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Derivatives, as a critical class of financial instruments, isolate and trade the price attributes of risk assets such as stocks, commodities, and indices, aiding risk management and enhancing market efficiency. However, traditional hedging…

Computational Finance · Quantitative Finance 2025-03-07 Yiheng Ding , Gangnan Yuan , Dewei Zuo , Ting Gao

Analytic features in gambling study are performed based on the amount of data monitoring on user daily actions. While performing the detection of problem gambling, existing datasets provide relatively rich analytic features for building…

Machine Learning · Computer Science 2024-03-26 Yang Jiao , Gloria Wong-Padoongpatt , Mei Yang

The problem of detecting whether a test sample is from in-distribution (i.e., training distribution by a classifier) or out-of-distribution sufficiently different from it arises in many real-world machine learning applications. However, the…

Machine Learning · Statistics 2018-02-27 Kimin Lee , Honglak Lee , Kibok Lee , Jinwoo Shin

Selective regression allows abstention from prediction if the confidence to make an accurate prediction is not sufficient. In general, by allowing a reject option, one expects the performance of a regression model to increase at the cost of…

Machine Learning · Computer Science 2022-07-18 Abhin Shah , Yuheng Bu , Joshua Ka-Wing Lee , Subhro Das , Rameswar Panda , Prasanna Sattigeri , Gregory W. Wornell

Adversarial attacks exploit the vulnerabilities of convolutional neural networks by introducing imperceptible perturbations that lead to misclassifications, exposing weaknesses in feature representations and decision boundaries. This paper…

Machine Learning · Computer Science 2024-12-30 Longwei Wang , Navid Nayyem , Abdullah Rakin

Despite strong performance in numerous applications, the fragility of deep learning to input perturbations has raised serious questions about its use in safety-critical domains. While adversarial training can mitigate this issue in…

Machine Learning · Statistics 2021-11-01 Alexander Robey , Luiz F. O. Chamon , George J. Pappas , Hamed Hassani , Alejandro Ribeiro

Deep neural networks are currently among the most commonly used classifiers. Despite easily achieving very good performance, one of the best selling points of these models is their modular design - one can conveniently adapt their…

Machine Learning · Computer Science 2017-02-21 Katarzyna Janocha , Wojciech Marian Czarnecki

Machine learning plays an essential role in preventing financial losses in the banking industry. Perhaps the most pertinent prediction task that can result in billions of dollars in losses each year is the assessment of credit risk (i.e.,…

Risk Management · Quantitative Finance 2021-01-01 Jillian M. Clements , Di Xu , Nooshin Yousefi , Dmitry Efimov

In this work, we study the learning theory of reward modeling with pairwise comparison data using deep neural networks. We establish a novel non-asymptotic regret bound for deep reward estimators in a non-parametric setting, which depends…

Machine Learning · Statistics 2025-05-13 Yuanhang Luo , Yeheng Ge , Ruijian Han , Guohao Shen

We present a novel class incremental learning approach based on deep neural networks, which continually learns new tasks with limited memory for storing examples in the previous tasks. Our algorithm is based on knowledge distillation and…

Machine Learning · Computer Science 2022-04-05 Minsoo Kang , Jaeyoo Park , Bohyung Han

We investigate the problem of multiclass classification with rejection, where a classifier can choose not to make a prediction to avoid critical misclassification. First, we consider an approach based on simultaneous training of a…

Machine Learning · Statistics 2019-10-31 Chenri Ni , Nontawat Charoenphakdee , Junya Honda , Masashi Sugiyama

Transfer learning is prevalent as a technique to efficiently generate new models (Student models) based on the knowledge transferred from a pre-trained model (Teacher model). However, Teacher models are often publicly available for sharing…

Machine Learning · Computer Science 2022-02-10 Bang Wu , Shuo Wang , Xingliang Yuan , Cong Wang , Carsten Rudolph , Xiangwen Yang

We construct and analyze active learning algorithms for the problem of binary classification with abstention. We consider three abstention settings: \emph{fixed-cost} and two variants of \emph{bounded-rate} abstention, and for each of them…

Machine Learning · Computer Science 2019-06-04 Shubhanshu Shekhar , Mohammad Ghavamzadeh , Tara Javidi

During the training process, deep neural networks implicitly learn to represent the input data samples through a hierarchy of features, where the size of the hierarchy is determined by the number of layers. In this paper, we focus on…

Computer Vision and Pattern Recognition · Computer Science 2022-04-08 Florinel-Alin Croitoru , Diana-Nicoleta Grigore , Radu Tudor Ionescu

With the increasing deployment of machine learning models in many socially sensitive tasks, there is a growing demand for reliable and trustworthy predictions. One way to accomplish these requirements is to allow a model to abstain from…

Machine Learning · Computer Science 2024-09-19 Andrea Pugnana , Lorenzo Perini , Jesse Davis , Salvatore Ruggieri

Due to their flexibility and predictive performance, machine-learning based regression methods have become an important tool for predictive modeling and forecasting. However, most methods focus on estimating the conditional mean or specific…

Machine Learning · Statistics 2019-03-15 Rui Li , Howard D. Bondell , Brian J. Reich

Nonlinear regression has been extensively employed in many computer vision problems (e.g., crowd counting, age estimation, affective computing). Under the umbrella of deep learning, two common solutions exist i) transforming nonlinear…

Computer Vision and Pattern Recognition · Computer Science 2019-08-27 Le Zhang , Zenglin Shi , Ming-Ming Cheng , Yun Liu , Jia-Wang Bian , Joey Tianyi Zhou , Guoyan Zheng , Zeng Zeng

Compressing deep neural network (DNN) models becomes a very important and necessary technique for real-world applications, such as deploying those models on mobile devices. Knowledge distillation is one of the most popular methods for model…

Machine Learning · Computer Science 2020-03-02 Makoto Takamoto , Yusuke Morishita , Hitoshi Imaoka

The significance of learning constraints from data is underscored by its potential applications in real-world problem-solving. While constraints are popular for modeling and solving, the approaches to learning constraints from data remain…

Machine Learning · Computer Science 2024-03-05 Eduardo Vyhmeister , Rocio Paez , Gabriel Gonzalez

Quantitative trading strategies rely on accurately ranking stocks to identify profitable investments. Effective portfolio management requires models that can reliably order future stock returns. Transformer models are promising for…

Machine Learning · Computer Science 2025-10-17 Jan Kwiatkowski , Jarosław A. Chudziak