Related papers: A neural network-based framework for financial mod…
Our objective is to estimate the unknown compositional input from its output response through an unknown system after estimating the inverse of the original system with a training set. The proposed methods using artificial neural networks…
The lack of mathematical tractability of Deep Neural Networks (DNNs) has hindered progress towards having a unified convergence analysis of training algorithms, in the general setting. We propose a unified optimization framework for…
An artificial neural network (ANN) is investigated as a tool for estimating rate coefficients for the collisional excitation of molecules. The performance of such a tool can be evaluated by testing it on a dataset of collisionally-induced…
Recent advances in machine-learning interatomic potentials have enabled the efficient modeling of complex atomistic systems with an accuracy that is comparable to that of conventional quantum mechanics based methods. At the same time, the…
The fully connected (FC) layer, one of the most fundamental modules in artificial neural networks (ANN), is often considered difficult and inefficient to train due to issues including the risk of overfitting caused by its large amount of…
Feed-forward, fully-connected Artificial Neural Networks (ANNs) or the so-called Multi-Layer Perceptrons (MLPs) are well-known universal approximators. However, their learning performance varies significantly depending on the function or…
In this paper, we propose an alternative valuation approach for CAT bonds where a pricing formula is learned by deep neural networks. Once trained, these networks can be used to price CAT bonds as a function of inputs that reflect both the…
Neural networks have proven practical for a synergistic combination of advanced control techniques. This work analyzes the implementation of rectified linear unit neural networks to achieve constrained control in differentially flat…
With the continued innovations of deep neural networks, spiking neural networks (SNNs) that more closely resemble biological brain synapses have attracted attention owing to their low power consumption.However, for continuous data values,…
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…
Volatility, as a measure of uncertainty, plays a crucial role in numerous financial activities such as risk management. The Econometrics and Machine Learning communities have developed two distinct approaches for financial volatility…
Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…
Backpropagation is driving today's artificial neural networks (ANNs). However, despite extensive research, it remains unclear if the brain implements this algorithm. Among neuroscientists, reinforcement learning (RL) algorithms are often…
Deep neural networks (DNNs) have garnered significant attention in financial asset pricing, due to their strong capacity for modeling complex nonlinear relationships within financial data. However, sophisticated models are prone to…
In this work, we use the artificial neural network (ANN) method to study and predict the distribution of strong coupling constants by fitting the existing data. Our approach takes advantage of the ability of ANN to learn complex nonlinear…
In recent years, the prosperity of deep learning has revolutionized the Artificial Neural Networks. However, the dependence of gradients and the offline training mechanism in the learning algorithms prevents the ANN for further improvement.…
A coupled spintronic oscillator array has been considered attractive for neuromorphic computing applications. Experimental reports have shown the nano-constriction geometry to be a relatively easier-to-fabricate platform for implementing…
One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…
We price European-style options written on forward contracts in a commodity market, which we model with an infinite-dimensional Heath-Jarrow-Morton (HJM) approach. For this purpose we introduce a new class of state-dependent volatility…
Binarized neural networks, or BNNs, show great promise in edge-side applications with resource limited hardware, but raise the concerns of reduced accuracy. Motivated by the complex neural networks, in this paper we introduce complex…