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In the realm of globalized financial markets, commercial banks are confronted with an escalating magnitude of credit risk, thereby imposing heightened requisites upon the security of bank assets and financial stability. This study harnesses…

Risk Management · Quantitative Finance 2024-05-31 Yu Cheng , Qin Yang , Liyang Wang , Ao Xiang , Jingyu Zhang

Uncertainty quantification is essential for deploying reliable Graph Neural Networks (GNNs), where existing approaches primarily rely on Bayesian inference or ensembles. In this paper, we introduce the first credal graph neural networks…

Machine Learning · Computer Science 2025-12-03 Matteo Tolloso , Davide Bacciu

Imbalanced data classification problem has always been a popular topic in the field of machine learning research. In order to balance the samples between majority and minority class. Oversampling algorithm is used to synthesize new minority…

Machine Learning · Computer Science 2019-09-02 Junyi Zou , Jinliang Zhang , Ping Jiang

When sampling for Bayesian inference, one popular approach is to use Hamiltonian Monte Carlo (HMC) and specifically the No-U-Turn Sampler (NUTS) which automatically decides the end time of the Hamiltonian trajectory. However, HMC and NUTS…

Machine Learning · Computer Science 2022-10-25 Somayajulu L. N. Dhulipala , Yifeng Che , Michael D. Shields

Emerging applications such as Deep Learning are often data-driven, thus traditional approaches based on auto-tuners are not performance effective across the wide range of inputs used in practice. In the present paper, we start an…

Machine Learning · Computer Science 2022-12-12 Damiano Perri , Paolo Sylos Labini , Osvaldo Gervasi , Sergio Tasso , Flavio Vella

Logistic Regression and Support Vector Machine algorithms, together with Linear and Non-Linear Deep Neural Networks, are applied to lending data in order to replicate lender acceptance of loans and predict the likelihood of default of…

Risk Management · Quantitative Finance 2019-07-04 Jeremy D. Turiel , Tomaso Aste

Neural Networks (NNs) have provided state-of-the-art results for many challenging machine learning tasks such as detection, regression and classification across the domains of computer vision, speech recognition and natural language…

Machine Learning · Statistics 2026-04-21 Ethan Goan , Clinton Fookes

Bayesian Neural Networks (BNNs) often result uncalibrated after training, usually tending towards overconfidence. Devising effective calibration methods with low impact in terms of computational complexity is thus of central interest. In…

Machine Learning · Computer Science 2020-08-18 Hector J. Hortua , Luigi Malago , Riccardo Volpi

The ATLAS experiment at the Large Hadron Collider explores the use of modern neural networks for a multi-dimensional calibration of its calorimeter signal defined by clusters of topologically connected cells (topo-clusters). The Bayesian…

High Energy Physics - Experiment · Physics 2026-02-03 ATLAS Collaboration

This study investigates the application of Bayesian Optimization (BO) for the hyperparameter tuning of neural networks, specifically targeting the enhancement of Convolutional Neural Networks (CNN) for image classification tasks. Bayesian…

Machine Learning · Computer Science 2024-10-30 Gabriele Onorato

Due to the powerful learning ability on high-rank and non-linear features, deep neural networks (DNNs) are being applied to data mining and machine learning in various fields, and exhibit higher discrimination performance than conventional…

Machine Learning · Computer Science 2023-02-21 Weiyu Guo , Zhijiang Yang , Shu Wu , Fu Chen

To evaluate the robustness gain of Bayesian neural networks on image classification tasks, we perform input perturbations, and adversarial attacks to the state-of-the-art Bayesian neural networks, with a benchmark CNN model as reference.…

Machine Learning · Computer Science 2021-06-18 Yutian Pang , Sheng Cheng , Jueming Hu , Yongming Liu

Reliable uncertainty estimation is crucial for machine learning models, especially in safety-critical domains. While exact Bayesian inference offers a principled approach, it is often computationally infeasible for deep neural networks.…

Machine Learning · Computer Science 2025-12-18 Aslak Djupskås , Alexander Johannes Stasik , Signe Riemer-Sørensen

Predicting the probability of default (PD) of prospective loans is a critical objective for financial institutions. In recent years, machine learning (ML) algorithms have achieved remarkable success across a wide variety of prediction…

Risk Management · Quantitative Finance 2025-06-25 Adrian Iulian Cristescu , Matteo Giordano

Bayesian neural Networks (BNNs) are a promising method of obtaining statistical uncertainties for neural network predictions but with a higher computational overhead which can limit their practical usage. This work explores the use of high…

Machine Learning · Computer Science 2020-09-09 Himanshu Sharma , Elise Jennings

This study focuses on the problem of credit default prediction, builds a modeling framework based on machine learning, and conducts comparative experiments on a variety of mainstream classification algorithms. Through preprocessing, feature…

Machine Learning · Computer Science 2026-02-24 Shiqi Yang , Ziyi Huang , Wengran Xiao , Xinyu Shen

Banks are interested in evaluating the risk of the financial distress before giving out a loan. Many researchers proposed the use of models based on the Neural Networks in order to help the banker better make a decision. The objective of…

Risk Management · Quantitative Finance 2013-11-19 Younes Boujelbène , Sihem Khemakhem

Industrial X-ray analysis is common in aerospace, automotive or nuclear industries where structural integrity of some parts needs to be guaranteed. However, the interpretation of radiographic images is sometimes difficult and may lead to…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Alberto García-Pérez , María José Gómez-Silva , Arturo de la Escalera

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

Bayesian Neural Networks (BayNNs) naturally provide uncertainty in their predictions, making them a suitable choice in safety-critical applications. Additionally, their realization using memristor-based in-memory computing (IMC)…

Machine Learning · Computer Science 2024-01-24 Soyed Tuhin Ahmed , Kamal Danouchi , Guillaume Prenat , Lorena Anghel , Mehdi B. Tahoori
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