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Neural population models, which predict the joint firing of many simultaneously recorded neurons forward in time, are typically evaluated by a single aggregate Pearson correlation $r$ between predicted and actual spike counts, a number that…
Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…
Using a comprehensive sample of 2,585 bankruptcies from 1990 to 2019, we benchmark the performance of various machine learning models in predicting financial distress of publicly traded U.S. firms. We find that gradient boosted trees…
We introduce a new private regression setting we call Private Regression in Multiple Outcomes (PRIMO), inspired by the common situation where a data analyst wants to perform a set of $l$ regressions while preserving privacy, where the…
This paper introduces a novel non-parametric deep model for estimating time-to-event (survival analysis) in presence of censored data and competing risks. The model is designed based on the sequence-to-sequence (Seq2Seq) architecture,…
We consider the design of private prediction markets, financial markets designed to elicit predictions about uncertain events without revealing too much information about market participants' actions or beliefs. Our goal is to design market…
We introduce an end-to-end private deep learning framework, applied to the task of predicting 30-day readmission from electronic health records. By using differential privacy during training and homomorphic encryption during inference, we…
Extreme events are occurrences whose magnitude and potential cause extensive damage on people, infrastructure, and the environment. Motivated by the extreme nature of the current global health landscape, which is plagued by the coronavirus…
In this work we use Recurrent Neural Networks and Multilayer Perceptrons to predict NYSE, NASDAQ and AMEX stock prices from historical data. We experiment with different architectures and compare data normalization techniques. Then, we…
In several settings of practical interest, two parties seek to collaboratively perform inference on their private data using a public machine learning model. For instance, several hospitals might wish to share patient medical records for…
We propose and experimentally demonstrate an innovative stock index prediction method using a weighted optical reservoir computing system. We construct fundamental market data combined with macroeconomic data and technical indicators to…
A new general procedure for a priori selection of more predictable events from a time series of observed variable is proposed. The procedure is applicable to time series which contains different types of events that feature significantly…
Today, the use of social networking data has attracted a lot of academic and commercial attention in predicting the stock market. In most studies in this area, the sentiment analysis of the content of user posts on social networks is used…
Survival analysis is a statistical technique used to estimate the time until an event occurs. Although it is applied across a wide range of fields, adjusting for reporting delays under practical constraints remains a significant challenge…
The stock market, as a cornerstone of the financial markets, places forecasting stock price movements at the forefront of challenges in quantitative finance. Emerging learning-based approaches have made significant progress in capturing the…
Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event…
In this article, we review a class of neuro-mimetic computational models that we place under the label of spiking predictive coding. Specifically, we review the general framework of predictive processing in the context of neurons that emit…
We consider the problem of predictive monitoring (PM), i.e., predicting at runtime future violations of a system from the current state. We work under the most realistic settings where only partial and noisy observations of the state are…
Predictive models for clinical outcomes that are accurate on average in a patient population may underperform drastically for some subpopulations, potentially introducing or reinforcing inequities in care access and quality. Model training…
Early exiting is an effective paradigm for improving the inference efficiency of deep networks. By constructing classifiers with varying resource demands (the exits), such networks allow easy samples to be output at early exits, removing…