Related papers: A neural network-based framework for financial mod…
An accurate valuation of American call options is critical in most financial decision making environments. However, traditional models like the Barone-Adesi Whaley (B-AW) and Binomial Option Pricing (BOP) methods fall short in handling the…
In this paper, we present MLEANN (Meta-Learning Evolutionary Artificial Neural Network), an automatic computational framework for the adaptive optimization of artificial neural networks wherein the neural network architecture, activation…
Artificial Neural Network (ANN)-based inference on battery-powered devices can be made more energy-efficient by restricting the synaptic weights to be binary, hence eliminating the need to perform multiplications. An alternative, emerging,…
Attentional Neural Network is a new framework that integrates top-down cognitive bias and bottom-up feature extraction in one coherent architecture. The top-down influence is especially effective when dealing with high noise or difficult…
We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting of multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with a small penalty on…
Spiking Neural Networks (SNNs) have emerged as a promising energy-efficient alternative to traditional Artificial Neural Networks (ANNs). Despite this, bridging the performance gap with ANNs in practical scenarios remains a significant…
We discuss and analyze a neural network architecture, that enables learning a model class for a set of different data samples rather than just learning a single model for a specific data sample. In this sense, it may help to reduce the…
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…
Convolutional Neural Networks (CNNs) do not have a predictable recognition behavior with respect to the input resolution change. This prevents the feasibility of deployment on different input image resolutions for a specific model. To…
Artificial neural networks (ANNs) represent a fundamentally connectionnist and distributed approach to computing, and as such they differ from classical computers that utilize the von Neumann architecture. This has revived research interest…
Although convolutional neural networks (CNNs) are now widely used in various computer vision applications, its huge resource demanding on parameter storage and computation makes the deployment on mobile and embedded devices difficult.…
Here I introduce an automatic approach to determine the material flow patterns during deformation process using artificial neural networks (ANN). Since deriving and calibrating complex mathematical models for prediction of power…
Spiking neural networks (SNNs) represent the most prominent biologically inspired computing model for neuromorphic computing (NC) architectures. However, due to the non-differentiable nature of spiking neuronal functions, the standard error…
We have designed a new method to fit the energy and atomic forces using a single artificial neural network (SANN) for any number of chemical species present in a molecular system. The traditional approach for fitting the potential energy…
Kolmogorov-Arnold networks (KANs) offer a potent combination of accuracy and interpretability, thanks to their compositions of learnable univariate activation functions. However, the activations of well-fitting KANs tend to exhibit…
Volatility is a natural risk measure in finance as it quantifies the variation of stock prices. A frequently considered problem in mathematical finance is to forecast different estimates of volatility. What makes it promising to use deep…
Artificial Neural Networks (ANNs) have been successfully used in various nuclear engineering applications, such as predicting reactor physics parameters within reasonable time and with a high level of accuracy. Despite this success, they…
This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…
This work presents a novel fundamental algorithm for for defining and training Neural Networks in Quantum Information based on time evolution and the Hamiltonian. Classical Neural Network algorithms (ANN) are computationally expensive. For…
Most chemical processes, such as distillation, absorption, extraction, and catalytic reactions, are extremely complex processes that are affected by multiple factors. The relationships between their input variables and output variables are…