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Survival analysis, or time-to-event modelling, is a classical statistical problem that has garnered a lot of interest for its practical use in epidemiology, demographics or actuarial sciences. Recent advances on the subject from the point…
We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we propose a neural model for training model embeddings which…
Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. This motivates us to provide a structured and comprehensive overview of the research on stock market…
For the development of successful share trading strategies, forecasting the course of action of the stock market index is important. Effective prediction of closing stock prices could guarantee investors attractive benefits. Machine…
Financial forecasting plays an important role in making informed decisions for financial stakeholders, specifically in the stock exchange market. In a traditional setting, investors commonly rely on the equity research department for…
The size of a website's active user base directly affects its value. Thus, it is important to monitor and influence a user's likelihood to return to a site. Essential to this is predicting when a user will return. Current state of the art…
For a public company, pricing and hedging models of options and equity--linked life insurance products have been sufficiently developed. However, for a private company, because of unobserved prices, pricing and hedging models of the…
Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…
Adaptively forecasting human behavior in social settings is an important step toward achieving Artificial General Intelligence. Most existing research in social forecasting has focused either on unfocused interactions, such as pedestrian…
This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…
Differential privacy (DP) offers a theoretical upper bound on the potential privacy leakage of analgorithm, while empirical auditing establishes a practical lower bound. Auditing techniques exist forDP training algorithms. However machine…
Governments have to supervise and inspect social economy enterprises (SEEs). However, inspecting all SEEs is not possible due to the large number of SEEs and the low number of inspectors in general. We proposed a prediction model based on a…
Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…
Accurately quantifying long-term risk probabilities in diverse stochastic systems is essential for safety-critical control. However, existing sampling-based and partial differential equation (PDE)-based methods often struggle to handle…
The stock market is a network which provides a platform for almost all major economic transactions. While investing in the stock market is a good idea, investing in individual stocks may not be, especially for the casual investor. Smart…
Financial forecasting is an estimation of future financial outcomes for a company, industry, country using historical internal accounting and sales data. We may predict the future outcome of BSE_SENSEX practically by some soft computing…
Bayesian predictive probabilities of success (PPoS) use interim trial data to calculate the probability of trial success. These quantities can be used to optimize trial size or to stop for futility. In this paper, we describe a…
Predicting startup success presents a formidable challenge due to the inherently volatile landscape of the entrepreneurial ecosystem. The advent of extensive databases like Crunchbase jointly with available open data enables the application…
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…
Given financial data from popular sites like Yahoo and the London Exchange, the presented paper attempts to model and predict stocks that can be considered "good investments". Stocks are characterized by 125 features ranging from gross…