physics 2021-03-09 Roberto Bondesan , Max Welling

We introduce a general theoretical framework, designed for the study of gradient optimisation of deep neural networks, that encompasses ubiquitous architecture choices including batch normalisation, weight normalisation and skip…

Machine Learning · Computer Science 2023-12-05 Lachlan Ewen MacDonald , Jack Valmadre , Hemanth Saratchandran , Simon Lucey

Gradient-based neural network training traditionally enforces symmetry between forward and backward propagation, requiring activation functions to be differentiable (or sub-differentiable) and strictly monotonic in certain regions to…

Neural and Evolutionary Computing · Computer Science 2025-09-10 Luigi Troiano , Francesco Gissi , Vincenzo Benedetto , Genny Tortora

Deep learning involves navigating a high-dimensional loss landscape over the neural network parameter space. Over the course of training, complex computational structures form and re-form inside the neural network, leading to shifts in…

Machine Learning · Computer Science 2025-08-04 Jesse Hoogland , George Wang , Matthew Farrugia-Roberts , Liam Carroll , Susan Wei , Daniel Murfet

Deep neural networks, despite their success in numerous applications, often function without established theoretical foundations. In this paper, we bridge this gap by drawing parallels between deep learning and classical numerical analysis.…

Machine Learning · Computer Science 2023-10-04 Emanuele Zappala , Daniel Levine , Sizhuang He , Syed Rizvi , Sacha Levy , David van Dijk

Deep neural networks work well at approximating complicated functions when provided with data and trained by gradient descent methods. At the same time, there is a vast amount of existing functions that programmatically solve different…

Machine Learning · Computer Science 2019-01-15 Alon Jacovi , Guy Hadash , Einat Kermany , Boaz Carmeli , Ofer Lavi , George Kour , Jonathan Berant

In the past decade, deep neural networks (DNNs) came to the fore as the leading machine learning algorithms for a variety of tasks. Their raise was founded on market needs and engineering craftsmanship, the latter based more on trial and…

Machine Learning · Computer Science 2021-04-14 Omry Cohen , Or Malka , Zohar Ringel

Building a quantum analog of classical deep neural networks represents a fundamental challenge in quantum computing. A key issue is how to address the inherent non-linearity of classical deep learning, a problem in the quantum domain due to…

The effectiveness of deep neural architectures has been widely supported in terms of both experimental and foundational principles. There is also clear evidence that the activation function (e.g. the rectifier and the LSTM units) plays a…

Machine Learning · Computer Science 2018-10-08 Giuseppe Marra , Dario Zanca , Alessandro Betti , Marco Gori

Deep neural networks have achieved great success both in computer vision and natural language processing tasks. However, mostly state-of-art methods highly rely on external training or computing to improve the performance. To alleviate the…

Machine Learning · Computer Science 2020-09-25 Ming Yan , Xueli Xiao , Joey Tianyi Zhou , Yi Pan

Backpropagation is typically presented as a symbolic procedure: a backward pass topologically distinct from inference, with non-local error signals and synchronous global clocking, features with no clear analog in physical reality. Existing…

Machine Learning · Computer Science 2026-05-12 Antonino Emanuele Scurria

This paper presents a sequence of two approaches for the data-driven control-oriented modeling of networked systems, i.e., the systems that involve many interacting dynamical components. First, a novel deep learning approach named the weak…

Systems and Control · Electrical Eng. & Systems 2024-07-25 Yin Yu , Daning Huang , Seho Park , Herschel C. Pangborn

A main puzzle of deep networks revolves around the absence of overfitting despite large overparametrization and despite the large capacity demonstrated by zero training error on randomly labeled data. In this note, we show that the dynamics…

Over the past decade, deep learning has proven to be a highly effective tool for learning meaningful features from raw data. However, it remains an open question how deep networks perform hierarchical feature learning across layers. In this…

Machine Learning · Computer Science 2025-11-17 Peng Wang , Xiao Li , Can Yaras , Zhihui Zhu , Laura Balzano , Wei Hu , Qing Qu

Training deep neural networks (DNNs) can be difficult due to the occurrence of vanishing/exploding gradients during weight optimization. To avoid this problem, we propose a class of DNNs stemming from the time discretization of Hamiltonian…

Machine Learning · Computer Science 2021-04-28 Clara L. Galimberti , Liang Xu , Giancarlo Ferrari Trecate