Related papers: Supervised Deep Neural Networks (DNNs) for Pricing…
Options have provided a field of much study because of the complexity involved in pricing them. The Black-Scholes equations were developed to price options but they are only valid for European styled options. There is added complexity when…
Miscalibration - a mismatch between a model's confidence and its correctness - of Deep Neural Networks (DNNs) makes their predictions hard to rely on. Ideally, we want networks to be accurate, calibrated and confident. We show that, as…
With the rapid advancement in the performance of deep neural networks (DNNs), there has been significant interest in deploying and incorporating artificial intelligence (AI) systems into real-world scenarios. However, many DNNs lack the…
We consider a data-driven newsvendor problem, where one has access to past demand data and the associated feature information. We solve the problem by estimating the target quantile function using a deep neural network (DNN). The remarkable…
In this paper we consider Deep Neural Networks (DNNs) with a smooth activation function as surrogates for high-dimensional functions that are somewhat smooth but costly to evaluate. We consider the standard (non-periodic) DNNs as well as…
Recently, deep neural network (DNN) has been widely adopted in the design of intelligent communication systems thanks to its strong learning ability and low testing complexity. However, most current offline DNN-based methods still suffer…
Deep neural networks (DNNs) have become a crucial instrument in the software development toolkit, due to their ability to efficiently solve complex problems. Nevertheless, DNNs are highly opaque, and can behave in an unexpected manner when…
Complex design problems are common in the scientific and industrial fields. In practice, objective functions or constraints of these problems often do not have explicit formulas, and can be estimated only at a set of sampling points through…
We describe a gradient-based method to discover local error maximizers of a deep neural network (DNN) used for regression, assuming the availability of an "oracle" capable of providing real-valued supervision (a regression target) for…
Evolutionary artificial neural networks (EANNs) refer to a special class of artificial neural networks (ANNs) in which evolution is another fundamental form of adaptation in addition to learning. Evolutionary algorithms are used to adapt…
In component shape optimization, the component properties are often evaluated by computationally expensive simulations. Such optimization becomes unfeasible when it is focused on a global search requiring thousands of simulations to be…
The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…
To deploy and operate deep neural models in production, the quality of their predictions, which might be contaminated benignly or manipulated maliciously by input distributional deviations, must be monitored and assessed. Specifically, we…
Deep Convolutional Neural Networks (DCNN) have been proven to be effective for various computer vision problems. In this work, we demonstrate its effectiveness on a continuous object orientation estimation task, which requires prediction of…
The recent success of Deep Neural Networks (DNNs) has drastically improved the state of the art for many application domains. While achieving high accuracy performance, deploying state-of-the-art DNNs is a challenge since they typically…
In this paper, we construct approximated solutions of Differential Equations (DEs) using the Deep Neural Network (DNN). Furthermore, we present an architecture that includes the process of finding model parameters through experimental data,…
Emergence of deep neural networks (DNNs) has raised enormous attention towards artificial neural networks (ANNs) once again. They have become the state-of-the-art models and have won different machine learning challenges. Although these…
Deep neural networks (DNNs) have achieved great success in the area of computer vision. The disparity estimation problem tends to be addressed by DNNs which achieve much better prediction accuracy than traditional hand-crafted feature-based…
In this paper, we propose the exponential Levy neural network (ELNN) for option pricing, which is a new non-parametric exponential Levy model using artificial neural networks (ANN). The ELNN fully integrates the ANNs with the exponential…
Deep neural networks (DNNs) have revolutionized web-scale ranking systems, enabling breakthroughs in capturing complex user behaviors and driving performance gains. At DoorDash, we first harnessed this transformative power by transitioning…